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TI5G.L vs. ITPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TI5G.L vs. ITPA.L - 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 iShares $ TIPS UCITS ETF GBP (Acc) (ITPA.L). The values are adjusted to include any dividend payments, if applicable.

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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 ITPA.L's 1.26% 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*

ITPA.L

1D
-0.05%
1M
-0.03%
YTD
1.26%
6M
1.13%
1Y
4.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TI5G.L vs. ITPA.L - Yearly Performance Comparison


2026 (YTD)20252024
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
2.07%5.70%3.61%
ITPA.L
iShares $ TIPS UCITS ETF GBP (Acc)
1.26%6.54%1.72%

Correlation

The correlation between TI5G.L and ITPA.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

0.49

The correlation between TI5G.L and ITPA.L shifts across timeframes, from 0.33 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TI5G.L vs. ITPA.L — 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: 6565
Overall Rank
TI5G.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5151
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8585
Martin Ratio Rank

ITPA.L
ITPA.L Risk / Return Rank: 4141
Overall Rank
ITPA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ITPA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
ITPA.L Omega Ratio Rank: 3535
Omega Ratio Rank
ITPA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ITPA.L Martin Ratio Rank: 4545
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. ITPA.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 GBP (Acc) (ITPA.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.LITPA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

5.26

2.49

+2.77

Martin ratioReturn relative to average drawdown

17.49

7.30

+10.18

TI5G.L vs. ITPA.L - Sharpe Ratio Comparison

The current TI5G.L Sharpe Ratio is 1.68, which is comparable to the ITPA.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TI5G.L and ITPA.L, 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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Sharpe Ratios by Period


TI5G.LITPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.30

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.88

0.00

Drawdowns

TI5G.L vs. ITPA.L - Drawdown Comparison

The maximum TI5G.L drawdown since its inception was -5.63%, which is greater than ITPA.L's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for TI5G.L and ITPA.L.


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Drawdown Indicators


TI5G.LITPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-4.08%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.83%

-1.86%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.63%

Current Drawdown

Current decline from peak

-0.08%

-0.41%

+0.33%

Average Drawdown

Average peak-to-trough decline

-1.02%

-1.00%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.63%

-0.38%

Volatility

TI5G.L vs. ITPA.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 GBP (Acc) (ITPA.L) has a volatility of 1.30%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than ITPA.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.LITPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.30%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

2.52%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

3.58%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

4.94%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

4.94%

-1.71%

TI5G.L vs. ITPA.L - Expense Ratio Comparison

Both TI5G.L and ITPA.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. ITPA.L - Dividend Comparison

TI5G.L's dividend yield for the trailing twelve months is around 5.85%, while ITPA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ITPA.L
iShares $ TIPS UCITS ETF GBP (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 ITPA.L have a correlation of 0.33, 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 ITPA.L have the same expense ratio: 0.12% per year.

TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while ITPA.L tracks BBG US Government Inflation-Linked Bond Index (USD).

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