TIPA.L vs. ^GSPC
TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) is Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, TIPA.L returned 0.93%/yr vs 12.39%/yr for ^GSPC. At a 0.08 correlation, their price movements are largely independent.
Performance
TIPA.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, TIPA.L achieves a 1.23% return, which is significantly lower than ^GSPC's 10.79% return.
TIPA.L
- 1D
- 0.03%
- 1M
- -0.01%
- YTD
- 1.23%
- 6M
- 1.30%
- 1Y
- 4.75%
- 3Y*
- 3.80%
- 5Y*
- 0.93%
- 10Y*
- —
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
TIPA.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIPA.L Lyxor Core US TIPS (DR) UCITS ETF - Acc | 1.23% | 6.81% | 2.09% | 3.51% | -12.46% | 5.91% | 11.05% | 0.73% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 4.33% |
Correlation
The correlation between TIPA.L and ^GSPC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.08 |
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Return for Risk
TIPA.L vs. ^GSPC — Risk / Return Rank
TIPA.L
^GSPC
TIPA.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) and S&P 500 Index (^GSPC). 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.
| TIPA.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.41 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.98 | -0.41 |
| Martin ratioReturn relative to average drawdown | 7.17 | 13.78 | -6.61 |
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
| TIPA.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.28 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.74 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.47 | -0.05 |
Drawdowns
TIPA.L vs. ^GSPC - Drawdown Comparison
The maximum TIPA.L drawdown since its inception was -15.11%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TIPA.L and ^GSPC.
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Drawdown Indicators
| TIPA.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.11% | -56.78% | +41.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.84% | -9.10% | +7.26% |
Max Drawdown (3Y)Largest decline over 3 years | -4.61% | -18.90% | +14.29% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -25.43% | +10.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.33% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -10.72% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.97% | -1.31% |
Volatility
TIPA.L vs. ^GSPC - Volatility Comparison
The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) is 1.28%, while S&P 500 Index (^GSPC) has a volatility of 2.88%. This indicates that TIPA.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIPA.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 2.88% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 9.00% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 11.89% | -8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.95% | 16.90% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 18.06% | -11.76% |
Frequently Asked Questions
TIPA.L and ^GSPC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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