TI5G.L vs. IBTS.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and IBTS.L (iShares $ Treasury Bond 1-3yr UCITS ETF) are both exchange-traded funds - TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5, while IBTS.L is a Government Bonds fund tracking the ICE U.S. Treasury 1-3 Year Bond Index. Both are passively managed. Over the past 5 years, TI5G.L returned 2.89%/yr vs 2.95%/yr for IBTS.L. At a correlation of -0.12, they often move in opposite directions. TI5G.L charges 0.12%/yr vs 0.07%/yr for IBTS.L.
Performance
TI5G.L vs. IBTS.L - Performance Comparison
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Returns By Period
In the year-to-date period, TI5G.L achieves a 2.07% return, which is significantly higher than IBTS.L's 0.65% 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*
- —
IBTS.L
- 1D
- 0.14%
- 1M
- 1.13%
- YTD
- 0.65%
- 6M
- 0.29%
- 1Y
- 4.47%
- 3Y*
- 1.53%
- 5Y*
- 2.95%
- 10Y*
- 2.52%
TI5G.L vs. IBTS.L - 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% |
IBTS.L iShares $ Treasury Bond 1-3yr UCITS ETF | 0.65% | -1.91% | 5.79% | -1.41% | 7.61% | 0.64% | -0.34% | 0.37% | 10.02% |
Correlation
The correlation between TI5G.L and IBTS.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | -0.12 |
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Return for Risk
TI5G.L vs. IBTS.L — Risk / Return Rank
TI5G.L
IBTS.L
TI5G.L vs. IBTS.L - 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 iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.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.
| TI5G.L | IBTS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.13 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 0.99 | +4.28 |
| Martin ratioReturn relative to average drawdown | 17.49 | 2.51 | +14.97 |
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 | IBTS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.73 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.36 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.35 | +0.53 |
Drawdowns
TI5G.L vs. IBTS.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum IBTS.L drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for TI5G.L and IBTS.L.
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Drawdown Indicators
| TI5G.L | IBTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -19.02% | +13.39% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -4.51% | +3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -8.89% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -16.28% | +10.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.02% | — |
Current DrawdownCurrent decline from peak | -0.08% | -7.51% | +7.43% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -7.93% | +6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.78% | -1.53% |
Volatility
TI5G.L vs. IBTS.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a volatility of 1.67%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than IBTS.L 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 | IBTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.67% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 4.49% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 6.09% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 8.09% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 9.24% | -6.01% |
TI5G.L vs. IBTS.L - Expense Ratio Comparison
TI5G.L has a 0.12% expense ratio, which is higher than IBTS.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TI5G.L vs. IBTS.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, more than IBTS.L's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTS.L iShares $ Treasury Bond 1-3yr UCITS ETF | 3.99% | 4.22% | 4.12% | 3.08% | 0.75% | 0.61% | 1.84% | 2.39% | 1.49% | 1.01% | 0.67% | 0.49% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TI5G.L and IBTS.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBTS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBTS.L is cheaper with a 0.07% expense ratio, compared with 0.12% for TI5G.L.
TI5G.L is categorized as Inflation-Protected Bonds, while IBTS.L is Government Bonds. TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index. Their fees differ too: 0.12% for TI5G.L and 0.07% for IBTS.L.
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