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

Performance

ITPS.L vs. SMEA.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 Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITPS.L is traded in GBP, while SMEA.L is traded in GBp. To make them comparable, the SMEA.L 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 1.72% return, which is significantly lower than SMEA.L's 10.16% return. Over the past 10 years, ITPS.L has underperformed SMEA.L with an annualized return of 2.02%, while SMEA.L has yielded a comparatively higher 10.09% annualized return.


ITPS.L

1D
0.00%
1M
0.24%
6M
2.17%
YTD
1.72%
1Y
5.67%
3Y*
2.79%
5Y*
1.24%
10Y*
2.02%

SMEA.L

1D
-0.58%
1M
3.82%
6M
8.88%
YTD
10.16%
1Y
22.34%
3Y*
16.47%
5Y*
10.52%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
1.72%-0.29%3.57%-2.08%-2.35%7.75%7.12%5.33%4.25%-6.03%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)
10.16%25.88%3.68%13.36%-3.48%16.94%2.44%19.59%-9.45%14.92%

Correlation

The correlation between ITPS.L and SMEA.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.06

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

-0.11

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

-0.06

The correlation between ITPS.L and SMEA.L shifts across timeframes, from -0.12 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ITPS.L vs. SMEA.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: 2626
Overall Rank
ITPS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 2525
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 2424
Martin Ratio Rank

SMEA.L
SMEA.L Risk / Return Rank: 6363
Overall Rank
SMEA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SMEA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SMEA.L Omega Ratio Rank: 7272
Omega Ratio Rank
SMEA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
SMEA.L Martin Ratio Rank: 5353
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. SMEA.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 Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.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.LSMEA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.07

2.11

-1.03

Martin ratioReturn relative to average drawdown

2.72

7.54

-4.83

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

The current ITPS.L Sharpe Ratio is 0.91, which is lower than the SMEA.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ITPS.L and SMEA.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. SMEA.L - Drawdown Comparison

The maximum ITPS.L drawdown since its inception was -99.43%, which is greater than SMEA.L's maximum drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for ITPS.L and SMEA.L.


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Drawdown Indicators


ITPS.LSMEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-30.06%

-69.37%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-10.56%

+5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

-14.06%

-6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-15.76%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

-28.56%

+2.93%

Current Drawdown

Current decline from peak

-98.77%

-0.58%

-98.19%

Average Drawdown

Average peak-to-trough decline

-93.90%

-6.63%

-87.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.96%

-0.88%

Volatility

ITPS.L vs. SMEA.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.62%, while iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) has a volatility of 3.13%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky than SMEA.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.LSMEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

3.13%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

10.36%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

12.13%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

18.17%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

16.97%

-0.46%

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

Both ITPS.L and SMEA.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. SMEA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ITPS.L and SMEA.L 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.

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 SMEA.L have the same expense ratio: 0.12% per year.

ITPS.L is categorized as Inflation-Protected Bonds, while SMEA.L is Europe Equities. ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SMEA.L tracks MSCI Europe NR EUR.

Portfolio Optimizer

Find the right allocation for ITPS.L and SMEA.L

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