TI5G.L vs. ^TYX
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5, while ^TYX (Treasury Yield 30 Years) is an index. Over the past 5 years, TI5G.L returned 2.89%/yr vs 18.59%/yr for ^TYX. At a correlation of -0.27, they often move in opposite directions.
Performance
TI5G.L vs. ^TYX - Performance Comparison
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Different Trading Currencies
TI5G.L is traded in GBP, while ^TYX is traded in USD. To make them comparable, the ^TYX values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, TI5G.L achieves a 2.07% return, which is significantly lower than ^TYX's 3.27% return.
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
^TYX
- 1D
- -0.24%
- 1M
- 0.80%
- YTD
- 3.27%
- 6M
- 3.75%
- 1Y
- 2.85%
- 3Y*
- 5.84%
- 5Y*
- 18.59%
- 10Y*
- 7.74%
TI5G.L vs. ^TYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
^TYX Treasury Yield 30 Years | 3.27% | -6.08% | 21.16% | -3.95% | 133.47% | 16.83% | -33.12% | -23.90% | 4.36% |
Correlation
The correlation between TI5G.L and ^TYX is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | -0.27 |
The correlation between TI5G.L and ^TYX shifts across timeframes, from -0.32 (3 years) to -0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TI5G.L vs. ^TYX — Risk / Return Rank
TI5G.L
^TYX
TI5G.L vs. ^TYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Treasury Yield 30 Years (^TYX). 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.
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.04 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 0.29 | +4.97 |
| Martin ratioReturn relative to average drawdown | 17.49 | 0.59 | +16.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.18 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.65 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.06 | +0.82 |
Drawdowns
TI5G.L vs. ^TYX - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum ^TYX drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for TI5G.L and ^TYX.
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Drawdown Indicators
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -77.80% | +72.17% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -9.34% | +8.51% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -29.15% | +27.60% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -29.15% | +23.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.15% | — |
Current DrawdownCurrent decline from peak | -0.08% | -11.78% | +11.70% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -29.18% | +28.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 4.69% | -4.44% |
Volatility
TI5G.L vs. ^TYX - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while Treasury Yield 30 Years (^TYX) has a volatility of 4.48%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 4.48% | -3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 10.20% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 15.39% | -12.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 27.78% | -24.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 35.07% | -31.84% |
Frequently Asked Questions
TI5G.L and ^TYX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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