IDTP.L vs. TIP5.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and TIP5.L (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) are both Inflation-Protected Bonds funds from iShares - IDTP.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD while TIP5.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, IDTP.L returned 0.96%/yr vs 3.31%/yr for TIP5.L. A 0.65 correlation means they provide meaningful diversification when combined. IDTP.L charges 0.12%/yr vs 0.10%/yr for TIP5.L.
Performance
IDTP.L vs. TIP5.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDTP.L achieves a 1.09% return, which is significantly lower than TIP5.L's 1.77% return.
IDTP.L
- 1D
- 0.04%
- 1M
- 0.02%
- YTD
- 1.09%
- 6M
- 1.17%
- 1Y
- 4.80%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
TIP5.L
- 1D
- -0.01%
- 1M
- 0.03%
- YTD
- 1.77%
- 6M
- 2.06%
- 1Y
- 4.41%
- 3Y*
- 5.18%
- 5Y*
- 3.31%
- 10Y*
- —
IDTP.L vs. TIP5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 8.68% | -1.43% | 1.52% |
TIP5.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 1.77% | 6.22% | 4.90% | 4.24% | -2.74% | 5.42% | 4.91% | 4.90% | 0.56% | 0.16% |
Correlation
The correlation between IDTP.L and TIP5.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.65 |
The correlation between IDTP.L and TIP5.L shifts across timeframes, from 0.51 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. TIP5.L — Risk / Return Rank
IDTP.L
TIP5.L
IDTP.L vs. TIP5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IDTP.L | TIP5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 6.97 | -4.49 |
| Martin ratioReturn relative to average drawdown | 6.88 | 19.95 | -13.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDTP.L | TIP5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.99 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.11 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.04 | -0.54 |
Drawdowns
IDTP.L vs. TIP5.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, which is greater than TIP5.L's maximum drawdown of -5.55%. Use the drawdown chart below to compare losses from any high point for IDTP.L and TIP5.L.
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Drawdown Indicators
| IDTP.L | TIP5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -5.55% | -9.57% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -0.63% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -1.51% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -5.21% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.14% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -0.73% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.22% | +0.47% |
Volatility
IDTP.L vs. TIP5.L - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a higher volatility of 1.30% compared to iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) at 0.54%. This indicates that IDTP.L's price experiences larger fluctuations and is considered to be riskier than TIP5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | TIP5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.54% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 1.49% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 2.22% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 2.96% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 3.18% | +3.19% |
IDTP.L vs. TIP5.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than TIP5.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IDTP.L vs. TIP5.L - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while TIP5.L's dividend yield for the trailing twelve months is around 5.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP5.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.81% | 5.93% | 6.97% | 5.15% | 0.34% | 0.37% | 3.00% | 3.27% | 2.99% | 1.03% |
Frequently Asked Questions
IDTP.L and TIP5.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIP5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIP5.L is cheaper with a 0.10% expense ratio, compared with 0.12% for IDTP.L.
IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while TIP5.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.12% for IDTP.L and 0.10% for TIP5.L.
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