TIPA.L vs. WTDM.DE
TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - TIPA.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, TIPA.L returned 0.93%/yr vs 11.70%/yr for WTDM.DE. At a 0.05 correlation, their price movements are largely independent. TIPA.L charges 0.09%/yr vs 0.28%/yr for WTDM.DE.
Performance
TIPA.L vs. WTDM.DE - Performance Comparison
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Different Trading Currencies
TIPA.L is traded in USD, while WTDM.DE is traded in EUR. To make them comparable, the WTDM.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 1.23% return, which is significantly lower than WTDM.DE's 6.46% 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*
- —
WTDM.DE
- 1D
- 0.17%
- 1M
- 3.47%
- YTD
- 6.46%
- 6M
- 6.90%
- 1Y
- 20.00%
- 3Y*
- 16.45%
- 5Y*
- 11.70%
- 10Y*
- —
TIPA.L vs. WTDM.DE - 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% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 6.46% | 13.92% | 17.73% | 18.58% | -8.70% | 25.29% | 12.43% | 3.65% |
Correlation
The correlation between TIPA.L and WTDM.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019 | 0.05 |
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Return for Risk
TIPA.L vs. WTDM.DE — Risk / Return Rank
TIPA.L
WTDM.DE
TIPA.L vs. WTDM.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| TIPA.L | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.60 | -0.03 |
| Martin ratioReturn relative to average drawdown | 7.17 | 10.39 | -3.22 |
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 | WTDM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.00 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.83 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.90 | -0.49 |
Drawdowns
TIPA.L vs. WTDM.DE - Drawdown Comparison
The maximum TIPA.L drawdown since its inception was -15.11%, smaller than the maximum WTDM.DE drawdown of -31.78%. Use the drawdown chart below to compare losses from any high point for TIPA.L and WTDM.DE.
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Drawdown Indicators
| TIPA.L | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.11% | -31.78% | +16.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.84% | -7.65% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -4.61% | -17.12% | +12.51% |
Max Drawdown (5Y)Largest decline over 5 years | -15.11% | -17.62% | +2.51% |
Current DrawdownCurrent decline from peak | -0.79% | 0.00% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -3.55% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 1.92% | -1.26% |
Volatility
TIPA.L vs. WTDM.DE - Volatility Comparison
The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) is 1.28%, while WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) has a volatility of 2.10%. This indicates that TIPA.L experiences smaller price fluctuations and is considered to be less risky than WTDM.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.L | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 2.10% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 6.94% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 9.97% | -6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.95% | 14.00% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 15.03% | -8.73% |
TIPA.L vs. WTDM.DE - Expense Ratio Comparison
TIPA.L has a 0.09% expense ratio, which is lower than WTDM.DE's 0.28% expense ratio.
Dividends
TIPA.L vs. WTDM.DE - Dividend Comparison
Neither TIPA.L nor WTDM.DE has paid dividends to shareholders.
Frequently Asked Questions
TIPA.L and WTDM.DE have a correlation of 0.14, 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 0.28% for WTDM.DE.
TIPA.L is categorized as Inflation-Protected Bonds, while WTDM.DE is Dividend. TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.09% for TIPA.L and 0.28% for WTDM.DE.
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