PortfoliosLab logoPortfoliosLab logo
PHPP.L vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHPP.L vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Precious Metals (PHPP.L) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, PHPP.L achieves a -8.39% return, which is significantly lower than TIP's 1.94% return. Over the past 10 years, PHPP.L has outperformed TIP with an annualized return of 11.97%, while TIP has yielded a comparatively lower 3.10% annualized return.


PHPP.L

1D
-0.66%
1M
-15.30%
YTD
-8.39%
6M
-3.53%
1Y
34.65%
3Y*
21.96%
5Y*
10.65%
10Y*
11.97%

TIP

1D
0.15%
1M
0.80%
YTD
1.94%
6M
1.14%
1Y
6.07%
3Y*
1.48%
5Y*
1.96%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHPP.L vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHPP.L
WisdomTree Physical Precious Metals
-8.39%72.45%17.27%-8.55%11.64%-10.26%22.29%22.41%5.44%5.38%
TIP
iShares TIPS Bond ETF
1.94%-0.84%3.43%-1.38%-1.83%6.68%7.58%4.23%4.42%-5.98%

Correlation

The correlation between PHPP.L and TIP is -0.07, 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

-0.07

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

-0.01

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

0.03

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.15

The correlation between PHPP.L and TIP shifts across timeframes, from -0.07 (1 year) to 0.17 (10 years), 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

PHPP.L vs. TIP — Risk / Return Rank

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

PHPP.L
PHPP.L Risk / Return Rank: 3131
Overall Rank
PHPP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PHPP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
PHPP.L Omega Ratio Rank: 3737
Omega Ratio Rank
PHPP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
PHPP.L Martin Ratio Rank: 2727
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP 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.

PHPP.L vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and iShares TIPS Bond ETF (TIP). 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.


PHPP.LTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.16

1.03

+0.13

Martin ratioReturn relative to average drawdown

3.15

2.72

+0.43

PHPP.L vs. TIP - Sharpe Ratio Comparison

The current PHPP.L Sharpe Ratio is 1.07, which is comparable to the TIP Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PHPP.L and TIP, 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...

Drawdowns

PHPP.L vs. TIP - Drawdown Comparison

The maximum PHPP.L drawdown since its inception was -59.50%, which is greater than TIP's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for PHPP.L and TIP.


Loading charts...

Drawdown Indicators


PHPP.LTIPDifference

Max Drawdown

Largest peak-to-trough decline

-59.50%

-16.91%

-42.59%

Max Drawdown (1Y)

Largest decline over 1 year

-29.75%

-5.92%

-23.83%

Max Drawdown (3Y)

Largest decline over 3 years

-29.75%

-8.07%

-21.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-15.85%

-13.90%

Max Drawdown (10Y)

Largest decline over 10 years

-29.75%

-15.85%

-13.90%

Current Drawdown

Current decline from peak

-29.75%

-8.00%

-21.75%

Average Drawdown

Average peak-to-trough decline

-22.65%

-6.55%

-16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

2.23%

+8.74%

Volatility

PHPP.L vs. TIP - Volatility Comparison

WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 7.62% compared to iShares TIPS Bond ETF (TIP) at 1.37%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PHPP.LTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

1.37%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.66%

4.83%

+24.83%

Volatility (1Y)

Calculated over the trailing 1-year period

32.31%

6.37%

+25.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

8.95%

+12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.87%

10.09%

+9.78%

PHPP.L vs. TIP - Expense Ratio Comparison

PHPP.L has a 0.44% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

PHPP.L vs. TIP - Dividend Comparison

PHPP.L has not paid dividends to shareholders, while TIP's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM20252024202320222021202020192018201720162015
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


PHPP.L and TIP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIP is cheaper with a 0.18% expense ratio, compared with 0.44% for PHPP.L.

PHPP.L is categorized as Precious Metals, while TIP is Inflation-Protected Bonds. PHPP.L tracks Precious Metals Basket, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.44% for PHPP.L and 0.18% for TIP.

Portfolio Optimizer

Find the right allocation for PHPP.L and TIP

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