PortfoliosLab logoPortfoliosLab logo
ITPA.L vs. IBCI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPA.L vs. IBCI.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ITPA.L achieves a 0.55% return, which is significantly higher than IBCI.L's -0.01% return.


ITPA.L

1D
0.00%
1M
-0.71%
6M
0.61%
YTD
0.55%
1Y
2.86%
3Y*
5Y*
10Y*

IBCI.L

1D
0.32%
1M
-2.22%
6M
-0.13%
YTD
-0.01%
1Y
1.23%
3Y*
1.51%
5Y*
0.31%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
ITPA.L
iShares $ TIPS UCITS ETF GBP (Acc)
0.55%6.54%1.72%
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
-0.01%6.03%-2.75%

Correlation

The correlation between ITPA.L and IBCI.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2024

0.40

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

ITPA.L
ITPA.L Risk / Return Rank: 3131
Overall Rank
ITPA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ITPA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ITPA.L Omega Ratio Rank: 2525
Omega Ratio Rank
ITPA.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
ITPA.L Martin Ratio Rank: 3535
Martin Ratio Rank

IBCI.L
IBCI.L Risk / Return Rank: 1414
Overall Rank
IBCI.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBCI.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBCI.L Omega Ratio Rank: 1313
Omega Ratio Rank
IBCI.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBCI.L Martin Ratio Rank: 1515
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.

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

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ITPA.LIBCI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.14

1.04

+0.10

Calmar ratioReturn relative to maximum drawdown

1.53

0.37

+1.16

Martin ratioReturn relative to average drawdown

4.16

0.80

+3.36

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

The current ITPA.L Sharpe Ratio is 0.81, which is higher than the IBCI.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of ITPA.L and IBCI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ITPA.L vs. IBCI.L - Drawdown Comparison

The maximum ITPA.L drawdown since its inception was -4.08%, smaller than the maximum IBCI.L drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for ITPA.L and IBCI.L.


Loading charts...

Drawdown Indicators


ITPA.LIBCI.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-30.47%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-1.86%

-3.33%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

Current Drawdown

Current decline from peak

-1.10%

-8.52%

+7.42%

Average Drawdown

Average peak-to-trough decline

-0.99%

-10.76%

+9.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

1.54%

-0.85%

Volatility

ITPA.L vs. IBCI.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) is 0.77%, while iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) has a volatility of 1.41%. This indicates that ITPA.L experiences smaller price fluctuations and is considered to be less risky than IBCI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITPA.LIBCI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.41%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

3.72%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

4.90%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

11.49%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

11.76%

-6.90%

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

ITPA.L has a 0.12% expense ratio, which is higher than IBCI.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%.


Dividends

ITPA.L vs. IBCI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ITPA.L and IBCI.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCI.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCI.L is cheaper with a 0.09% expense ratio, compared with 0.12% for ITPA.L.

ITPA.L tracks BBG US Government Inflation-Linked Bond Index (USD), while IBCI.L tracks BBG Euro Government Inflation-Linked Bond Index (EUR). Their fees differ too: 0.12% for ITPA.L and 0.09% for IBCI.L.

Portfolio Optimizer

Find the right allocation for ITPA.L and IBCI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer