ITPS.L vs. VFEG.L
ITPS.L (iShares $ TIPS UCITS ETF USD (Acc)) and VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) are both exchange-traded funds - ITPS.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while VFEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, ITPS.L returned 2.04%/yr vs 6.12%/yr for VFEG.L. At a 0.02 correlation, their price movements are largely independent. ITPS.L charges 0.12%/yr vs 0.22%/yr for VFEG.L.
Performance
ITPS.L vs. VFEG.L - Performance Comparison
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Returns By Period
In the year-to-date period, ITPS.L achieves a 1.40% return, which is significantly lower than VFEG.L's 11.73% 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%
VFEG.L
- 1D
- -0.21%
- 1M
- 2.54%
- YTD
- 11.73%
- 6M
- 12.29%
- 1Y
- 30.60%
- 3Y*
- 15.18%
- 5Y*
- 6.12%
- 10Y*
- —
ITPS.L vs. VFEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 1.40% | -0.29% | 3.57% | -2.08% | -2.35% | 7.75% | 7.12% | -5.93% |
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 11.73% | 17.15% | 14.13% | 1.28% | -7.26% | -0.01% | 11.28% | 4.51% |
Correlation
The correlation between ITPS.L and VFEG.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.02 |
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Return for Risk
ITPS.L vs. VFEG.L — Risk / Return Rank
ITPS.L
VFEG.L
ITPS.L vs. VFEG.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 Emerging Markets UCITS ETF Acc (VFEG.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.L | VFEG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.39 | -2.30 |
| Martin ratioReturn relative to average drawdown | 2.78 | 11.12 | -8.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITPS.L | VFEG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.21 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.40 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.44 | -0.16 |
Drawdowns
ITPS.L vs. VFEG.L - Drawdown Comparison
The maximum ITPS.L drawdown since its inception was -37.27%, which is greater than VFEG.L's maximum drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for ITPS.L and VFEG.L.
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Drawdown Indicators
| ITPS.L | VFEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.27% | -25.35% | -11.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -8.99% | +3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.85% | -14.61% | +6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -15.72% | -19.47% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -15.72% | — | — |
Current DrawdownCurrent decline from peak | -7.94% | -1.40% | -6.54% |
Average DrawdownAverage peak-to-trough decline | -10.69% | -8.82% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.75% | -0.69% |
Volatility
ITPS.L vs. VFEG.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) is 1.70%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a volatility of 5.09%. This indicates that ITPS.L experiences smaller price fluctuations and is considered to be less risky than VFEG.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.L | VFEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 5.09% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | 11.04% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.30% | 13.80% | -7.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.76% | 15.17% | -6.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 17.44% | -7.10% |
ITPS.L vs. VFEG.L - Expense Ratio Comparison
ITPS.L has a 0.12% expense ratio, which is lower than VFEG.L's 0.22% 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. VFEG.L - Dividend Comparison
Neither ITPS.L nor VFEG.L has paid dividends to shareholders.
Frequently Asked Questions
ITPS.L and VFEG.L have a correlation of -0.05, 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 0.22% for VFEG.L.
ITPS.L is categorized as Inflation-Protected Bonds, while VFEG.L is Emerging Markets Equities. ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while VFEG.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for ITPS.L and 0.22% for VFEG.L.
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