ITPS.L vs. STIP
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and iShares 0-5 Year TIPS Bond ETF (STIP).
ITPS.L and STIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITPS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010. Both ITPS.L and STIP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITPS.L or STIP.
Performance
ITPS.L vs. STIP - Performance Comparison
Returns By Period
In the year-to-date period, ITPS.L achieves a 3.23% return, which is significantly lower than STIP's 4.40% return. Over the past 10 years, ITPS.L has outperformed STIP with an annualized return of 4.35%, while STIP has yielded a comparatively lower 2.38% annualized return.
ITPS.L
3.23%
1.33%
2.95%
3.90%
2.32%
4.35%
STIP
4.40%
-0.30%
2.89%
6.03%
3.49%
2.38%
Key characteristics
| ITPS.L | STIP | |
|---|---|---|
| Sharpe Ratio | 0.67 | 3.04 |
| Sortino Ratio | 1.09 | 5.08 |
| Omega Ratio | 1.12 | 1.67 |
| Calmar Ratio | 0.21 | 4.49 |
| Martin Ratio | 3.03 | 23.03 |
| Ulcer Index | 1.45% | 0.27% |
| Daily Std Dev | 6.53% | 2.03% |
| Max Drawdown | -37.27% | -5.50% |
| Current Drawdown | -16.29% | -0.63% |
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ITPS.L vs. STIP - Expense Ratio Comparison
ITPS.L has a 0.12% expense ratio, which is higher than STIP's 0.06% 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%.
Correlation
The correlation between ITPS.L and STIP is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ITPS.L vs. STIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
Dividends
ITPS.L vs. STIP - Dividend Comparison
ITPS.L has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 2.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.46% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.43% | 1.59% | 0.89% | 0.00% | 0.75% | 0.31% |
Drawdowns
ITPS.L vs. STIP - Drawdown Comparison
The maximum ITPS.L drawdown since its inception was -37.27%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for ITPS.L and STIP. For additional features, visit the drawdowns tool.
Volatility
ITPS.L vs. STIP - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) has a higher volatility of 1.91% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.48%. This indicates that ITPS.L's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.