IDTP.L vs. VUSA.AS
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
IDTP.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDTP.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IDTP.L and VUSA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTP.L or VUSA.AS.
Performance
IDTP.L vs. VUSA.AS - Performance Comparison
Returns By Period
In the year-to-date period, IDTP.L achieves a 2.50% return, which is significantly lower than VUSA.AS's 30.78% return. Over the past 10 years, IDTP.L has underperformed VUSA.AS with an annualized return of 2.13%, while VUSA.AS has yielded a comparatively higher 14.50% annualized return.
IDTP.L
2.50%
-1.50%
2.62%
5.94%
1.87%
2.13%
VUSA.AS
30.78%
4.18%
15.01%
36.42%
15.81%
14.50%
Key characteristics
| IDTP.L | VUSA.AS | |
|---|---|---|
| Sharpe Ratio | 1.02 | 2.99 |
| Sortino Ratio | 1.60 | 4.04 |
| Omega Ratio | 1.20 | 1.62 |
| Calmar Ratio | 0.46 | 4.35 |
| Martin Ratio | 4.39 | 19.41 |
| Ulcer Index | 1.34% | 1.86% |
| Daily Std Dev | 5.75% | 11.98% |
| Max Drawdown | -15.12% | -33.64% |
| Current Drawdown | -7.76% | -1.65% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDTP.L vs. VUSA.AS - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is higher than VUSA.AS's 0.07% 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%.
Correlation
The correlation between IDTP.L and VUSA.AS is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
IDTP.L vs. VUSA.AS - Risk-Adjusted Performance 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 UCITS ETF (VUSA.AS). 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.
Dividends
IDTP.L vs. VUSA.AS - Dividend Comparison
IDTP.L has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.97% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
IDTP.L vs. VUSA.AS - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for IDTP.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
IDTP.L vs. VUSA.AS - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.85%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.80%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.