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

Performance

ITPA.L vs. XGIU.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 Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024
ITPA.L
iShares $ TIPS UCITS ETF GBP (Acc)
0.26%6.54%1.72%
XGIU.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
1.26%1.16%-0.68%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ITPA.L achieves a 0.26% return, which is significantly lower than XGIU.L's 1.26% return.


ITPA.L

1D
0.15%
1M
-0.91%
YTD
0.26%
6M
0.36%
1Y
2.50%
3Y*
5Y*
10Y*

XGIU.L

1D
-0.40%
1M
-1.66%
YTD
1.26%
6M
1.97%
1Y
1.81%
3Y*
-0.32%
5Y*
-0.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

ITPA.L has a 0.12% expense ratio, which is lower than XGIU.L's 0.20% 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%.


Return for Risk

ITPA.L vs. XGIU.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: 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

XGIU.L
XGIU.L Risk / Return Rank: 2020
Overall Rank
XGIU.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XGIU.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XGIU.L Omega Ratio Rank: 1717
Omega Ratio Rank
XGIU.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XGIU.L Martin Ratio Rank: 1919
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. XGIU.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 Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.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.


ITPA.LXGIU.LDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.34

+0.15

Sortino ratio

Return per unit of downside risk

0.68

0.49

+0.19

Omega ratio

Gain probability vs. loss probability

1.10

1.06

+0.04

Calmar ratio

Return relative to maximum drawdown

0.69

0.59

+0.10

Martin ratio

Return relative to average drawdown

2.59

1.20

+1.39

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

The current ITPA.L Sharpe Ratio is 0.49, which is higher than the XGIU.L Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ITPA.L and XGIU.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.


Loading graphics...

Sharpe Ratios by Period


ITPA.LXGIU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.34

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.33

+0.50

Correlation

The correlation between ITPA.L and XGIU.L is 0.50, 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

ITPA.L vs. XGIU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ITPA.L vs. XGIU.L - Drawdown Comparison

The maximum ITPA.L drawdown since its inception was -4.08%, smaller than the maximum XGIU.L drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for ITPA.L and XGIU.L.


Loading graphics...

Drawdown Indicators


ITPA.LXGIU.LDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-20.08%

+16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-4.29%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.08%

Current Drawdown

Current decline from peak

-1.21%

-14.70%

+13.49%

Average Drawdown

Average peak-to-trough decline

-1.04%

-10.92%

+9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.11%

-1.02%

Volatility

ITPA.L vs. XGIU.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L) is 1.35%, while Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) has a volatility of 2.02%. This indicates that ITPA.L experiences smaller price fluctuations and is considered to be less risky than XGIU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ITPA.LXGIU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.02%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

3.51%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

5.49%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

9.06%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

11.79%

-6.76%