PortfoliosLab logoPortfoliosLab logo
ITPS.L vs. UTIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPS.L vs. UTIP.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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ITPS.L achieves a 1.40% return, which is significantly higher than UTIP.L's -0.61% return. Over the past 10 years, ITPS.L has underperformed UTIP.L with an annualized return of 3.38%, while UTIP.L has yielded a comparatively higher 41.75% annualized return.


ITPS.L

1D
0.07%
1M
0.85%
YTD
1.40%
6M
0.52%
1Y
5.75%
3Y*
1.16%
5Y*
2.04%
10Y*
3.38%

UTIP.L

1D
0.00%
1M
0.96%
YTD
-0.61%
6M
-1.42%
1Y
1.23%
3Y*
-2.70%
5Y*
-2.60%
10Y*
41.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
1.40%-0.29%3.57%-2.08%-2.35%7.75%7.12%5.33%4.25%-6.03%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
-0.61%-3.83%-0.45%-6.33%-8.86%4.03%279.51%55.61%265.06%56.18%

Correlation

The correlation between ITPS.L and UTIP.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.90

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.95

The correlation between ITPS.L and UTIP.L shifts across timeframes, from 0.85 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ITPS.L vs. UTIP.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: 2424
Overall Rank
ITPS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 2424
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 2222
Martin Ratio Rank

UTIP.L
UTIP.L Risk / Return Rank: 1111
Overall Rank
UTIP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UTIP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UTIP.L Omega Ratio Rank: 1111
Omega Ratio Rank
UTIP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
UTIP.L Martin Ratio Rank: 1111
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. UTIP.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 SPDR Bloomberg US TIPS UCITS ETF (UTIP.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.


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

+0.74

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.12

Calmar ratioReturn relative to maximum drawdown

1.09

0.19

+0.90

Martin ratioReturn relative to average drawdown

2.78

0.38

+2.40

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

The current ITPS.L Sharpe Ratio is 0.91, which is higher than the UTIP.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ITPS.L and UTIP.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.


Loading charts...

Sharpe Ratios by Period


ITPS.LUTIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.17

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

-0.28

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.35

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.35

-0.07

Drawdowns

ITPS.L vs. UTIP.L - Drawdown Comparison

The maximum ITPS.L drawdown since its inception was -37.27%, which is greater than UTIP.L's maximum drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for ITPS.L and UTIP.L.


Loading charts...

Drawdown Indicators


ITPS.LUTIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-23.72%

-13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-6.54%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.85%

-10.48%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.72%

-22.38%

+6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-15.72%

-23.72%

+8.00%

Current Drawdown

Current decline from peak

-7.94%

-21.46%

+13.52%

Average Drawdown

Average peak-to-trough decline

-10.69%

-9.04%

-1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

3.27%

-1.21%

Volatility

ITPS.L vs. UTIP.L - Volatility Comparison

iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) and SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) have volatilities of 1.70% and 1.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITPS.LUTIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.76%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

4.86%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

6.30%

7.14%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.76%

9.35%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

118.48%

-108.14%

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

ITPS.L has a 0.12% expense ratio, which is lower than UTIP.L's 0.17% expense ratio. Despite the difference, 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. UTIP.L - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
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%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%69.04%31.90%67.27%43.97%

Frequently Asked Questions


ITPS.L and UTIP.L have a correlation of 0.85, 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 0.17% for UTIP.L.

Both ETFs track Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for ITPS.L and 0.17% for UTIP.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer