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 2.80%/yr vs 21.49%/yr for ^TYX. At a correlation of -0.21, they often move in opposite directions.
Performance
TI5G.L vs. ^TYX - Performance Comparison
Loading charts...
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 3.78% return.
TI5G.L
- 1D
- 0.00%
- 1M
- -0.21%
- 6M
- 1.52%
- YTD
- 1.73%
- 1Y
- 3.71%
- 3Y*
- 5.03%
- 5Y*
- 2.80%
- 10Y*
- —
^TYX
- 1D
- -0.17%
- 1M
- -0.52%
- 6M
- 4.00%
- YTD
- 3.78%
- 1Y
- 4.68%
- 3Y*
- 5.87%
- 5Y*
- 21.49%
- 10Y*
- 8.63%
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 | 3.78% | -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 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
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 (3 years) to -0.16 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 0.50 | +3.10 |
| Martin ratioReturn relative to average drawdown | 11.27 | 1.00 | +10.27 |
Loading charts...
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.
Loading charts...
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% | -9.34% | +8.32% |
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% | -11.34% | +10.91% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -29.01% | +28.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 4.70% | -4.37% |
Volatility
TI5G.L vs. ^TYX - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.85%, while Treasury Yield 30 Years (^TYX) has a volatility of 3.63%. 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.
Loading charts...
Volatility by Period
| TI5G.L | ^TYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 3.63% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 1.88% | 10.40% | -8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.89% | 15.14% | -12.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 27.88% | -24.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.43% | 35.48% | -32.05% |
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
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer