TI5G.L vs. VTIP
Compare and contrast key facts about iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
TI5G.L and VTIP 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. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012. Both TI5G.L and VTIP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TI5G.L or VTIP.
Key characteristics
| TI5G.L | VTIP | |
|---|---|---|
| YTD Return | 4.22% | 4.37% |
| 1Y Return | 5.57% | 6.48% |
| 3Y Return (Ann) | 1.28% | 2.10% |
| 5Y Return (Ann) | 2.75% | 3.51% |
| Sharpe Ratio | 2.29 | 3.16 |
| Sortino Ratio | 3.73 | 5.62 |
| Omega Ratio | 1.50 | 1.73 |
| Calmar Ratio | 2.06 | 4.45 |
| Martin Ratio | 18.98 | 25.76 |
| Ulcer Index | 0.30% | 0.27% |
| Daily Std Dev | 2.52% | 2.16% |
| Max Drawdown | -5.63% | -6.27% |
| Current Drawdown | -0.64% | -0.63% |
Correlation
The correlation between TI5G.L and VTIP is 0.35, 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.
Performance
TI5G.L vs. VTIP - Performance Comparison
The year-to-date returns for both investments are quite close, with TI5G.L having a 4.22% return and VTIP slightly higher at 4.37%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TI5G.L vs. VTIP - Expense Ratio Comparison
TI5G.L has a 0.12% expense ratio, which is higher than VTIP's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
TI5G.L vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.
Dividends
TI5G.L vs. VTIP - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 7.70%, more than VTIP's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 7.70% | 5.19% | 31.51% | 34.35% | 3.06% | 3.28% | 70.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
TI5G.L vs. VTIP - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for TI5G.L and VTIP. For additional features, visit the drawdowns tool.
Volatility
TI5G.L vs. VTIP - Volatility Comparison
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) has a higher volatility of 2.73% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.47%. This indicates that TI5G.L's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.