PortfoliosLab logoPortfoliosLab logo
TIPA.L vs. IGIL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIPA.L vs. IGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIPA.L vs. IGIL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TIPA.L
Lyxor Core US TIPS (DR) UCITS ETF - Acc
0.21%6.81%2.09%3.51%-12.46%5.91%11.05%0.73%
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
-0.45%8.45%-2.93%5.08%-21.84%2.94%12.21%1.00%

Returns By Period

In the year-to-date period, TIPA.L achieves a 0.21% return, which is significantly higher than IGIL.L's -0.45% return.


TIPA.L

1D
0.13%
1M
-1.23%
YTD
0.21%
6M
0.46%
1Y
2.79%
3Y*
3.10%
5Y*
1.28%
10Y*

IGIL.L

1D
0.39%
1M
-3.07%
YTD
-0.45%
6M
0.15%
1Y
4.78%
3Y*
1.89%
5Y*
-1.85%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIPA.L vs. IGIL.L - Expense Ratio Comparison

TIPA.L has a 0.09% expense ratio, which is lower than IGIL.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TIPA.L vs. IGIL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TIPA.L
TIPA.L Risk / Return Rank: 2929
Overall Rank
TIPA.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TIPA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
TIPA.L Omega Ratio Rank: 2828
Omega Ratio Rank
TIPA.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
TIPA.L Martin Ratio Rank: 2929
Martin Ratio Rank

IGIL.L
IGIL.L Risk / Return Rank: 3838
Overall Rank
IGIL.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 3030
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 4141
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.

TIPA.L vs. IGIL.L - 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 iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.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.


TIPA.LIGIL.LDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.70

-0.10

Sortino ratio

Return per unit of downside risk

0.83

1.07

-0.24

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.69

1.30

-0.61

Martin ratio

Return relative to average drawdown

2.49

3.89

-1.40

TIPA.L vs. IGIL.L - Sharpe Ratio Comparison

The current TIPA.L Sharpe Ratio is 0.60, which is comparable to the IGIL.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TIPA.L and IGIL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TIPA.LIGIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.70

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.19

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.18

+0.22

Correlation

The correlation between TIPA.L and IGIL.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TIPA.L vs. IGIL.L - Dividend Comparison

Neither TIPA.L nor IGIL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TIPA.L vs. IGIL.L - Drawdown Comparison

The maximum TIPA.L drawdown since its inception was -15.11%, smaller than the maximum IGIL.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for TIPA.L and IGIL.L.


Loading graphics...

Drawdown Indicators


TIPA.LIGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-31.32%

+16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-3.47%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-31.32%

+16.21%

Max Drawdown (10Y)

Largest decline over 10 years

-31.32%

Current Drawdown

Current decline from peak

-1.79%

-16.00%

+14.21%

Average Drawdown

Average peak-to-trough decline

-5.56%

-7.39%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

1.16%

-0.08%

Volatility

TIPA.L vs. IGIL.L - Volatility Comparison

The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) is 1.34%, while iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) has a volatility of 2.38%. This indicates that TIPA.L experiences smaller price fluctuations and is considered to be less risky than IGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIPA.LIGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.38%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

4.15%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

6.78%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

9.59%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

8.89%

-2.53%