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

Performance

ITPS.L vs. ITPG.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 $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.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 lower than ITPG.L's 0.96% 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%

ITPG.L

1D
0.00%
1M
-0.42%
6M
0.75%
YTD
0.96%
1Y
2.96%
3Y*
3.32%
5Y*
-0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
0.84%-0.29%3.57%-2.08%-2.35%7.75%7.12%5.33%7.88%
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%

Correlation

The correlation between ITPS.L and ITPG.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.27

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.34

Over the past year, the correlation between ITPS.L and ITPG.L has dropped to 0.13 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

ITPS.L vs. ITPG.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

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
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. ITPG.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 $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.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.LITPG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.57

1.60

-1.02

Martin ratioReturn relative to average drawdown

1.42

3.86

-2.43

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

The current ITPS.L Sharpe Ratio is 0.49, which is comparable to the ITPG.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ITPS.L and ITPG.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. ITPG.L - Drawdown Comparison

The maximum ITPS.L drawdown since its inception was -99.43%, which is greater than ITPG.L's maximum drawdown of -16.78%. Use the drawdown chart below to compare losses from any high point for ITPS.L and ITPG.L.


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Drawdown Indicators


ITPS.LITPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-16.78%

-82.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-1.85%

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

-4.74%

-15.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-16.78%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

Current Drawdown

Current decline from peak

-98.78%

-3.83%

-94.95%

Average Drawdown

Average peak-to-trough decline

-93.91%

-5.43%

-88.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.77%

+1.35%

Volatility

ITPS.L vs. ITPG.L - Volatility Comparison

iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) has a higher volatility of 1.52% compared to iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) at 0.98%. This indicates that ITPS.L's price experiences larger fluctuations and is considered to be riskier than ITPG.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.LITPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.98%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

2.83%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

4.39%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

6.38%

+14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

6.35%

+10.13%

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

Both ITPS.L and ITPG.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

ITPS.L vs. ITPG.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
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%
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ITPS.L and ITPG.L have a correlation of 0.13, 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.

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

ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while ITPG.L tracks BBG US Government Inflation-Linked Bond Index (USD).

Portfolio Optimizer

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