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TPSA.AS vs. XHLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPSA.AS vs. XHLF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with TPSA.AS having a 2.53% return and XHLF slightly higher at 2.55%.


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%

XHLF

1D
-0.14%
1M
0.91%
YTD
2.55%
6M
1.97%
1Y
2.17%
3Y*
1.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPSA.AS vs. XHLF - Yearly Performance Comparison


2026 (YTD)2025202420232022
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
2.53%-5.59%8.47%0.33%-9.33%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
2.55%-8.16%11.98%1.76%-5.71%

Correlation

The correlation between TPSA.AS and XHLF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.55

The correlation between TPSA.AS and XHLF has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

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Return for Risk

TPSA.AS vs. XHLF — 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

XHLF
XHLF Risk / Return Rank: 100100
Overall Rank
XHLF Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
XHLF Sortino Ratio Rank: 100100
Sortino Ratio Rank
XHLF Omega Ratio Rank: 100100
Omega Ratio Rank
XHLF Calmar Ratio Rank: 100100
Calmar Ratio Rank
XHLF Martin Ratio Rank: 100100
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. XHLF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.ASXHLFDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.09

1.06

+0.03

Calmar ratioReturn relative to maximum drawdown

0.77

0.57

+0.20

Martin ratioReturn relative to average drawdown

1.95

1.32

+0.64

TPSA.AS vs. XHLF - Sharpe Ratio Comparison

The current TPSA.AS Sharpe Ratio is 0.52, which is higher than the XHLF Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of TPSA.AS and XHLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TPSA.ASXHLFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.35

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.04

+0.42

Drawdowns

TPSA.AS vs. XHLF - Drawdown Comparison

The maximum TPSA.AS drawdown since its inception was -19.92%, which is greater than XHLF's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for TPSA.AS and XHLF.


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Drawdown Indicators


TPSA.ASXHLFDifference

Max Drawdown

Largest peak-to-trough decline

-19.92%

-11.96%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-3.83%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-10.93%

-11.55%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-15.80%

Current Drawdown

Current decline from peak

-8.08%

-6.90%

-1.18%

Average Drawdown

Average peak-to-trough decline

-6.59%

-6.71%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.65%

-0.07%

Volatility

TPSA.AS vs. XHLF - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (TPSA.AS) is 0.89%, while BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) has a volatility of 1.28%. This indicates that TPSA.AS experiences smaller price fluctuations and is considered to be less risky than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPSA.ASXHLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.28%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

4.30%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

6.23%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.38%

7.58%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.15%

7.58%

+0.57%

TPSA.AS vs. XHLF - Expense Ratio Comparison

TPSA.AS has a 0.12% expense ratio, which is higher than XHLF's 0.03% 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%.


Dividends

TPSA.AS vs. XHLF - Dividend Comparison

TPSA.AS has not paid dividends to shareholders, while XHLF's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM2025202420232022
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
XHLF
BondBloxx Bloomberg Six Month Target Duration US Treasury ETF
3.85%3.98%4.96%4.50%0.86%

Frequently Asked Questions


TPSA.AS and XHLF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHLF is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHLF is cheaper with a 0.03% expense ratio, compared with 0.12% for TPSA.AS.

TPSA.AS is categorized as Inflation-Protected Bonds, while XHLF is Government Bonds. TPSA.AS tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XHLF tracks Bloomberg US Treasury 6 Month Duration Index. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.12% for TPSA.AS and 0.03% for XHLF.

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