RSBT vs. ITPS.L
RSBT (Return Stacked Bonds & Managed Futures ETF) and ITPS.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while ITPS.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. RSBT is actively managed, while ITPS.L is passively managed. Over the past 3 years, RSBT returned 3.21%/yr vs 3.87%/yr for ITPS.L. At a 0.22 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.12%/yr for ITPS.L.
Performance
RSBT vs. ITPS.L - Performance Comparison
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Different Trading Currencies
RSBT is traded in USD, while ITPS.L is traded in GBP. To make them comparable, the ITPS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RSBT achieves a 6.42% return, which is significantly higher than ITPS.L's 0.82% return.
RSBT
- 1D
- 0.37%
- 1M
- -3.00%
- YTD
- 6.42%
- 6M
- 8.27%
- 1Y
- 23.51%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
ITPS.L
- 1D
- -0.57%
- 1M
- 0.07%
- YTD
- 0.82%
- 6M
- 1.09%
- 1Y
- 4.83%
- 3Y*
- 3.87%
- 5Y*
- 0.79%
- 10Y*
- 2.51%
RSBT vs. ITPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 6.42% | 10.31% | -2.90% | -11.85% |
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 0.82% | 7.23% | 1.85% | 1.65% |
Correlation
The correlation between RSBT and ITPS.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023 | 0.22 |
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Return for Risk
RSBT vs. ITPS.L — Risk / Return Rank
RSBT
ITPS.L
RSBT vs. ITPS.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) (ITPS.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 | ITPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.13 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.83 | +1.70 |
| Martin ratioReturn relative to average drawdown | 9.11 | 5.49 | +3.62 |
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Drawdowns
RSBT vs. ITPS.L - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum ITPS.L drawdown of -99.56%. Use the drawdown chart below to compare losses from any high point for RSBT and ITPS.L.
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Drawdown Indicators
| RSBT | ITPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -99.56% | +75.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -2.31% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -19.46% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.49% | — |
Current DrawdownCurrent decline from peak | -3.83% | -99.19% | +95.36% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -94.57% | +82.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 0.77% | +1.68% |
Volatility
RSBT vs. ITPS.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) (ITPS.L) at 1.71%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than ITPS.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 | ITPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 1.71% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 4.14% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 5.49% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 20.44% | -6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 15.49% | -1.61% |
RSBT vs. ITPS.L - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than ITPS.L's 0.12% expense ratio.
Dividends
RSBT vs. ITPS.L - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.01%, while ITPS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITPS.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 ITPS.L have a correlation of 0.26, 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 0.97% for RSBT.
RSBT is categorized as Nontraditional Bonds, while ITPS.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 ITPS.L.
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