LEML.L vs. IDTP.L
LEML.L (Lyxor MSCI Emerging Markets UCITS ETF - Acc USD) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - LEML.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 10 years, LEML.L returned 10.54%/yr vs 3.38%/yr for IDTP.L. At a 0.12 correlation, their price movements are largely independent. LEML.L charges 0.55%/yr vs 0.12%/yr for IDTP.L.
Performance
LEML.L vs. IDTP.L - Performance Comparison
Loading charts...
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%
LEML.L vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
LEML.L vs. IDTP.L — Risk / Return Rank
LEML.L
IDTP.L
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.L | IDTP.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LEML.L | IDTP.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| LEML.L | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.51% | -8.81% | +6.30% |
Average DrawdownAverage peak-to-trough decline | -10.48% | -6.75% | -3.73% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| LEML.L | IDTP.L | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for LEML.L and IDTP.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