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LEML.L vs. IDTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEML.L vs. IDTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEML.L is traded in GBp, while IDTP.L is traded in USD. To make them comparable, the IDTP.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEML.L achieves a 25.85% return, which is significantly higher than IDTP.L's 1.50% return. Over the past 10 years, LEML.L has outperformed IDTP.L with an annualized return of 10.54%, while IDTP.L has yielded a comparatively lower 3.38% annualized return.


LEML.L

1D
-1.66%
1M
6.29%
YTD
25.85%
6M
27.98%
1Y
53.27%
3Y*
20.41%
5Y*
8.13%
10Y*
10.54%

IDTP.L

1D
0.04%
1M
0.94%
YTD
1.50%
6M
0.47%
1Y
5.81%
3Y*
1.21%
5Y*
2.05%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEML.L vs. IDTP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
25.85%24.60%8.72%2.68%-10.69%-1.92%13.57%13.03%-9.98%24.60%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.50%-0.68%3.94%-1.47%-2.38%7.17%7.72%4.55%4.42%-5.65%

Correlation

The correlation between LEML.L and IDTP.L is -0.03, 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

-0.03

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

0.01

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

-0.01

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2012

0.12

The correlation between LEML.L and IDTP.L shifts across timeframes, from -0.03 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LEML.L vs. IDTP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEML.L
LEML.L Risk / Return Rank: 8888
Overall Rank
LEML.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 9191
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8484
Martin Ratio Rank

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
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.

LEML.L vs. IDTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.


LEML.LIDTP.LDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.58

1.15

+0.43

Calmar ratioReturn relative to maximum drawdown

4.87

0.99

+3.87

Martin ratioReturn relative to average drawdown

16.96

2.62

+14.34

LEML.L vs. IDTP.L - Sharpe Ratio Comparison

The current LEML.L Sharpe Ratio is 3.14, which is higher than the IDTP.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of LEML.L and IDTP.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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Sharpe Ratios by Period


LEML.LIDTP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.86

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.22

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.32

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.50

-0.08

Drawdowns

LEML.L vs. IDTP.L - Drawdown Comparison

The maximum LEML.L drawdown since its inception was -31.91%, which is greater than IDTP.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for LEML.L and IDTP.L.


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Drawdown Indicators


LEML.LIDTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-17.38%

-14.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-5.83%

-5.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.34%

-8.23%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-16.60%

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-27.59%

-16.60%

-10.99%

Current Drawdown

Current decline from peak

-2.51%

-8.81%

+6.30%

Average Drawdown

Average peak-to-trough decline

-10.48%

-6.75%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.22%

+0.91%

Volatility

LEML.L vs. IDTP.L - Volatility Comparison

Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a higher volatility of 7.42% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.51%. This indicates that LEML.L's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEML.LIDTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

1.51%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

5.29%

+9.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

6.76%

+10.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

9.12%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

10.72%

+7.22%

LEML.L vs. IDTP.L - Expense Ratio Comparison

LEML.L has a 0.55% expense ratio, which is higher than IDTP.L's 0.12% expense ratio.


Dividends

LEML.L vs. IDTP.L - Dividend Comparison

Neither LEML.L nor IDTP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LEML.L and IDTP.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.55% for LEML.L.

LEML.L is categorized as Emerging Markets Equities, while IDTP.L is Inflation-Protected Bonds. LEML.L tracks MSCI EM NR USD, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.55% for LEML.L and 0.12% for IDTP.L.

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