IDTP.L vs. VOO
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while VOO is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs 15.23%/yr for VOO. At a correlation of -0.05, they often move in opposite directions. IDTP.L charges 0.12%/yr vs 0.03%/yr for VOO.
Performance
IDTP.L vs. VOO - 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 VOO's 8.45% return. Over the past 10 years, IDTP.L has underperformed VOO with an annualized return of 2.62%, while VOO has yielded a comparatively higher 15.23% 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%
VOO
- 1D
- -2.59%
- 1M
- 0.50%
- YTD
- 8.45%
- 6M
- 8.18%
- 1Y
- 25.87%
- 3Y*
- 21.52%
- 5Y*
- 13.39%
- 10Y*
- 15.23%
IDTP.L vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 8.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between IDTP.L and VOO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | -0.05 |
The correlation between IDTP.L and VOO shifts across timeframes, from -0.05 (all time) to 0.12 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. VOO — Risk / Return Rank
IDTP.L
VOO
IDTP.L vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.92 | -0.44 |
| Martin ratioReturn relative to average drawdown | 6.88 | 13.53 | -6.64 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.15 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.80 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.85 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.88 | -0.37 |
Drawdowns
IDTP.L vs. VOO - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IDTP.L and VOO.
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Drawdown Indicators
| IDTP.L | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -33.99% | +18.87% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -8.90% | +6.98% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -18.69% | +14.18% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -24.52% | +9.40% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -33.99% | +18.87% |
Current DrawdownCurrent decline from peak | -0.61% | -2.90% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -3.69% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 1.92% | -1.23% |
Volatility
IDTP.L vs. VOO - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.74%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than VOO 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 | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 3.74% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 9.30% | -6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 12.10% | -8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 16.84% | -10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 18.02% | -11.65% |
IDTP.L vs. VOO - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than VOO's 0.03% 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. VOO - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
IDTP.L and VOO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.12% for IDTP.L.
IDTP.L is categorized as Inflation-Protected Bonds, while VOO is S&P 500. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for IDTP.L and 0.03% for VOO.
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