TPSA.AS vs. CU71.L
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L).
TPSA.AS and CU71.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPSA.AS 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. CU71.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2009. Both TPSA.AS and CU71.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: TPSA.AS or CU71.L.
Key characteristics
| TPSA.AS | CU71.L | |
|---|---|---|
| YTD Return | 4.51% | 1.67% |
| 1Y Return | 3.77% | 2.62% |
| 3Y Return (Ann) | 0.78% | 0.90% |
| 5Y Return (Ann) | 2.45% | -0.24% |
| 10Y Return (Ann) | 3.88% | 3.75% |
| Sharpe Ratio | 0.70 | 0.47 |
| Daily Std Dev | 5.81% | 5.97% |
| Max Drawdown | -19.97% | -20.50% |
| Current Drawdown | -8.51% | -14.70% |
Correlation
The correlation between TPSA.AS and CU71.L is 0.52, 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
TPSA.AS vs. CU71.L - Performance Comparison
In the year-to-date period, TPSA.AS achieves a 4.51% return, which is significantly higher than CU71.L's 1.67% return. Both investments have delivered pretty close results over the past 10 years, with TPSA.AS having a 3.88% annualized return and CU71.L not far behind at 3.75%. 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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TPSA.AS vs. CU71.L - Expense Ratio Comparison
TPSA.AS has a 0.12% expense ratio, which is higher than CU71.L'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
TPSA.AS vs. CU71.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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
TPSA.AS vs. CU71.L - Dividend Comparison
Neither TPSA.AS nor CU71.L has paid dividends to shareholders.
Drawdowns
TPSA.AS vs. CU71.L - Drawdown Comparison
The maximum TPSA.AS drawdown since its inception was -19.97%, roughly equal to the maximum CU71.L drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for TPSA.AS and CU71.L. For additional features, visit the drawdowns tool.
Volatility
TPSA.AS vs. CU71.L - Volatility Comparison
iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) has a higher volatility of 1.24% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) at 1.04%. This indicates that TPSA.AS's price experiences larger fluctuations and is considered to be riskier than CU71.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.