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

Performance

TI5G.L vs. ITPS.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 USD (Acc) (ITPS.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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

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

ITPS.L
ITPS.L Risk / Return Rank: 2424
Overall Rank
ITPS.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ITPS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
ITPS.L Omega Ratio Rank: 2424
Omega Ratio Rank
ITPS.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ITPS.L Martin Ratio Rank: 2222
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. 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.LITPS.LDifference
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

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

The current TI5G.L Sharpe Ratio is 1.68, which is higher than the ITPS.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TI5G.L and ITPS.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.LITPS.LDifference

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.LITPS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.08%

-7.94%

+7.86%

Average Drawdown

Average peak-to-trough decline

-1.02%

-10.69%

+9.67%

Ulcer Index

Depth 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.LITPS.LDifference

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.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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