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

Performance

IGIL.L vs. TIPG.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 Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
-0.45%8.45%-2.93%5.08%-21.84%2.94%12.21%7.81%-4.02%8.44%
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
0.35%7.09%2.00%2.96%-12.16%5.93%10.53%9.71%-1.59%2.89%
Different Trading Currencies

IGIL.L is traded in USD, while TIPG.L is traded in GBp. To make them comparable, the TIPG.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 -0.45% return, which is significantly lower than TIPG.L's 0.35% return.


IGIL.L

1D
0.39%
1M
-3.07%
YTD
-0.45%
6M
0.15%
1Y
4.78%
3Y*
1.89%
5Y*
-1.85%
10Y*
1.04%

TIPG.L

1D
0.24%
1M
-1.33%
YTD
0.35%
6M
0.58%
1Y
3.04%
3Y*
3.27%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IGIL.L has a 0.20% expense ratio, which is higher than TIPG.L's 0.09% 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. TIPG.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: 3838
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: 3030
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 4141
Martin Ratio Rank

TIPG.L
TIPG.L Risk / Return Rank: 1313
Overall Rank
TIPG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TIPG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
TIPG.L Omega Ratio Rank: 1111
Omega Ratio Rank
TIPG.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
TIPG.L Martin Ratio Rank: 1414
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. TIPG.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 Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.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.LTIPG.LDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.51

+0.19

Sortino ratio

Return per unit of downside risk

1.07

0.75

+0.32

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

1.30

0.96

+0.34

Martin ratio

Return relative to average drawdown

3.89

3.39

+0.50

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

The current IGIL.L Sharpe Ratio is 0.70, which is higher than the TIPG.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IGIL.L and TIPG.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.LTIPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.51

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.18

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.38

-0.20

Correlation

The correlation between IGIL.L and TIPG.L is 0.41, 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. TIPG.L - Dividend Comparison

IGIL.L has not paid dividends to shareholders, while TIPG.L's dividend yield for the trailing twelve months is around 1.10%.


TTM202520242023202220212020201920182017
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
1.10%1.12%0.88%0.72%0.70%0.55%0.65%0.78%0.77%0.82%

Drawdowns

IGIL.L vs. TIPG.L - Drawdown Comparison

The maximum IGIL.L drawdown since its inception was -31.32%, which is greater than TIPG.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IGIL.L and TIPG.L.


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Drawdown Indicators


IGIL.LTIPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.32%

-15.73%

-15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-6.91%

+3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.32%

-15.73%

-15.59%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-16.00%

-7.42%

-8.58%

Average Drawdown

Average peak-to-trough decline

-7.39%

-7.20%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

3.79%

-2.63%

Volatility

IGIL.L vs. TIPG.L - Volatility Comparison

iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) has a higher volatility of 2.38% compared to Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) at 2.02%. This indicates that IGIL.L's price experiences larger fluctuations and is considered to be riskier than TIPG.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.LTIPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.02%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

3.58%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.78%

5.99%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.59%

7.19%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

7.88%

+1.01%