IDTP.L vs. TIPA.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) are both Inflation-Protected Bonds funds tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, from iShares and Amundi respectively. Both are passively managed. Over the past 5 years, IDTP.L returned 0.96%/yr vs 0.93%/yr for TIPA.L. Their correlation of 0.89 suggests significant overlap in exposure. IDTP.L charges 0.12%/yr vs 0.09%/yr for TIPA.L.
Performance
IDTP.L vs. TIPA.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 TIPA.L's 1.23% 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%
TIPA.L
- 1D
- 0.03%
- 1M
- -0.01%
- YTD
- 1.23%
- 6M
- 1.30%
- 1Y
- 4.75%
- 3Y*
- 3.80%
- 5Y*
- 0.93%
- 10Y*
- —
IDTP.L vs. TIPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.09% | 6.94% | 2.15% | 3.71% | -12.76% | 6.17% | 10.98% | 0.76% |
TIPA.L Lyxor Core US TIPS (DR) UCITS ETF - Acc | 1.23% | 6.81% | 2.09% | 3.51% | -12.46% | 5.91% | 11.05% | 0.73% |
Correlation
The correlation between IDTP.L and TIPA.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.89 |
The correlation between IDTP.L and TIPA.L has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
IDTP.L vs. TIPA.L — Risk / Return Rank
IDTP.L
TIPA.L
IDTP.L vs. TIPA.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 Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.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 | TIPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.57 | -0.09 |
| Martin ratioReturn relative to average drawdown | 6.88 | 7.17 | -0.29 |
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 | TIPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.33 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.16 | 0.00 |
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 | 0.42 | +0.09 |
Drawdowns
IDTP.L vs. TIPA.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, roughly equal to the maximum TIPA.L drawdown of -15.11%. Use the drawdown chart below to compare losses from any high point for IDTP.L and TIPA.L.
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Drawdown Indicators
| IDTP.L | TIPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -15.11% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -1.84% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -4.61% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -15.11% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.79% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -5.44% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.66% | +0.03% |
Volatility
IDTP.L vs. TIPA.L - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) have volatilities of 1.30% and 1.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDTP.L | TIPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.28% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 2.40% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 3.57% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 5.95% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 6.30% | +0.07% |
IDTP.L vs. TIPA.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than TIPA.L's 0.09% 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. TIPA.L - Dividend Comparison
Neither IDTP.L nor TIPA.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and TIPA.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIPA.L is cheaper with a 0.09% expense ratio, compared with 0.12% for IDTP.L.
Both ETFs track Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for IDTP.L and 0.09% for TIPA.L.
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