TI5G.L vs. ITPS.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and ITPS.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 ITPS.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 2.04%/yr for ITPS.L. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.12% expense ratio.
Performance
TI5G.L vs. ITPS.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 ITPS.L's 1.40% 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*
- —
ITPS.L
- 1D
- 0.07%
- 1M
- 0.85%
- YTD
- 1.40%
- 6M
- 0.52%
- 1Y
- 5.75%
- 3Y*
- 1.16%
- 5Y*
- 2.04%
- 10Y*
- 3.38%
TI5G.L vs. ITPS.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% |
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 1.40% | -0.29% | 3.57% | -2.08% | -2.35% | 7.75% | 7.12% | 5.33% | 8.24% |
Correlation
The correlation between TI5G.L and ITPS.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.20 |
The correlation between TI5G.L and ITPS.L shifts across timeframes, from 0.15 (1 year) to 0.25 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TI5G.L vs. ITPS.L — Risk / Return Rank
TI5G.L
ITPS.L
TI5G.L vs. ITPS.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) (ITPS.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 | ITPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 1.09 | +4.17 |
| Martin ratioReturn relative to average drawdown | 17.49 | 2.78 | +14.71 |
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 | ITPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.91 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.23 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.28 | +0.61 |
Drawdowns
TI5G.L vs. ITPS.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum ITPS.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for TI5G.L and ITPS.L.
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Drawdown Indicators
| TI5G.L | ITPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -37.27% | +31.64% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -5.26% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -7.85% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -15.72% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.72% | — |
Current DrawdownCurrent decline from peak | -0.08% | -7.94% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -10.69% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 2.06% | -1.81% |
Volatility
TI5G.L vs. ITPS.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) (ITPS.L) has a volatility of 1.70%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than ITPS.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 | ITPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 1.70% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 4.63% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 6.30% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 8.76% | -5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 10.34% | -7.11% |
TI5G.L vs. ITPS.L - Expense Ratio Comparison
Both TI5G.L and ITPS.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. ITPS.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, while ITPS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ITPS.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 ITPS.L have a correlation of 0.15, 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 ITPS.L have the same expense ratio: 0.12% per year.
TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while ITPS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD.
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