ITPS.L vs. RSBT
ITPS.L (iShares $ TIPS UCITS ETF USD (Acc)) and RSBT (Return Stacked Bonds & Managed Futures ETF) are both exchange-traded funds - ITPS.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while RSBT is a Nontraditional Bonds fund actively managed by Return Stacked. ITPS.L is passively managed, while RSBT is actively managed. Over the past 3 years, ITPS.L returned 1.81%/yr vs 1.13%/yr for RSBT. At a 0.25 correlation, their price movements are largely independent. ITPS.L charges 0.12%/yr vs 0.97%/yr for RSBT.
Performance
ITPS.L vs. RSBT - Performance Comparison
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Different Trading Currencies
ITPS.L is traded in GBP, while RSBT is traded in USD. To make them comparable, the RSBT values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITPS.L achieves a 1.28% return, which is significantly lower than RSBT's 6.96% return.
ITPS.L
- 1D
- -0.41%
- 1M
- 0.12%
- YTD
- 1.28%
- 6M
- 0.86%
- 1Y
- 6.12%
- 3Y*
- 1.81%
- 5Y*
- 1.85%
- 10Y*
- 3.04%
RSBT
- 1D
- 0.46%
- 1M
- -3.02%
- YTD
- 6.96%
- 6M
- 8.01%
- 1Y
- 25.05%
- 3Y*
- 1.13%
- 5Y*
- —
- 10Y*
- —
ITPS.L vs. RSBT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 1.28% | -0.29% | 3.57% | -3.76% |
RSBT Return Stacked Bonds & Managed Futures ETF | 6.96% | 2.45% | -1.20% | -16.43% |
Correlation
The correlation between ITPS.L and RSBT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023 | 0.25 |
The correlation between ITPS.L and RSBT shifts across timeframes, from 0.12 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITPS.L vs. RSBT — Risk / Return Rank
ITPS.L
RSBT
ITPS.L vs. RSBT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.L | RSBT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 4.27 | -3.15 |
| Martin ratioReturn relative to average drawdown | 2.85 | 11.51 | -8.66 |
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Drawdowns
ITPS.L vs. RSBT - Drawdown Comparison
The maximum ITPS.L drawdown since its inception was -99.43%, which is greater than RSBT's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for ITPS.L and RSBT.
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Drawdown Indicators
| ITPS.L | RSBT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.43% | -30.34% | -69.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -5.67% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.71% | -21.81% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.63% | — | — |
Current DrawdownCurrent decline from peak | -98.78% | -11.96% | -86.82% |
Average DrawdownAverage peak-to-trough decline | -93.88% | -17.64% | -76.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.11% | -0.03% |
Volatility
ITPS.L vs. RSBT - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.50%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 5.20%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITPS.L | RSBT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 5.20% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 4.48% | 10.39% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.32% | 13.53% | -7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 14.08% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 14.08% | +2.79% |
ITPS.L vs. RSBT - Expense Ratio Comparison
ITPS.L has a 0.12% expense ratio, which is lower than RSBT's 0.97% expense ratio.
Dividends
ITPS.L vs. RSBT - Dividend Comparison
ITPS.L has not paid dividends to shareholders, while RSBT's dividend yield for the trailing twelve months is around 3.01%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
RSBT Return Stacked Bonds & Managed Futures ETF | 3.01% | 3.20% | 0.00% | 2.38% |
Frequently Asked Questions
ITPS.L and RSBT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ITPS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ITPS.L is cheaper with a 0.12% expense ratio, compared with 0.97% for RSBT.
ITPS.L is categorized as Inflation-Protected Bonds, while RSBT is Nontraditional Bonds. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.12% for ITPS.L and 0.97% for RSBT.
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