TI5G.L vs. IDTP.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both Inflation-Protected Bonds funds from iShares - TI5G.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5 while IDTP.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, TI5G.L returned 2.89%/yr vs 2.05%/yr for IDTP.L. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
TI5G.L vs. IDTP.L - Performance Comparison
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Different Trading Currencies
TI5G.L is traded in GBP, while IDTP.L is traded in USD. To make them comparable, the IDTP.L 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 higher than IDTP.L's 1.50% 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*
- —
IDTP.L
- 1D
- 0.04%
- 1M
- 0.94%
- YTD
- 1.50%
- 6M
- 0.47%
- 1Y
- 5.81%
- 3Y*
- 1.21%
- 5Y*
- 2.05%
- 10Y*
- 3.38%
TI5G.L vs. IDTP.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% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.50% | -0.68% | 3.94% | -1.47% | -2.38% | 7.17% | 7.72% | 4.55% | 8.41% |
Correlation
The correlation between TI5G.L and IDTP.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.23 |
The correlation between TI5G.L and IDTP.L shifts across timeframes, from 0.13 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TI5G.L vs. IDTP.L — Risk / Return Rank
TI5G.L
IDTP.L
TI5G.L vs. IDTP.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 $ TIPS UCITS ETF USD (Acc) (IDTP.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 | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 0.99 | +4.27 |
| Martin ratioReturn relative to average drawdown | 17.49 | 2.62 | +14.87 |
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 | IDTP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.86 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.22 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.50 | +0.38 |
Drawdowns
TI5G.L vs. IDTP.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum IDTP.L drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for TI5G.L and IDTP.L.
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Drawdown Indicators
| TI5G.L | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -17.38% | +11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -5.83% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -8.23% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -16.60% | +10.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.60% | — |
Current DrawdownCurrent decline from peak | -0.08% | -8.81% | +8.73% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -6.75% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 2.22% | -1.97% |
Volatility
TI5G.L vs. IDTP.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) has a volatility of 1.51%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than IDTP.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 | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.51% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 5.29% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 6.76% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 9.12% | -6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 10.72% | -7.49% |
TI5G.L vs. IDTP.L - Expense Ratio Comparison
Both TI5G.L and IDTP.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
TI5G.L vs. IDTP.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, while IDTP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
TI5G.L and IDTP.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L and IDTP.L have the same expense ratio: 0.12% per year.
TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD.
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