TP05.L vs. SXRM.DE
Compare and contrast key facts about iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE).
TP05.L and SXRM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TP05.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 Apr 20, 2017. SXRM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Jun 3, 2009. Both TP05.L and SXRM.DE 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: TP05.L or SXRM.DE.
Key characteristics
| TP05.L | SXRM.DE | |
|---|---|---|
| YTD Return | 4.98% | 0.02% |
| 1Y Return | 4.21% | 5.67% |
| 3Y Return (Ann) | 3.80% | -3.80% |
| 5Y Return (Ann) | 3.71% | -1.33% |
| Sharpe Ratio | 0.67 | 0.71 |
| Sortino Ratio | 1.05 | 1.10 |
| Omega Ratio | 1.12 | 1.13 |
| Calmar Ratio | 0.33 | 0.25 |
| Martin Ratio | 2.16 | 2.01 |
| Ulcer Index | 1.79% | 2.52% |
| Daily Std Dev | 5.82% | 7.12% |
| Max Drawdown | -15.95% | -23.31% |
| Current Drawdown | -6.87% | -16.48% |
Correlation
The correlation between TP05.L and SXRM.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TP05.L vs. SXRM.DE - Performance Comparison
In the year-to-date period, TP05.L achieves a 4.98% return, which is significantly higher than SXRM.DE's 0.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TP05.L vs. SXRM.DE - Expense Ratio Comparison
TP05.L has a 0.10% expense ratio, which is higher than SXRM.DE'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%.
Risk-Adjusted Performance
TP05.L vs. SXRM.DE - Risk-Adjusted Performance 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 USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). 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
TP05.L vs. SXRM.DE - Dividend Comparison
TP05.L's dividend yield for the trailing twelve months is around 11.25%, while SXRM.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TP05.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 11.25% | 5.27% | 0.34% | 0.35% | 3.26% | 3.36% | 2.92% | 1.05% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TP05.L vs. SXRM.DE - Drawdown Comparison
The maximum TP05.L drawdown since its inception was -15.95%, smaller than the maximum SXRM.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for TP05.L and SXRM.DE. For additional features, visit the drawdowns tool.
Volatility
TP05.L vs. SXRM.DE - Volatility Comparison
The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) is 1.20%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.93%. This indicates that TP05.L experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.