IDTP.L vs. UC15.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and UC15.L (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while UC15.L is a Commodities fund tracking the UBS CMCI. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 8.88%/yr for UC15.L. At a 0.02 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.34%/yr for UC15.L.
Performance
IDTP.L vs. UC15.L - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while UC15.L is traded in GBp. To make them comparable, the UC15.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDTP.L achieves a 1.09% return, which is significantly lower than UC15.L's 21.20% return. Over the past 10 years, IDTP.L has underperformed UC15.L with an annualized return of 2.62%, while UC15.L has yielded a comparatively higher 8.88% annualized return.
IDTP.L
- 1D
- 0.04%
- 1M
- -0.08%
- YTD
- 1.09%
- 6M
- 1.31%
- 1Y
- 4.84%
- 3Y*
- 3.82%
- 5Y*
- 0.96%
- 10Y*
- 2.62%
UC15.L
- 1D
- -1.26%
- 1M
- -0.42%
- YTD
- 21.20%
- 6M
- 21.79%
- 1Y
- 29.95%
- 3Y*
- 13.16%
- 5Y*
- 11.58%
- 10Y*
- 8.88%
IDTP.L vs. UC15.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% | 3.28% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 21.20% | 10.31% | 4.66% | -1.58% | 16.07% | 34.87% | 0.50% | 9.54% | -10.61% | 6.45% |
Correlation
The correlation between IDTP.L and UC15.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2013 | 0.02 |
The correlation between IDTP.L and UC15.L shifts across timeframes, from -0.09 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. UC15.L — Risk / Return Rank
IDTP.L
UC15.L
IDTP.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 | UC15.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 6.36 | -3.88 |
| Martin ratioReturn relative to average drawdown | 6.88 | 14.17 | -7.28 |
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 | UC15.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.17 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.77 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.61 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.26 | +0.25 |
Drawdowns
IDTP.L vs. UC15.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum UC15.L drawdown of -51.79%. Use the drawdown chart below to compare losses from any high point for IDTP.L and UC15.L.
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Drawdown Indicators
| IDTP.L | UC15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -51.79% | +36.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -4.88% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -11.19% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -18.05% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -35.40% | +20.28% |
Current DrawdownCurrent decline from peak | -0.61% | -3.98% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -20.55% | +16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.20% | -1.51% |
Volatility
IDTP.L vs. UC15.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 4.83%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than UC15.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 | UC15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 4.83% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 11.92% | -9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 14.32% | -10.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 15.02% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 14.62% | -8.25% |
IDTP.L vs. UC15.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than UC15.L's 0.34% expense ratio.
Dividends
IDTP.L vs. UC15.L - Dividend Comparison
Neither IDTP.L nor UC15.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and UC15.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.34% for UC15.L.
IDTP.L is categorized as Inflation-Protected Bonds, while UC15.L is Commodities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while UC15.L tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.12% for IDTP.L and 0.34% for UC15.L.
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