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TP05.L vs. SEML.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TP05.L vs. SEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) and iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TP05.L is traded in GBp, while SEML.L is traded in GBP. To make them comparable, the SEML.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TP05.L achieves a -0.38% return, which is significantly higher than SEML.L's -3.02% return.


TP05.L

1D
-0.05%
1M
-1.67%
YTD
-0.38%
6M
-1.26%
1Y
-0.27%
3Y*
-3.94%
5Y*
0.21%
10Y*

SEML.L

1D
0.15%
1M
1.66%
YTD
-3.02%
6M
-2.77%
1Y
2.87%
3Y*
-1.63%
5Y*
-3.37%
10Y*
-2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TP05.L vs. SEML.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
-0.38%-6.85%-0.44%-6.21%8.40%6.35%-1.65%-1.59%3.26%-4.52%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
-3.02%4.32%-6.40%0.23%-5.32%-13.17%-6.26%2.59%-6.78%-1.66%

Correlation

The correlation between TP05.L and SEML.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.31

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

0.38

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.43

The correlation between TP05.L and SEML.L shifts across timeframes, from 0.27 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TP05.L vs. SEML.L — Risk / Return Rank

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

TP05.L
TP05.L Risk / Return Rank: 99
Overall Rank
TP05.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TP05.L Sortino Ratio Rank: 88
Sortino Ratio Rank
TP05.L Omega Ratio Rank: 88
Omega Ratio Rank
TP05.L Calmar Ratio Rank: 99
Calmar Ratio Rank
TP05.L Martin Ratio Rank: 99
Martin Ratio Rank

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

TP05.L vs. SEML.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) and iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.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.


TP05.LSEML.LDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.00

1.09

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.03

0.51

-0.54

Martin ratioReturn relative to average drawdown

-0.07

1.16

-1.23

TP05.L vs. SEML.L - Sharpe Ratio Comparison

The current TP05.L Sharpe Ratio is -0.03, which is lower than the SEML.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of TP05.L and SEML.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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Sharpe Ratios by Period


TP05.LSEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.42

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.40

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

-0.30

+0.24

Drawdowns

TP05.L vs. SEML.L - Drawdown Comparison

The maximum TP05.L drawdown since its inception was -23.61%, smaller than the maximum SEML.L drawdown of -66.68%. Use the drawdown chart below to compare losses from any high point for TP05.L and SEML.L.


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Drawdown Indicators


TP05.LSEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-66.68%

+43.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-5.65%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-9.95%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-20.11%

-3.50%

Max Drawdown (10Y)

Largest decline over 10 years

-39.61%

Current Drawdown

Current decline from peak

-22.31%

-65.00%

+42.69%

Average Drawdown

Average peak-to-trough decline

-10.24%

-54.41%

+44.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.46%

+1.42%

Volatility

TP05.L vs. SEML.L - Volatility Comparison

iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) has a higher volatility of 3.02% compared to iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) at 1.79%. This indicates that TP05.L's price experiences larger fluctuations and is considered to be riskier than SEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TP05.LSEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

1.79%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

5.19%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

6.73%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

8.32%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

10.11%

-1.12%

TP05.L vs. SEML.L - Expense Ratio Comparison

TP05.L has a 0.10% expense ratio, which is lower than SEML.L's 0.50% expense ratio.


Dividends

TP05.L vs. SEML.L - Dividend Comparison

TP05.L's dividend yield for the trailing twelve months is around 0.06%, more than SEML.L's 0.03% yield.


PositionTTM20252024202320222021202020192018201720162015
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
0.03%0.05%0.06%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.03%
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
0.06%0.06%0.07%0.05%0.00%0.00%0.03%0.03%0.03%0.01%0.00%0.00%

Frequently Asked Questions


TP05.L and SEML.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TP05.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TP05.L is cheaper with a 0.10% expense ratio, compared with 0.50% for SEML.L.

TP05.L is categorized as Inflation-Protected Bonds, while SEML.L is Emerging Markets Bonds. TP05.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while SEML.L tracks JPM GBI-EM Global Diversified TR USD. Their fees differ too: 0.10% for TP05.L and 0.50% for SEML.L.

Portfolio Optimizer

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