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

Performance

TIPG.L vs. TIPA.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 Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
2.04%-0.42%3.73%-2.20%-1.88%7.15%7.24%-1.68%
TIPA.L
Lyxor Core US TIPS (DR) UCITS ETF - Acc
2.12%-0.80%3.88%-1.67%-2.29%7.17%7.79%-2.14%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with TIPG.L having a 2.04% return and TIPA.L slightly higher at 2.12%.


TIPG.L

1D
-0.11%
1M
0.52%
YTD
2.04%
6M
2.19%
1Y
0.58%
3Y*
0.86%
5Y*
2.19%
10Y*

TIPA.L

1D
-0.16%
1M
0.72%
YTD
2.12%
6M
2.18%
1Y
0.43%
3Y*
0.74%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both TIPG.L and TIPA.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%.


Return for Risk

TIPG.L vs. TIPA.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: 1313
Overall Rank
TIPG.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TIPG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
TIPG.L Omega Ratio Rank: 1111
Omega Ratio Rank
TIPG.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
TIPG.L Martin Ratio Rank: 1414
Martin Ratio Rank

TIPA.L
TIPA.L Risk / Return Rank: 2929
Overall Rank
TIPA.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TIPA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
TIPA.L Omega Ratio Rank: 2828
Omega Ratio Rank
TIPA.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
TIPA.L Martin Ratio Rank: 2929
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. TIPA.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 US TIPS (DR) UCITS ETF - Acc (TIPA.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.LTIPA.LDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.05

+0.02

Sortino ratio

Return per unit of downside risk

0.15

0.12

+0.03

Omega ratio

Gain probability vs. loss probability

1.02

1.02

0.00

Calmar ratio

Return relative to maximum drawdown

0.18

0.05

+0.13

Martin ratio

Return relative to average drawdown

0.33

0.10

+0.24

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

The current TIPG.L Sharpe Ratio is 0.08, which is higher than the TIPA.L Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of TIPG.L and TIPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TIPG.LTIPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.05

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.24

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.22

-0.02

Correlation

The correlation between TIPG.L and TIPA.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TIPG.L vs. TIPA.L - Dividend Comparison

TIPG.L's dividend yield for the trailing twelve months is around 1.10%, while TIPA.L has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
TIPG.L
Lyxor Core US TIPS (DR) UCITS ETF - Dist
1.10%1.12%0.88%0.72%0.70%0.55%0.65%0.78%0.77%0.82%
TIPA.L
Lyxor Core US TIPS (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TIPG.L vs. TIPA.L - Drawdown Comparison

The maximum TIPG.L drawdown since its inception was -15.73%, smaller than the maximum TIPA.L drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for TIPG.L and TIPA.L.


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Drawdown Indicators


TIPG.LTIPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.73%

-15.11%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.91%

-3.94%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-15.11%

-0.62%

Current Drawdown

Current decline from peak

-7.42%

-1.79%

-5.63%

Average Drawdown

Average peak-to-trough decline

-7.20%

-5.56%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

1.08%

+2.71%

Volatility

TIPG.L vs. TIPA.L - Volatility Comparison

The current volatility for Lyxor Core US TIPS (DR) UCITS ETF - Dist (TIPG.L) is 2.16%, while Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) has a volatility of 2.86%. This indicates that TIPG.L experiences smaller price fluctuations and is considered to be less risky than TIPA.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.LTIPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

2.86%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

5.08%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.45%

7.81%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.71%

9.12%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

9.61%

+0.73%