TI5G.L vs. VUTY.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and VUTY.L (Vanguard USD Treasury Bond UCITS ETF Distributing) are both exchange-traded funds - TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5, while VUTY.L is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, TI5G.L returned 2.80%/yr vs -0.05%/yr for VUTY.L. At a 0.04 correlation, their price movements are largely independent. TI5G.L charges 0.12%/yr vs 0.05%/yr for VUTY.L.
Performance
TI5G.L vs. VUTY.L - Performance Comparison
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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%
TI5G.L vs. VUTY.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) | 1.73% | 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
TI5G.L
VUTY.L
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.L | VUTY.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | VUTY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.43% | -17.11% | +16.68% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -12.66% | +11.66% |
Ulcer IndexDepth 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.L | VUTY.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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