IDTP.L vs. XGLE.L
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while XGLE.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 10 years, IDTP.L returned 2.62%/yr vs -0.12%/yr for XGLE.L. At a 0.31 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.15%/yr for XGLE.L.
Performance
IDTP.L vs. XGLE.L - Performance Comparison
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Different Trading Currencies
IDTP.L is traded in USD, while XGLE.L is traded in EUR. To make them comparable, the XGLE.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 higher than XGLE.L's -1.07% return. Over the past 10 years, IDTP.L has outperformed XGLE.L with an annualized return of 2.62%, while XGLE.L has yielded a comparatively lower -0.12% 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%
XGLE.L
- 1D
- 0.19%
- 1M
- -0.08%
- YTD
- -1.07%
- 6M
- -0.27%
- 1Y
- 1.67%
- 3Y*
- 5.14%
- 5Y*
- -3.19%
- 10Y*
- -0.12%
IDTP.L vs. XGLE.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% |
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | -1.08% | 14.08% | -4.61% | 10.17% | -23.15% | -10.19% | 14.03% | 4.55% | -3.92% | 14.10% |
Correlation
The correlation between IDTP.L and XGLE.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2009 | 0.31 |
The correlation between IDTP.L and XGLE.L shifts across timeframes, from 0.31 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDTP.L vs. XGLE.L — Risk / Return Rank
IDTP.L
XGLE.L
IDTP.L vs. XGLE.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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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 | XGLE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.04 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.26 | +2.22 |
| Martin ratioReturn relative to average drawdown | 6.88 | 0.68 | +6.20 |
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 | XGLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.20 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.31 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | -0.01 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.08 | +0.43 |
Drawdowns
IDTP.L vs. XGLE.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum XGLE.L drawdown of -37.96%. Use the drawdown chart below to compare losses from any high point for IDTP.L and XGLE.L.
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Drawdown Indicators
| IDTP.L | XGLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.12% | -37.96% | +22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -6.28% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -4.51% | -10.32% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -15.12% | -35.39% | +20.27% |
Max Drawdown (10Y)Largest decline over 10 years | -15.12% | -37.96% | +22.84% |
Current DrawdownCurrent decline from peak | -0.61% | -18.70% | +18.09% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -12.48% | +8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.45% | -1.76% |
Volatility
IDTP.L vs. XGLE.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.30%, while Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) has a volatility of 2.62%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than XGLE.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 | XGLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 2.62% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 6.33% | -3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 8.39% | -4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 10.19% | -4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 9.18% | -2.81% |
IDTP.L vs. XGLE.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than XGLE.L's 0.15% expense ratio. Despite the difference, 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. XGLE.L - Dividend Comparison
Neither IDTP.L nor XGLE.L has paid dividends to shareholders.
Frequently Asked Questions
IDTP.L and XGLE.L have a correlation of 0.46, 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 0.15% for XGLE.L.
IDTP.L is categorized as Inflation-Protected Bonds, while XGLE.L is European Government Bonds. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XGLE.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and DWS. Their fees differ too: 0.12% for IDTP.L and 0.15% for XGLE.L.
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