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TPSA.AS vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPSA.AS and AAAU is 0.10, 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

TPSA.AS vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TPSA.AS:

0.09

AAAU:

2.30

Sortino Ratio

TPSA.AS:

0.09

AAAU:

3.00

Omega Ratio

TPSA.AS:

1.01

AAAU:

1.38

Calmar Ratio

TPSA.AS:

0.02

AAAU:

4.86

Martin Ratio

TPSA.AS:

0.07

AAAU:

13.29

Ulcer Index

TPSA.AS:

3.45%

AAAU:

2.97%

Daily Std Dev

TPSA.AS:

9.24%

AAAU:

17.72%

Max Drawdown

TPSA.AS:

-33.67%

AAAU:

-21.63%

Current Drawdown

TPSA.AS:

-10.28%

AAAU:

-3.78%

Returns By Period

In the year-to-date period, TPSA.AS achieves a -5.52% return, which is significantly lower than AAAU's 25.49% return.


TPSA.AS

YTD

-5.52%

1M

-0.95%

6M

-5.34%

1Y

0.84%

3Y*

-1.27%

5Y*

0.87%

10Y*

2.23%

AAAU

YTD

25.49%

1M

-0.05%

6M

23.75%

1Y

40.49%

3Y*

21.30%

5Y*

13.51%

10Y*

N/A

*Annualized

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Goldman Sachs Physical Gold ETF

TPSA.AS vs. AAAU - Expense Ratio Comparison

TPSA.AS has a 0.12% expense ratio, which is lower than AAAU's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TPSA.AS vs. AAAU — Risk-Adjusted Performance Rank

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

TPSA.AS
The Risk-Adjusted Performance Rank of TPSA.AS is 1616
Overall Rank
The Sharpe Ratio Rank of TPSA.AS is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of TPSA.AS is 1414
Sortino Ratio Rank
The Omega Ratio Rank of TPSA.AS is 1414
Omega Ratio Rank
The Calmar Ratio Rank of TPSA.AS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TPSA.AS is 1616
Martin Ratio Rank

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9595
Overall Rank
The Sharpe Ratio Rank of AAAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPSA.AS vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and Goldman Sachs Physical Gold ETF (AAAU). 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.


The current TPSA.AS Sharpe Ratio is 0.09, which is lower than the AAAU Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of TPSA.AS and AAAU, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TPSA.AS vs. AAAU - Dividend Comparison

Neither TPSA.AS nor AAAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TPSA.AS vs. AAAU - Drawdown Comparison

The maximum TPSA.AS drawdown since its inception was -33.67%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for TPSA.AS and AAAU.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TPSA.AS vs. AAAU - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) is 2.69%, while Goldman Sachs Physical Gold ETF (AAAU) has a volatility of 7.81%. This indicates that TPSA.AS experiences smaller price fluctuations and is considered to be less risky than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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