PortfoliosLab logoPortfoliosLab logo
TPSA.AS vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TPSA.AS vs. BTC-USD - Performance Comparison

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

Loading charts...

Different Trading Currencies

TPSA.AS is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TPSA.AS achieves a 2.53% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, TPSA.AS has underperformed BTC-USD with an annualized return of 2.38%, while BTC-USD has yielded a comparatively higher 59.35% annualized return.


TPSA.AS

1D
-0.13%
1M
0.70%
YTD
2.53%
6M
1.56%
1Y
3.01%
3Y*
1.06%
5Y*
1.90%
10Y*
2.38%

BTC-USD

1D
-1.22%
1M
-21.18%
YTD
-26.78%
6M
-31.03%
1Y
-40.54%
3Y*
31.42%
5Y*
12.48%
10Y*
59.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPSA.AS vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
2.53%-5.59%8.47%0.33%-7.67%15.08%1.51%11.11%3.08%-9.23%
BTC-USD
Bitcoin
-26.78%-17.40%136.59%145.80%-61.85%71.33%271.22%98.48%-73.46%1,229.62%

Correlation

The correlation between TPSA.AS and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.03

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TPSA.AS vs. BTC-USD — Risk / Return Rank

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

TPSA.AS
TPSA.AS Risk / Return Rank: 1818
Overall Rank
TPSA.AS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TPSA.AS Sortino Ratio Rank: 1717
Sortino Ratio Rank
TPSA.AS Omega Ratio Rank: 1616
Omega Ratio Rank
TPSA.AS Calmar Ratio Rank: 1919
Calmar Ratio Rank
TPSA.AS Martin Ratio Rank: 1919
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

TPSA.AS vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and Bitcoin (BTC-USD). 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.


TPSA.ASBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.09

0.86

+0.24

Calmar ratioReturn relative to maximum drawdown

0.77

-0.81

+1.58

Martin ratioReturn relative to average drawdown

1.95

-1.44

+3.39

TPSA.AS vs. BTC-USD - Sharpe Ratio Comparison

The current TPSA.AS Sharpe Ratio is 0.52, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of TPSA.AS and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TPSA.ASBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

-0.95

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.23

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.88

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.13

-0.67

Drawdowns

TPSA.AS vs. BTC-USD - Drawdown Comparison

The maximum TPSA.AS drawdown since its inception was -19.92%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for TPSA.AS and BTC-USD.


Loading charts...

Drawdown Indicators


TPSA.ASBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-83.05%

+63.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-49.93%

+45.96%

Max Drawdown (3Y)

Largest decline over 3 years

-10.93%

-49.93%

+39.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

-73.60%

+58.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.80%

-82.51%

+66.71%

Current Drawdown

Current decline from peak

-8.08%

-48.78%

+40.70%

Average Drawdown

Average peak-to-trough decline

-6.59%

-39.96%

+33.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

33.68%

-32.10%

Volatility

TPSA.AS vs. BTC-USD - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) is 0.89%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that TPSA.AS experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TPSA.ASBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

10.14%

-9.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

34.46%

-30.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

35.39%

-29.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

45.05%

-36.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.15%

55.99%

-47.84%

Frequently Asked Questions


TPSA.AS and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for TPSA.AS and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer