TI5G.L vs. SUKC.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L).

TI5G.L and SUKC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TI5G.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury Inflation Linked Bond Index 0-5. It was launched on Mar 5, 2018. SUKC.L is a passively managed fund by State Street that tracks the performance of the Markit iBoxx GBP NonGilts 1-5 TR. It was launched on Feb 17, 2014. Both TI5G.L and SUKC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TI5G.L vs. SUKC.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 SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L). The values are adjusted to include any dividend payments, if applicable.

TI5G.L vs. SUKC.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)	1.08%	5.70%	4.60%	3.62%	-3.69%	5.28%	4.05%	3.05%	-0.77%
SUKC.L SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF	-2.64%	3.90%	4.82%	7.17%	-5.78%	-0.79%	3.08%	4.66%	0.14%

Returns By Period

In the year-to-date period, TI5G.L achieves a 1.08% return, which is significantly higher than SUKC.L's -2.64% return.

TI5G.L

• 1D: 0.00%
• 1M: 0.21%
• YTD: 1.08%
• 6M: 1.30%
• 1Y: 3.65%
• 3Y*: 4.42%
• 5Y*: 3.03%
• 10Y*: —

SUKC.L

• 1D: 0.17%
• 1M: -0.92%
• YTD: -2.64%
• 6M: -1.30%
• 1Y: -0.05%
• 3Y*: 3.89%
• 5Y*: 1.34%
• 10Y*: 1.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TI5G.L has a 0.12% expense ratio, which is lower than SUKC.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SUKC.L

SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF

TI5G.L

iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)

Return for Risk

TI5G.L vs. SUKC.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: 65
TI5G.L Sharpe Ratio Rank: 59
TI5G.L Sortino Ratio Rank: 55
TI5G.L Omega Ratio Rank: 56
TI5G.L Calmar Ratio Rank: 81
TI5G.L Martin Ratio Rank: 71

SUKC.L

SUKC.L Risk / Return Rank: 10
SUKC.L Sharpe Ratio Rank: 11
SUKC.L Sortino Ratio Rank: 10
SUKC.L Omega Ratio Rank: 10
SUKC.L Calmar Ratio Rank: 10
SUKC.L Martin Ratio Rank: 10

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. SUKC.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 SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.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	SUKC.L	Difference
Sharpe ratio Return per unit of total volatility	1.09	-0.01	+1.09
Sortino ratio Return per unit of downside risk	1.49	0.04	+1.45
Omega ratio Gain probability vs. loss probability	1.22	1.01	+0.21
Calmar ratio Return relative to maximum drawdown	2.43	-0.07	+2.50
Martin ratio Return relative to average drawdown	7.90	-0.15	+8.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current TI5G.L Sharpe Ratio is 1.09, which is higher than the SUKC.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TI5G.L and SUKC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TI5G.L	SUKC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	-0.01	+1.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.99	0.29	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.47	+0.39

Correlation

The correlation between TI5G.L and SUKC.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TI5G.L vs. SUKC.L - Dividend Comparison

TI5G.L's dividend yield for the trailing twelve months is around 5.91%, while SUKC.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)	5.91%	5.98%	6.83%	5.19%	0.32%	0.34%	3.06%	3.28%	2.36%	0.00%	0.00%	0.00%
SUKC.L SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF	0.00%	2.29%	4.41%	3.05%	1.76%	1.77%	1.97%	1.93%	1.88%	2.44%	2.40%	2.55%

Drawdowns

TI5G.L vs. SUKC.L - Drawdown Comparison

The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum SUKC.L drawdown of -11.63%. Use the drawdown chart below to compare losses from any high point for TI5G.L and SUKC.L.

Drawdown Indicators

	TI5G.L	SUKC.L	Difference
Max Drawdown Largest peak-to-trough decline	-5.63%	-11.63%	+6.00%
Max Drawdown (1Y) Largest decline over 1 year	-1.55%	-3.75%	+2.20%
Max Drawdown (5Y) Largest decline over 5 years	-5.63%	-11.63%	+6.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-11.63%	—
Current Drawdown Current decline from peak	-0.36%	-3.28%	+2.92%
Average Drawdown Average peak-to-trough decline	-1.04%	-1.39%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.48%	1.71%	-1.23%

Volatility

TI5G.L vs. SUKC.L - Volatility Comparison

The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.90%, while SPDR Bloomberg 0-5 Year Sterling Corporate Bond UCITS ETF (SUKC.L) has a volatility of 2.15%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than SUKC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TI5G.L	SUKC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.90%	2.15%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	1.68%	5.45%	-3.77%
Volatility (1Y) Calculated over the trailing 1-year period	3.35%	7.44%	-4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.07%	4.68%	-1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.25%	4.61%	-1.36%