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IDTP.L vs. TIP5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTP.L vs. TIP5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTP.L vs. TIP5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
Martin Ratio Rank

TIP5.L
TIP5.L Risk / Return Rank: 7575
Overall Rank
TIP5.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TIP5.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
TIP5.L Omega Ratio Rank: 6262
Omega Ratio Rank
TIP5.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
TIP5.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LTIP5.LDifference
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

IDTP.L vs. TIP5.L - Sharpe Ratio Comparison

The current IDTP.L Sharpe Ratio is 1.26, which is lower than the TIP5.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IDTP.L and TIP5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDTP.LTIP5.LDifference

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.LTIP5.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.61%

-0.14%

-0.47%

Average Drawdown

Average peak-to-trough decline

-4.22%

-0.73%

-3.49%

Ulcer Index

Depth 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.LTIP5.LDifference

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%.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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