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ITPG.L vs. 0TPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPG.L vs. 0TPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) and iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITPG.L is traded in GBP, while 0TPE.L is traded in EUR. To make them comparable, the 0TPE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITPG.L achieves a 0.96% return, which is significantly higher than 0TPE.L's -2.30% return.


ITPG.L

1D
0.00%
1M
-0.42%
6M
0.75%
YTD
0.96%
1Y
2.96%
3Y*
3.32%
5Y*
-0.13%
10Y*

0TPE.L

1D
0.50%
1M
-2.32%
6M
-1.95%
YTD
-2.30%
1Y
-0.16%
3Y*
1.22%
5Y*
-1.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITPG.L vs. 0TPE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
0.96%6.20%1.89%2.58%-13.77%6.17%10.05%6.89%-1.16%
0TPE.L
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
-2.30%10.06%-4.55%-0.65%-9.46%-2.84%16.58%-0.01%-1.63%

Correlation

The correlation between ITPG.L and 0TPE.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2018

0.27

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Return for Risk

ITPG.L vs. 0TPE.L — Risk / Return Rank

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

ITPG.L
ITPG.L Risk / Return Rank: 2929
Overall Rank
ITPG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ITPG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
ITPG.L Omega Ratio Rank: 2323
Omega Ratio Rank
ITPG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
ITPG.L Martin Ratio Rank: 3434
Martin Ratio Rank

0TPE.L
0TPE.L Risk / Return Rank: 1818
Overall Rank
0TPE.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
0TPE.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
0TPE.L Omega Ratio Rank: 1616
Omega Ratio Rank
0TPE.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
0TPE.L Martin Ratio Rank: 2020
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.

ITPG.L vs. 0TPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) and iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.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.


ITPG.L0TPE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.13

1.00

+0.13

Calmar ratioReturn relative to maximum drawdown

1.60

-0.03

+1.63

Martin ratioReturn relative to average drawdown

3.86

-0.09

+3.94

ITPG.L vs. 0TPE.L - Sharpe Ratio Comparison

The current ITPG.L Sharpe Ratio is 0.68, which is higher than the 0TPE.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of ITPG.L and 0TPE.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.


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Drawdowns

ITPG.L vs. 0TPE.L - Drawdown Comparison

The maximum ITPG.L drawdown since its inception was -16.78%, smaller than the maximum 0TPE.L drawdown of -17.83%. Use the drawdown chart below to compare losses from any high point for ITPG.L and 0TPE.L.


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Drawdown Indicators


ITPG.L0TPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-17.83%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.85%

-4.91%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-5.73%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-16.78%

-17.68%

+0.90%

Current Drawdown

Current decline from peak

-3.83%

-10.83%

+7.00%

Average Drawdown

Average peak-to-trough decline

-5.43%

-8.50%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.90%

-1.13%

Volatility

ITPG.L vs. 0TPE.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) is 0.98%, while iShares $ TIPS UCITS ETF EUR Hedged (Acc) (0TPE.L) has a volatility of 1.70%. This indicates that ITPG.L experiences smaller price fluctuations and is considered to be less risky than 0TPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITPG.L0TPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.70%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

3.93%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

5.33%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

9.65%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

10.82%

-4.47%

ITPG.L vs. 0TPE.L - Expense Ratio Comparison

Both ITPG.L and 0TPE.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ITPG.L vs. 0TPE.L - Dividend Comparison

ITPG.L's dividend yield for the trailing twelve months is around 4.66%, while 0TPE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
0TPE.L
iShares $ TIPS UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
4.66%4.56%4.62%1.50%1.24%1.09%2.03%2.79%1.92%

Frequently Asked Questions


ITPG.L and 0TPE.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ITPG.L and 0TPE.L have the same expense ratio: 0.12% per year.

ITPG.L tracks BBG US Government Inflation-Linked Bond Index (USD), while 0TPE.L tracks Bloomberg US Government Inflation-Linked Bond Index.

Portfolio Optimizer

Find the right allocation for ITPG.L and 0TPE.L

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

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