TIGB.L vs. IWDP.L
TIGB.L (Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both exchange-traded funds - TIGB.L is a Short-Term Bond fund tracking the Bloomberg US Treasury Coupons Index, while IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 3 years, TIGB.L returned 4.48%/yr vs 5.75%/yr for IWDP.L. At a 0.01 correlation, their price movements are largely independent. TIGB.L charges 0.10%/yr vs 0.59%/yr for IWDP.L.
Performance
TIGB.L vs. IWDP.L - Performance Comparison
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Returns By Period
In the year-to-date period, TIGB.L achieves a 1.42% return, which is significantly lower than IWDP.L's 6.86% return.
TIGB.L
- 1D
- 0.09%
- 1M
- 0.29%
- YTD
- 1.42%
- 6M
- 1.75%
- 1Y
- 3.78%
- 3Y*
- 4.48%
- 5Y*
- —
- 10Y*
- —
IWDP.L
- 1D
- 0.24%
- 1M
- -0.19%
- YTD
- 6.86%
- 6M
- 7.06%
- 1Y
- 11.51%
- 3Y*
- 5.75%
- 5Y*
- 1.76%
- 10Y*
- 3.99%
TIGB.L vs. IWDP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 1.42% | 4.10% | 4.94% | 4.27% | 0.03% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 6.86% | 1.71% | 1.22% | 4.00% | -9.00% |
Correlation
The correlation between TIGB.L and IWDP.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2022 | 0.01 |
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Return for Risk
TIGB.L vs. IWDP.L — Risk / Return Rank
TIGB.L
IWDP.L
TIGB.L vs. IWDP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.
| TIGB.L | IWDP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.82 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 2.34 | 1.18 | +1.16 |
| Calmar ratioReturn relative to maximum drawdown | 12.51 | 1.33 | +11.18 |
| Martin ratioReturn relative to average drawdown | 73.64 | 4.13 | +69.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIGB.L | IWDP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.87 | 1.05 | +2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.13 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.48 | 0.26 | +5.22 |
Drawdowns
TIGB.L vs. IWDP.L - Drawdown Comparison
The maximum TIGB.L drawdown since its inception was -0.50%, smaller than the maximum IWDP.L drawdown of -58.29%. Use the drawdown chart below to compare losses from any high point for TIGB.L and IWDP.L.
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Drawdown Indicators
| TIGB.L | IWDP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.50% | -58.29% | +57.79% |
Max Drawdown (1Y)Largest decline over 1 year | -0.30% | -8.61% | +8.31% |
Max Drawdown (3Y)Largest decline over 3 years | -0.30% | -16.50% | +16.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.66% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.40% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -11.23% | +11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.05% | 2.78% | -2.73% |
Volatility
TIGB.L vs. IWDP.L - Volatility Comparison
The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) is 0.45%, while iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) has a volatility of 3.00%. This indicates that TIGB.L experiences smaller price fluctuations and is considered to be less risky than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIGB.L | IWDP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 3.00% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 0.71% | 8.45% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.97% | 10.89% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.74% | 13.76% | -13.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.74% | 15.54% | -14.80% |
TIGB.L vs. IWDP.L - Expense Ratio Comparison
TIGB.L has a 0.10% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.
Dividends
TIGB.L vs. IWDP.L - Dividend Comparison
TIGB.L's dividend yield for the trailing twelve months is around 3.92%, more than IWDP.L's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.03% | 3.13% | 3.17% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 3.92% | 4.11% | 4.93% | 4.53% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TIGB.L and IWDP.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIGB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIGB.L is cheaper with a 0.10% expense ratio, compared with 0.59% for IWDP.L.
TIGB.L is categorized as Short-Term Bond, while IWDP.L is REIT. TIGB.L tracks Bloomberg US Treasury Coupons Index, while IWDP.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for TIGB.L and 0.59% for IWDP.L.
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