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TI5G.L vs. ^TYX
Performance
Return for Risk
Drawdowns
Volatility

Performance

TI5G.L vs. ^TYX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Treasury Yield 30 Years (^TYX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)20252024202320222021202020192018
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

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

TI5G.L
TI5G.L Risk / Return Rank: 5959
Overall Rank
TI5G.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5252
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 7373
Martin Ratio Rank

^TYX
^TYX Risk / Return Rank: 1717
Overall Rank
^TYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^TYX Sortino Ratio Rank: 1414
Sortino Ratio Rank
^TYX Omega Ratio Rank: 1414
Omega Ratio Rank
^TYX Calmar Ratio Rank: 1818
Calmar Ratio Rank
^TYX Martin Ratio Rank: 1818
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.

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^TYXDifference
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

TI5G.L vs. ^TYX - Sharpe Ratio Comparison

The current TI5G.L Sharpe Ratio is 1.08, which is higher than the ^TYX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TI5G.L and ^TYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^TYXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.43%

-7.82%

+7.39%

Average Drawdown

Average peak-to-trough decline

-0.99%

-28.90%

+27.91%

Ulcer Index

Depth 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^TYXDifference

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.

Portfolio Optimizer

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