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TIPA.L vs. IS3Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPA.L vs. IS3Q.DE - 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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TIPA.L is traded in USD, while IS3Q.DE is traded in EUR. To make them comparable, the IS3Q.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TIPA.L achieves a 0.90% return, which is significantly lower than IS3Q.DE's 9.98% return.


TIPA.L

1D
0.13%
1M
-0.08%
6M
1.16%
YTD
0.90%
1Y
3.52%
3Y*
4.14%
5Y*
0.58%
10Y*

IS3Q.DE

1D
-0.21%
1M
2.59%
6M
8.93%
YTD
9.98%
1Y
20.13%
3Y*
18.17%
5Y*
10.07%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPA.L vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TIPA.L
Lyxor Core US TIPS (DR) UCITS ETF - Acc
0.90%6.82%2.10%3.51%-12.83%6.36%11.05%0.36%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
9.98%16.05%16.71%25.54%-19.52%23.68%14.64%9.15%

Correlation

The correlation between TIPA.L and IS3Q.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.16

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

0.13

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2019

0.08

The correlation between TIPA.L and IS3Q.DE shifts across timeframes, from 0.08 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TIPA.L vs. IS3Q.DE — 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: 3535
Overall Rank
TIPA.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TIPA.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
TIPA.L Omega Ratio Rank: 2929
Omega Ratio Rank
TIPA.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
TIPA.L Martin Ratio Rank: 3939
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 8585
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 8585
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 8888
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. IS3Q.DE - 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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). 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.


TIPA.LIS3Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.88

2.30

-0.42

Martin ratioReturn relative to average drawdown

5.17

9.60

-4.43

TIPA.L vs. IS3Q.DE - Sharpe Ratio Comparison

The current TIPA.L Sharpe Ratio is 1.01, which is lower than the IS3Q.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TIPA.L and IS3Q.DE, 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

TIPA.L vs. IS3Q.DE - Drawdown Comparison

The maximum TIPA.L drawdown since its inception was -15.13%, smaller than the maximum IS3Q.DE drawdown of -32.79%. Use the drawdown chart below to compare losses from any high point for TIPA.L and IS3Q.DE.


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Drawdown Indicators


TIPA.LIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.13%

-32.79%

+17.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.86%

-8.70%

+6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-4.63%

-16.89%

+12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-27.71%

+12.58%

Max Drawdown (10Y)

Largest decline over 10 years

-32.79%

Current Drawdown

Current decline from peak

-1.09%

-0.21%

-0.88%

Average Drawdown

Average peak-to-trough decline

-5.26%

-8.06%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

2.09%

-1.41%

Volatility

TIPA.L vs. IS3Q.DE - Volatility Comparison

The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) is 0.92%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.95%. This indicates that TIPA.L experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPA.LIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

2.95%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

8.60%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

11.47%

-8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.94%

15.45%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

16.37%

-10.14%

TIPA.L vs. IS3Q.DE - Expense Ratio Comparison

TIPA.L has a 0.09% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


Dividends

TIPA.L vs. IS3Q.DE - Dividend Comparison

Neither TIPA.L nor IS3Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TIPA.L and IS3Q.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIPA.L is cheaper with a 0.09% expense ratio, compared with 0.30% for IS3Q.DE.

TIPA.L is categorized as Inflation-Protected Bonds, while IS3Q.DE is Global Equities. TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for TIPA.L and 0.30% for IS3Q.DE.

Portfolio Optimizer

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