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IGIL.L vs. ITPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIL.L vs. ITPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L). The values are adjusted to include any dividend payments, if applicable.

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IGIL.L vs. ITPA.L - Yearly Performance Comparison


2026 (YTD)20252024
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.02%8.45%-1.34%
ITPA.L
iShares $ TIPS UCITS ETF GBP (Acc)
-0.87%14.58%0.82%
Different Trading Currencies

IGIL.L is traded in USD, while ITPA.L is traded in GBP. To make them comparable, the ITPA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGIL.L achieves a 0.02% return, which is significantly higher than ITPA.L's -0.87% return.


IGIL.L

1D
0.48%
1M
-2.29%
YTD
0.02%
6M
0.86%
1Y
5.01%
3Y*
2.05%
5Y*
-1.75%
10Y*
1.08%

ITPA.L

1D
0.81%
1M
-1.65%
YTD
-0.87%
6M
-0.92%
1Y
5.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIL.L vs. ITPA.L - Expense Ratio Comparison

IGIL.L has a 0.20% expense ratio, which is higher than ITPA.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%.


Return for Risk

IGIL.L vs. ITPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGIL.L
IGIL.L Risk / Return Rank: 3737
Overall Rank
IGIL.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 2929
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 3838
Martin Ratio Rank

ITPA.L
ITPA.L Risk / Return Rank: 2424
Overall Rank
ITPA.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ITPA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ITPA.L Omega Ratio Rank: 2323
Omega Ratio Rank
ITPA.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ITPA.L Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGIL.L vs. ITPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) and iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.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.


IGIL.LITPA.LDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.58

+0.15

Sortino ratio

Return per unit of downside risk

1.12

0.89

+0.23

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

1.44

1.07

+0.38

Martin ratio

Return relative to average drawdown

4.29

2.34

+1.94

IGIL.L vs. ITPA.L - Sharpe Ratio Comparison

The current IGIL.L Sharpe Ratio is 0.74, which is comparable to the ITPA.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IGIL.L and ITPA.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.


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Sharpe Ratios by Period


IGIL.LITPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.58

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.75

-0.57

Correlation

The correlation between IGIL.L and ITPA.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGIL.L vs. ITPA.L - Dividend Comparison

Neither IGIL.L nor ITPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IGIL.L vs. ITPA.L - Drawdown Comparison

The maximum IGIL.L drawdown since its inception was -31.32%, which is greater than ITPA.L's maximum drawdown of -12.46%. Use the drawdown chart below to compare losses from any high point for IGIL.L and ITPA.L.


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Drawdown Indicators


IGIL.LITPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-4.08%

-27.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-4.08%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-15.60%

-1.21%

-14.39%

Average Drawdown

Average peak-to-trough decline

-7.40%

-1.04%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.09%

+0.08%

Volatility

IGIL.L vs. ITPA.L - Volatility Comparison

The current volatility for iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) is 2.38%, while iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) has a volatility of 3.03%. This indicates that IGIL.L experiences smaller price fluctuations and is considered to be less risky than ITPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIL.LITPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

3.03%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

5.40%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

9.43%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.59%

9.25%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

9.25%

-0.36%