TI5G.L vs. ITPG.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and ITPG.L (iShares $ TIPS UCITS ETF GBP Hedged (Dist)) are both Inflation-Protected Bonds funds from iShares - TI5G.L tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5 while ITPG.L tracks the BBG US Government Inflation-Linked Bond Index (USD). Both are passively managed. Over the past 5 years, TI5G.L returned 2.72%/yr vs -0.13%/yr for ITPG.L. A 0.52 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.
Performance
TI5G.L vs. ITPG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TI5G.L achieves a 1.95% return, which is significantly higher than ITPG.L's 0.96% return.
TI5G.L
- 1D
- 0.21%
- 1M
- 0.21%
- 6M
- 1.95%
- YTD
- 1.95%
- 1Y
- 3.28%
- 3Y*
- 4.89%
- 5Y*
- 2.72%
- 10Y*
- —
ITPG.L
- 1D
- 0.00%
- 1M
- -0.42%
- 6M
- 0.75%
- YTD
- 0.96%
- 1Y
- 2.96%
- 3Y*
- 3.32%
- 5Y*
- -0.13%
- 10Y*
- —
TI5G.L vs. ITPG.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) | 1.95% | 5.83% | 4.52% | 3.56% | -3.60% | 5.29% | 4.00% | 3.10% | -0.72% |
ITPG.L iShares $ TIPS UCITS ETF GBP Hedged (Dist) | 0.96% | 6.20% | 1.89% | 2.58% | -13.77% | 6.17% | 10.05% | 6.89% | -1.16% |
Correlation
The correlation between TI5G.L and ITPG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2018 | 0.52 |
The correlation between TI5G.L and ITPG.L shifts across timeframes, from 0.32 (1 year) to 0.55 (5 years), 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. ITPG.L — Risk / Return Rank
TI5G.L
ITPG.L
TI5G.L vs. ITPG.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 Hedged (Dist) (ITPG.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.
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 | ITPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.13 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.60 | +1.59 |
| Martin ratioReturn relative to average drawdown | 9.79 | 3.86 | +5.94 |
Loading charts...
Drawdowns
TI5G.L vs. ITPG.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.58%, smaller than the maximum ITPG.L drawdown of -16.78%. Use the drawdown chart below to compare losses from any high point for TI5G.L and ITPG.L.
Loading charts...
Drawdown Indicators
| TI5G.L | ITPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.58% | -16.78% | +11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -1.85% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -1.43% | -4.74% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -5.58% | -16.78% | +11.20% |
Current DrawdownCurrent decline from peak | -0.21% | -3.83% | +3.62% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -5.43% | +4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.77% | -0.44% |
Volatility
TI5G.L vs. ITPG.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.81%, while iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) has a volatility of 0.98%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than ITPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TI5G.L | ITPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.98% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 2.83% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.90% | 4.39% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 6.38% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 6.35% | -2.93% |
TI5G.L vs. ITPG.L - Expense Ratio Comparison
Both TI5G.L and ITPG.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. ITPG.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, more than ITPG.L's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ITPG.L iShares $ TIPS UCITS ETF GBP Hedged (Dist) | 4.66% | 4.56% | 4.62% | 1.50% | 1.24% | 1.09% | 2.03% | 2.79% | 1.92% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.97% | 6.84% | 5.19% | 0.32% | 0.34% | 3.06% | 3.29% | 2.36% |
Frequently Asked Questions
TI5G.L and ITPG.L have a correlation of 0.32, 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 ITPG.L have the same expense ratio: 0.12% per year.
TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while ITPG.L tracks BBG US Government Inflation-Linked Bond Index (USD).
Find the right allocation for TI5G.L and ITPG.L
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