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TPSA.AS vs. ITPS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPSA.AS and ITPS.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

TPSA.AS vs. ITPS.L - Performance Comparison

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

60.00%62.00%64.00%66.00%68.00%70.00%OctoberNovemberDecember2025FebruaryMarch
65.59%
66.75%
TPSA.AS
ITPS.L

Key characteristics

Sharpe Ratio

TPSA.AS:

0.75

ITPS.L:

0.50

Sortino Ratio

TPSA.AS:

1.10

ITPS.L:

0.78

Omega Ratio

TPSA.AS:

1.15

ITPS.L:

1.09

Calmar Ratio

TPSA.AS:

0.44

ITPS.L:

0.18

Martin Ratio

TPSA.AS:

5.21

ITPS.L:

2.50

Ulcer Index

TPSA.AS:

1.03%

ITPS.L:

1.43%

Daily Std Dev

TPSA.AS:

7.08%

ITPS.L:

7.20%

Max Drawdown

TPSA.AS:

-19.97%

ITPS.L:

-37.27%

Current Drawdown

TPSA.AS:

-6.70%

ITPS.L:

-16.28%

Returns By Period

In the year-to-date period, TPSA.AS achieves a -1.74% return, which is significantly lower than ITPS.L's -0.31% return. Over the past 10 years, TPSA.AS has underperformed ITPS.L with an annualized return of 2.34%, while ITPS.L has yielded a comparatively higher 3.98% annualized return.


TPSA.AS

YTD

-1.74%

1M

-3.15%

6M

2.85%

1Y

5.02%

5Y*

1.96%

10Y*

2.34%

ITPS.L

YTD

-0.31%

1M

-2.16%

6M

2.44%

1Y

3.04%

5Y*

1.26%

10Y*

3.98%

*Annualized

Compare stocks, funds, or ETFs

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


TPSA.AS vs. ITPS.L - Expense Ratio Comparison

Both TPSA.AS and ITPS.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
Expense ratio chart for TPSA.AS: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for ITPS.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

TPSA.AS vs. ITPS.L — 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 4747
Overall Rank
The Sharpe Ratio Rank of TPSA.AS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TPSA.AS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of TPSA.AS is 4949
Omega Ratio Rank
The Calmar Ratio Rank of TPSA.AS is 3434
Calmar Ratio Rank
The Martin Ratio Rank of TPSA.AS is 6666
Martin Ratio Rank

ITPS.L
The Risk-Adjusted Performance Rank of ITPS.L is 3030
Overall Rank
The Sharpe Ratio Rank of ITPS.L is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ITPS.L is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ITPS.L is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ITPS.L is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ITPS.L is 4040
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. ITPS.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 $ TIPS UCITS ETF USD (Acc) (ITPS.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.


Sharpe ratio
The chart of Sharpe ratio for TPSA.AS, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.005.000.960.98
The chart of Sortino ratio for TPSA.AS, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.0012.001.381.46
The chart of Omega ratio for TPSA.AS, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.17
The chart of Calmar ratio for TPSA.AS, currently valued at 0.47, compared to the broader market0.005.0010.0015.000.470.32
The chart of Martin ratio for TPSA.AS, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.00100.003.433.46
TPSA.AS
ITPS.L

The current TPSA.AS Sharpe Ratio is 0.75, which is higher than the ITPS.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TPSA.AS and ITPS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2025FebruaryMarch
0.96
0.98
TPSA.AS
ITPS.L

Dividends

TPSA.AS vs. ITPS.L - Dividend Comparison

Neither TPSA.AS nor ITPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TPSA.AS vs. ITPS.L - Drawdown Comparison

The maximum TPSA.AS drawdown since its inception was -19.97%, smaller than the maximum ITPS.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for TPSA.AS and ITPS.L. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%OctoberNovemberDecember2025FebruaryMarch
-6.16%
-12.82%
TPSA.AS
ITPS.L

Volatility

TPSA.AS vs. ITPS.L - Volatility Comparison

iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) has a higher volatility of 2.82% compared to iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) at 2.34%. This indicates that TPSA.AS's price experiences larger fluctuations and is considered to be riskier than ITPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%OctoberNovemberDecember2025FebruaryMarch
2.82%
2.34%
TPSA.AS
ITPS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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