RSBT vs. IDTP.L
RSBT (Return Stacked Bonds & Managed Futures ETF) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. RSBT is actively managed, while IDTP.L is passively managed. Over the past 3 years, RSBT returned 3.21%/yr vs 3.89%/yr for IDTP.L. At a 0.10 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.12%/yr for IDTP.L.
Performance
RSBT vs. IDTP.L - Performance Comparison
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Returns By Period
In the year-to-date period, RSBT achieves a 6.42% return, which is significantly higher than IDTP.L's 0.80% return.
RSBT
- 1D
- 0.37%
- 1M
- -3.00%
- YTD
- 6.42%
- 6M
- 8.27%
- 1Y
- 23.51%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
IDTP.L
- 1D
- 0.08%
- 1M
- -0.27%
- YTD
- 0.80%
- 6M
- 1.51%
- 1Y
- 5.00%
- 3Y*
- 3.89%
- 5Y*
- 0.81%
- 10Y*
- 2.53%
RSBT vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 6.42% | 10.31% | -2.90% | -11.85% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.80% | 6.94% | 2.15% | 2.24% |
Correlation
The correlation between RSBT and IDTP.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023 | 0.10 |
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Return for Risk
RSBT vs. IDTP.L — Risk / Return Rank
RSBT
IDTP.L
RSBT vs. IDTP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.
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.
| RSBT | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.37 | +1.15 |
| Martin ratioReturn relative to average drawdown | 9.11 | 6.53 | +2.58 |
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Drawdowns
RSBT vs. IDTP.L - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum IDTP.L drawdown of -39.19%. Use the drawdown chart below to compare losses from any high point for RSBT and IDTP.L.
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Drawdown Indicators
| RSBT | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -39.19% | +15.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -1.92% | -4.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -4.51% | -14.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -3.83% | -0.90% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -4.24% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 0.70% | +1.75% |
Volatility
RSBT vs. IDTP.L - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 5.71% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.32%. This indicates that RSBT'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
| RSBT | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 1.32% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 2.66% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 3.78% | +10.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 6.13% | +7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 6.37% | +7.51% |
RSBT vs. IDTP.L - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than IDTP.L's 0.12% expense ratio.
Dividends
RSBT vs. IDTP.L - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.01%, while IDTP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
RSBT Return Stacked Bonds & Managed Futures ETF | 3.01% | 3.20% | 0.00% | 2.38% |
Frequently Asked Questions
RSBT and IDTP.L have a correlation of 0.15, 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 0.97% for RSBT.
RSBT is categorized as Nontraditional Bonds, while IDTP.L is Inflation-Protected Bonds. They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.97% for RSBT and 0.12% for IDTP.L.
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