TIPZ vs. ITPS.L
Compare and contrast key facts about PIMCO Broad US TIPS Index ETF (TIPZ) and iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L).
TIPZ and ITPS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TIPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury. It was launched on Sep 3, 2009. ITPS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. Both TIPZ and ITPS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIPZ or ITPS.L.
Correlation
The correlation between TIPZ and ITPS.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TIPZ vs. ITPS.L - Performance Comparison
Key characteristics
TIPZ:
1.34
ITPS.L:
0.93
TIPZ:
1.89
ITPS.L:
1.47
TIPZ:
1.23
ITPS.L:
1.16
TIPZ:
0.53
ITPS.L:
0.33
TIPZ:
3.57
ITPS.L:
4.54
TIPZ:
1.70%
ITPS.L:
1.42%
TIPZ:
4.51%
ITPS.L:
6.85%
TIPZ:
-15.41%
ITPS.L:
-37.27%
TIPZ:
-5.59%
ITPS.L:
-14.33%
Returns By Period
In the year-to-date period, TIPZ achieves a 3.03% return, which is significantly higher than ITPS.L's 2.02% return. Over the past 10 years, TIPZ has underperformed ITPS.L with an annualized return of 2.19%, while ITPS.L has yielded a comparatively higher 4.24% annualized return.
TIPZ
3.03%
2.14%
0.66%
5.76%
1.62%
2.19%
ITPS.L
2.02%
0.88%
5.59%
6.39%
1.99%
4.24%
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TIPZ vs. ITPS.L - Expense Ratio Comparison
TIPZ has a 0.20% expense ratio, which is higher than ITPS.L's 0.12% 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%.
Risk-Adjusted Performance
TIPZ vs. ITPS.L — Risk-Adjusted Performance Rank
TIPZ
ITPS.L
TIPZ vs. ITPS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) and iShares $ TIPS UCITS ETF USD (Acc) (ITPS.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.
Dividends
TIPZ vs. ITPS.L - Dividend Comparison
TIPZ's dividend yield for the trailing twelve months is around 4.39%, while ITPS.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIPZ PIMCO Broad US TIPS Index ETF | 4.39% | 4.44% | 5.21% | 7.14% | 4.83% | 1.47% | 1.65% | 2.41% | 1.70% | 1.06% | 0.56% | 1.09% |
ITPS.L iShares $ TIPS UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TIPZ vs. ITPS.L - Drawdown Comparison
The maximum TIPZ drawdown since its inception was -15.41%, smaller than the maximum ITPS.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for TIPZ and ITPS.L. For additional features, visit the drawdowns tool.
Volatility
TIPZ vs. ITPS.L - Volatility Comparison
The current volatility for PIMCO Broad US TIPS Index ETF (TIPZ) is 1.26%, while iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) has a volatility of 1.66%. This indicates that TIPZ experiences smaller price fluctuations and is considered to be less risky than ITPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.