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ITPS.L vs. IBCI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPS.L vs. IBCI.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, ITPS.L achieves a 0.84% return, which is significantly higher than IBCI.L's -0.01% return. Over the past 10 years, ITPS.L has outperformed IBCI.L with an annualized return of 2.16%, while IBCI.L has yielded a comparatively lower 1.54% annualized return.


ITPS.L

1D
0.50%
1M
-0.94%
6M
0.28%
YTD
0.84%
1Y
3.02%
3Y*
2.68%
5Y*
0.95%
10Y*
2.16%

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)

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


2026 (YTD)202520242023202220212020201920182017
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
0.84%-0.29%3.57%-2.08%-2.35%7.75%7.12%5.33%4.25%-6.03%
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
-0.01%6.03%-4.55%3.48%-4.33%-0.79%8.45%1.18%-1.05%5.00%

Correlation

The correlation between ITPS.L and IBCI.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.40

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

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.43

The correlation between ITPS.L and IBCI.L shifts across timeframes, from 0.32 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

ITPS.L
ITPS.L Risk / Return Rank: 1818
Overall Rank
ITPS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 1616
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.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.


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

+0.24

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.09

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.57

0.37

+0.20

Martin ratioReturn relative to average drawdown

1.42

0.80

+0.63

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

The current ITPS.L Sharpe Ratio is 0.49, which is higher than the IBCI.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of ITPS.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.


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Drawdowns

ITPS.L vs. IBCI.L - Drawdown Comparison

The maximum ITPS.L drawdown since its inception was -99.43%, which is greater than IBCI.L's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for ITPS.L and IBCI.L.


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Drawdown Indicators


ITPS.LIBCI.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-30.47%

-68.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-3.33%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

-14.28%

-6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-14.28%

-11.35%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

-14.53%

-11.10%

Current Drawdown

Current decline from peak

-98.78%

-8.52%

-90.26%

Average Drawdown

Average peak-to-trough decline

-93.91%

-10.76%

-83.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.54%

+0.58%

Volatility

ITPS.L vs. IBCI.L - Volatility Comparison

iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) has a higher volatility of 1.52% compared to iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) at 1.41%. This indicates that ITPS.L's price experiences larger fluctuations and is considered to be riskier than IBCI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITPS.LIBCI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.41%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

3.72%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

4.90%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

11.49%

+9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

11.76%

+4.72%

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

ITPS.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

ITPS.L vs. IBCI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ITPS.L and IBCI.L have a correlation of 0.32, 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 ITPS.L.

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

Portfolio Optimizer

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