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TIPG.L vs. IBCI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPG.L vs. IBCI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) and iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TIPG.L is traded in GBp, while IBCI.L is traded in GBP. To make them comparable, the IBCI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TIPG.L achieves a 0.76% return, which is significantly higher than IBCI.L's -0.01% return.


TIPG.L

1D
0.45%
1M
-0.92%
6M
0.34%
YTD
0.76%
1Y
2.81%
3Y*
2.62%
5Y*
0.90%
10Y*

IBCI.L

1D
0.32%
1M
-2.22%
6M
-0.13%
YTD
-0.01%
1Y
1.23%
3Y*
1.51%
5Y*
0.31%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPG.L vs. IBCI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
0.76%-0.42%3.73%-2.20%-2.41%7.73%7.24%5.48%4.26%-6.01%
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
-0.01%6.03%-4.55%3.48%-4.33%-0.79%8.45%1.18%-1.05%5.00%

Correlation

The correlation between TIPG.L and IBCI.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.39

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2016

0.53

Over the past year, the correlation between TIPG.L and IBCI.L has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

TIPG.L vs. IBCI.L — Risk / Return Rank

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

TIPG.L
TIPG.L Risk / Return Rank: 1818
Overall Rank
TIPG.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TIPG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
TIPG.L Omega Ratio Rank: 1717
Omega Ratio Rank
TIPG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
TIPG.L Martin Ratio Rank: 1818
Martin Ratio Rank

IBCI.L
IBCI.L Risk / Return Rank: 1414
Overall Rank
IBCI.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBCI.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBCI.L Omega Ratio Rank: 1313
Omega Ratio Rank
IBCI.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBCI.L Martin Ratio Rank: 1515
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.

TIPG.L vs. IBCI.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 iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.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.

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.


TIPG.LIBCI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.53

0.37

+0.17

Martin ratioReturn relative to average drawdown

1.27

0.80

+0.47

TIPG.L vs. IBCI.L - Sharpe Ratio Comparison

The current TIPG.L Sharpe Ratio is 0.46, which is higher than the IBCI.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of TIPG.L and IBCI.L, 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

TIPG.L vs. IBCI.L - Drawdown Comparison

The maximum TIPG.L drawdown since its inception was -30.41%, roughly equal to the maximum IBCI.L drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for TIPG.L and IBCI.L.


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Drawdown Indicators


TIPG.LIBCI.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.41%

-30.47%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-3.33%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-8.00%

-14.28%

+6.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-14.28%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

Current Drawdown

Current decline from peak

-8.58%

-8.52%

-0.06%

Average Drawdown

Average peak-to-trough decline

-14.08%

-10.76%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.54%

+0.67%

Volatility

TIPG.L vs. IBCI.L - Volatility Comparison

Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) and iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) have volatilities of 1.39% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPG.LIBCI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.41%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.47%

3.72%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

4.90%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

11.49%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.03%

11.76%

+0.27%

TIPG.L vs. IBCI.L - Expense Ratio Comparison

Both TIPG.L and IBCI.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TIPG.L vs. IBCI.L - Dividend Comparison

TIPG.L's dividend yield for the trailing twelve months is around 1.11%, while IBCI.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IBCI.L
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
1.11%1.12%0.88%0.72%0.70%0.55%0.65%0.78%0.77%0.82%

Frequently Asked Questions


TIPG.L and IBCI.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TIPG.L and IBCI.L have the same expense ratio: 0.09% per year.

TIPG.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IBCI.L tracks BBG Euro Government Inflation-Linked Bond Index (EUR). They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

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