IEI vs. IDTP.L

The year-to-date returns for both stocks are quite close, with IEI having a 3.85% return and IDTP.L slightly lower at 3.76%. Over the past 10 years, IEI has underperformed IDTP.L with an annualized return of 1.40%, while IDTP.L has yielded a comparatively higher 2.53% annualized return.

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IEI has a 0.15% expense ratio, which is higher than IDTP.L's 0.12% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.

The current IEI Sharpe Ratio is 1.32, which is higher than the IDTP.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IEI and IDTP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between IEI and IDTP.L is -0.07. 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.

IEI's dividend yield for the trailing twelve months is around 3.33%, while IDTP.L has not paid dividends to shareholders.

The maximum IEI drawdown since its inception was -14.60%, roughly equal to the maximum IDTP.L drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for IEI and IDTP.L.

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 1.01%, while iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a volatility of 1.17%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.