TIPG.L vs. GILI.L
TIPG.L (Lyxor Core US TIPS (DR) UCITS ETF - Dist) and GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) are both Inflation-Protected Bonds funds - TIPG.L tracks the Bloomberg Gbl Infl Linked US TIPS TR USD while GILI.L tracks the FTSE Actuaries UK Index-Linked Gilts All Stocks. Both are passively managed. Over the past 5 years, TIPG.L returned 1.22%/yr vs -8.32%/yr for GILI.L. At a 0.28 correlation, their price movements are largely independent. TIPG.L charges 0.09%/yr vs 0.07%/yr for GILI.L.
Performance
TIPG.L vs. GILI.L - Performance Comparison
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Returns By Period
In the year-to-date period, TIPG.L achieves a 1.46% return, which is significantly higher than GILI.L's -0.12% return.
TIPG.L
- 1D
- 0.09%
- 1M
- 1.05%
- YTD
- 1.46%
- 6M
- -0.45%
- 1Y
- 4.71%
- 3Y*
- 0.24%
- 5Y*
- 1.22%
- 10Y*
- —
GILI.L
- 1D
- 0.01%
- 1M
- 0.91%
- YTD
- -0.12%
- 6M
- -1.39%
- 1Y
- 2.44%
- 3Y*
- -1.24%
- 5Y*
- -8.32%
- 10Y*
- -1.42%
TIPG.L vs. GILI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIPG.L Lyxor Core US TIPS (DR) UCITS ETF - Dist | 1.46% | -1.51% | 2.83% | -2.90% | -2.52% | 6.54% | 6.58% | 4.69% | 2.93% | -6.27% |
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | -0.12% | 1.23% | -9.36% | 0.22% | -33.81% | 3.90% | 10.51% | 6.04% | -0.74% | 1.90% |
Correlation
The correlation between TIPG.L and GILI.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2016 | 0.28 |
The correlation between TIPG.L and GILI.L shifts across timeframes, from -0.02 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TIPG.L vs. GILI.L — Risk / Return Rank
TIPG.L
GILI.L
TIPG.L vs. GILI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) and Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.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.
| TIPG.L | GILI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.05 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.39 | +0.37 |
| Martin ratioReturn relative to average drawdown | 1.67 | 0.86 | +0.82 |
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
| TIPG.L | GILI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.28 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.44 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.15 | -0.03 |
Drawdowns
TIPG.L vs. GILI.L - Drawdown Comparison
The maximum TIPG.L drawdown since its inception was -15.73%, smaller than the maximum GILI.L drawdown of -49.28%. Use the drawdown chart below to compare losses from any high point for TIPG.L and GILI.L.
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Drawdown Indicators
| TIPG.L | GILI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.73% | -49.28% | +33.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.27% | -6.25% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -8.00% | -14.79% | +6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -15.73% | -49.28% | +33.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.28% | — |
Current DrawdownCurrent decline from peak | -10.38% | -43.05% | +32.67% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -15.42% | +7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.84% | -0.02% |
Volatility
TIPG.L vs. GILI.L - Volatility Comparison
The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) is 1.82%, while Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) has a volatility of 3.56%. This indicates that TIPG.L experiences smaller price fluctuations and is considered to be less risky than GILI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIPG.L | GILI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 3.56% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.67% | 6.56% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.38% | 8.67% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.73% | 18.72% | -9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.30% | 16.44% | -6.14% |
TIPG.L vs. GILI.L - Expense Ratio Comparison
TIPG.L has a 0.09% expense ratio, which is higher than GILI.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TIPG.L vs. GILI.L - Dividend Comparison
TIPG.L's dividend yield for the trailing twelve months is around 0.01%, which matches GILI.L's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% |
TIPG.L Lyxor Core US TIPS (DR) UCITS ETF - Dist | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% |
Frequently Asked Questions
TIPG.L and GILI.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GILI.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GILI.L is cheaper with a 0.07% expense ratio, compared with 0.09% for TIPG.L.
TIPG.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks. They also come from different issuers: Amundi and Lyxor. Their fees differ too: 0.09% for TIPG.L and 0.07% for GILI.L.
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