TIPA.L vs. MVOL.L
TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - TIPA.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, TIPA.L returned 0.93%/yr vs 5.18%/yr for MVOL.L. At a 0.20 correlation, their price movements are largely independent. TIPA.L charges 0.09%/yr vs 0.35%/yr for MVOL.L.
Performance
TIPA.L vs. MVOL.L - 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 higher than MVOL.L's 0.67% 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*
- —
MVOL.L
- 1D
- 0.04%
- 1M
- 0.76%
- YTD
- 0.67%
- 6M
- 1.44%
- 1Y
- 1.44%
- 3Y*
- 9.30%
- 5Y*
- 5.18%
- 10Y*
- 7.05%
TIPA.L vs. MVOL.L - 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% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.67% | 11.02% | 11.08% | 7.28% | -9.62% | 14.65% | 2.56% | 2.45% |
Correlation
The correlation between TIPA.L and MVOL.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.20 |
The correlation between TIPA.L and MVOL.L shifts across timeframes, from 0.20 (all time) to 0.31 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TIPA.L vs. MVOL.L — Risk / Return Rank
TIPA.L
MVOL.L
TIPA.L vs. MVOL.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 Edge MSCI World Minimum Volatility UCITS (MVOL.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.L | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.25 | +2.32 |
| Martin ratioReturn relative to average drawdown | 7.17 | 0.61 | +6.57 |
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 | MVOL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.19 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.49 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.73 | -0.31 |
Drawdowns
TIPA.L vs. MVOL.L - Drawdown Comparison
The maximum TIPA.L drawdown since its inception was -15.11%, smaller than the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for TIPA.L and MVOL.L.
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Drawdown Indicators
| TIPA.L | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.11% | -28.82% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -1.84% | -5.78% | +3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -4.61% | -8.14% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -18.52% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.82% | — |
Current DrawdownCurrent decline from peak | -0.79% | -3.86% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -3.34% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 2.36% | -1.70% |
Volatility
TIPA.L vs. MVOL.L - Volatility Comparison
The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) is 1.28%, while iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) has a volatility of 2.01%. This indicates that TIPA.L experiences smaller price fluctuations and is considered to be less risky than MVOL.L 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 | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 2.01% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 5.58% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 7.74% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.95% | 10.64% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 11.65% | -5.35% |
TIPA.L vs. MVOL.L - Expense Ratio Comparison
TIPA.L has a 0.09% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Dividends
TIPA.L vs. MVOL.L - Dividend Comparison
Neither TIPA.L nor MVOL.L has paid dividends to shareholders.
Frequently Asked Questions
TIPA.L and MVOL.L have a correlation of 0.28, 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 0.35% for MVOL.L.
TIPA.L is categorized as Inflation-Protected Bonds, while MVOL.L is Global Equities. TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for TIPA.L and 0.35% for MVOL.L.
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