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

Performance

TI5G.L vs. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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 1.73% return, which is significantly higher than VUTY.L's 0.77% return.


TI5G.L

1D
0.00%
1M
-0.21%
6M
1.52%
YTD
1.73%
1Y
3.71%
3Y*
5.03%
5Y*
2.80%
10Y*

VUTY.L

1D
-0.06%
1M
0.58%
6M
1.33%
YTD
0.77%
1Y
5.09%
3Y*
2.06%
5Y*
-0.05%
10Y*
0.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
1.73%5.83%4.52%3.56%-3.60%5.29%4.00%3.10%-0.72%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
0.77%-1.14%2.53%-1.95%-1.84%-1.13%4.01%3.66%10.73%

Correlation

The correlation between TI5G.L and VUTY.L is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.04

The correlation between TI5G.L and VUTY.L shifts across timeframes, from -0.06 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TI5G.L vs. VUTY.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: 6060
Overall Rank
TI5G.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5454
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 7474
Martin Ratio Rank

VUTY.L
VUTY.L Risk / Return Rank: 2424
Overall Rank
VUTY.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VUTY.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VUTY.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUTY.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
VUTY.L Martin Ratio Rank: 2121
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. VUTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.LVUTY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

3.60

0.97

+2.64

Martin ratioReturn relative to average drawdown

11.27

2.26

+9.01

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

The current TI5G.L Sharpe Ratio is 1.28, which is higher than the VUTY.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of TI5G.L and VUTY.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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Drawdowns

TI5G.L vs. VUTY.L - Drawdown Comparison

The maximum TI5G.L drawdown since its inception was -5.58%, smaller than the maximum VUTY.L drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for TI5G.L and VUTY.L.


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Drawdown Indicators


TI5G.LVUTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.58%

-22.66%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-5.24%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

-8.28%

+6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-5.58%

-16.17%

+10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-22.66%

Current Drawdown

Current decline from peak

-0.43%

-17.11%

+16.68%

Average Drawdown

Average peak-to-trough decline

-1.00%

-12.66%

+11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

2.25%

-1.92%

Volatility

TI5G.L vs. VUTY.L - Volatility Comparison

The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.85%, while Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a volatility of 1.97%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than VUTY.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.LVUTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.97%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

4.46%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

6.00%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.34%

8.67%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.43%

9.27%

-5.84%

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

TI5G.L has a 0.12% expense ratio, which is higher than VUTY.L's 0.05% 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%.


Dividends

TI5G.L vs. VUTY.L - Dividend Comparison

TI5G.L's dividend yield for the trailing twelve months is around 5.86%, more than VUTY.L's 4.25% yield.


PositionTTM2025202420232022202120202019201820172016
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.86%5.97%6.84%5.19%0.32%0.34%3.06%3.29%2.36%0.00%0.00%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
4.25%4.40%4.00%3.47%2.06%1.19%1.64%2.42%2.24%1.64%0.92%

Frequently Asked Questions


TI5G.L and VUTY.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUTY.L is cheaper with a 0.05% expense ratio, compared with 0.12% for TI5G.L.

TI5G.L is categorized as Inflation-Protected Bonds, while VUTY.L is Government Bonds. TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for TI5G.L and 0.05% for VUTY.L.

Portfolio Optimizer

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