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 2.64%/yr vs 22.58%/yr for ^TYX. Their -0.21 correlation means they have often moved in opposite directions in the past.
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 1.73% return, which is significantly lower than ^TYX's 7.90% return.
TI5G.L
- 1D
- 0.00%
- 1M
- 0.21%
- 6M
- 1.52%
- YTD
- 1.73%
- 1Y
- 3.27%
- 3Y*
- 4.82%
- 5Y*
- 2.64%
- 10Y*
- —
- ALL TIME*
- 2.78%
^TYX
- 1D
- -0.19%
- 1M
- 5.17%
- 6M
- 9.42%
- YTD
- 7.90%
- 1Y
- 5.67%
- 3Y*
- 8.13%
- 5Y*
- 22.58%
- 10Y*
- 8.37%
- ALL TIME*
- 2.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| £0.00 | £0.00 | £0.00 | |
| £2.31M | £1.50M | £1.28M |
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) | 1.73% | 5.83% | 4.52% | 3.56% | -3.60% | 5.29% | 4.00% | 3.10% | -0.72% |
^TYX Treasury Yield 30 Years | 7.90% | -6.08% | 21.16% | -3.95% | 133.47% | 16.83% | -33.12% | -23.90% | 4.37% |
Correlation
The correlation between TI5G.L and ^TYX is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | -0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2018 | -0.21 |
The correlation between TI5G.L and ^TYX shifts across timeframes, from -0.27 (5 years) to -0.16 (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.
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.
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.07 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 0.68 | +2.29 |
| Martin ratioReturn relative to average drawdown | 9.17 | 1.41 | +7.76 |
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Drawdowns
TI5G.L vs. ^TYX - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.58%, 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 | -5.58% | -77.80% | +72.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -8.55% | +7.53% |
Max Drawdown (3Y)Largest decline over 3 years | -1.43% | -29.15% | +27.72% |
Max Drawdown (5Y)Largest decline over 5 years | -5.58% | -29.15% | +23.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.15% | — |
Current DrawdownCurrent decline from peak | -0.43% | -7.82% | +7.39% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -28.90% | +27.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 4.14% | -3.81% |
Volatility
TI5G.L vs. ^TYX - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.69%, while Treasury Yield 30 Years (^TYX) has a volatility of 3.20%. 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 | 0.69% | 3.20% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 10.37% | -8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.84% | 14.74% | -11.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 27.54% | -24.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 35.44% | -32.02% |
Frequently Asked Questions
TI5G.L and ^TYX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for TI5G.L and ^TYX
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