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

Performance

ITPS.L vs. VEUA.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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 1.72% return, which is significantly lower than VEUA.L's 10.05% 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%

VEUA.L

1D
-0.52%
1M
3.75%
6M
8.75%
YTD
10.05%
1Y
22.44%
3Y*
16.78%
5Y*
10.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
ITPS.L
iShares $ TIPS UCITS ETF USD (Acc)
1.72%-0.29%3.57%-2.08%-2.35%7.75%7.12%-3.73%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
10.05%26.07%4.49%13.46%-4.21%16.83%3.08%-9.21%

Correlation

The correlation between ITPS.L and VEUA.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

-0.08

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

-0.05

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Return for Risk

ITPS.L vs. VEUA.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

VEUA.L
VEUA.L Risk / Return Rank: 6363
Overall Rank
VEUA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEUA.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
VEUA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VEUA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
VEUA.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. VEUA.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.LVEUA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.07

2.11

-1.04

Martin ratioReturn relative to average drawdown

2.72

7.55

-4.83

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

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

The maximum ITPS.L drawdown since its inception was -99.43%, which is greater than VEUA.L's maximum drawdown of -33.39%. Use the drawdown chart below to compare losses from any high point for ITPS.L and VEUA.L.


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Drawdown Indicators


ITPS.LVEUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-33.39%

-66.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-10.58%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

-12.63%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-16.36%

-9.27%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

Current Drawdown

Current decline from peak

-98.77%

-0.52%

-98.25%

Average Drawdown

Average peak-to-trough decline

-93.90%

-6.05%

-87.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.96%

-0.88%

Volatility

ITPS.L vs. VEUA.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.62%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) has a volatility of 2.95%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky than VEUA.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.LVEUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.95%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

10.47%

-5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

12.19%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.81%

15.84%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

17.62%

-1.11%

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

ITPS.L has a 0.12% expense ratio, which is higher than VEUA.L's 0.10% 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%.


Dividends

ITPS.L vs. VEUA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ITPS.L and VEUA.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.

On fees, VEUA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUA.L is cheaper with a 0.10% expense ratio, compared with 0.12% for ITPS.L.

ITPS.L is categorized as Inflation-Protected Bonds, while VEUA.L is Europe Equities. ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while VEUA.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for ITPS.L and 0.10% for VEUA.L.

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