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UBTL.L vs. TP05.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBTL.L vs. TP05.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBTL.L achieves a -0.05% return, which is significantly higher than TP05.L's -0.38% return.


UBTL.L

1D
0.19%
1M
1.78%
YTD
-0.05%
6M
-1.17%
1Y
5.11%
3Y*
-3.66%
5Y*
-4.40%
10Y*

TP05.L

1D
-0.05%
1M
-1.67%
YTD
-0.38%
6M
-1.26%
1Y
-0.27%
3Y*
-3.94%
5Y*
0.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBTL.L vs. TP05.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBTL.L
UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis
-0.05%-2.86%-3.20%-5.34%-24.00%9.31%19.40%13.92%0.17%0.20%
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
-0.38%-6.85%-0.44%-6.21%8.40%6.35%-1.65%-1.59%3.26%-4.52%

Correlation

The correlation between UBTL.L and TP05.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.35

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.51

The correlation between UBTL.L and TP05.L shifts across timeframes, from 0.35 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBTL.L vs. TP05.L — Risk / Return Rank

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

UBTL.L
UBTL.L Risk / Return Rank: 1717
Overall Rank
UBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
UBTL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
UBTL.L Omega Ratio Rank: 1717
Omega Ratio Rank
UBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
UBTL.L Martin Ratio Rank: 1515
Martin Ratio Rank

TP05.L
TP05.L Risk / Return Rank: 99
Overall Rank
TP05.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TP05.L Sortino Ratio Rank: 88
Sortino Ratio Rank
TP05.L Omega Ratio Rank: 88
Omega Ratio Rank
TP05.L Calmar Ratio Rank: 99
Calmar Ratio Rank
TP05.L Martin Ratio Rank: 99
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.

UBTL.L vs. TP05.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.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.


UBTL.LTP05.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.10

1.00

+0.10

Calmar ratioReturn relative to maximum drawdown

0.64

-0.03

+0.68

Martin ratioReturn relative to average drawdown

1.25

-0.07

+1.31

UBTL.L vs. TP05.L - Sharpe Ratio Comparison

The current UBTL.L Sharpe Ratio is 0.54, which is higher than the TP05.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of UBTL.L and TP05.L, 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


UBTL.LTP05.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

-0.03

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.02

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.06

+0.05

Drawdowns

UBTL.L vs. TP05.L - Drawdown Comparison

The maximum UBTL.L drawdown since its inception was -38.66%, which is greater than TP05.L's maximum drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for UBTL.L and TP05.L.


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Drawdown Indicators


UBTL.LTP05.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.66%

-23.61%

-15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-7.76%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-15.39%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-38.66%

-23.61%

-15.05%

Current Drawdown

Current decline from peak

-34.41%

-22.31%

-12.10%

Average Drawdown

Average peak-to-trough decline

-16.79%

-10.24%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

3.88%

+0.21%

Volatility

UBTL.L vs. TP05.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis (UBTL.L) is 2.36%, while iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) has a volatility of 3.02%. This indicates that UBTL.L experiences smaller price fluctuations and is considered to be less risky than TP05.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBTL.LTP05.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

3.02%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

5.23%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

9.40%

7.68%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

8.80%

+6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.34%

8.99%

+6.35%

UBTL.L vs. TP05.L - Expense Ratio Comparison

UBTL.L has a 0.20% expense ratio, which is higher than TP05.L's 0.10% 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

UBTL.L vs. TP05.L - Dividend Comparison

UBTL.L's dividend yield for the trailing twelve months is around 6.15%, more than TP05.L's 0.06% yield.


PositionTTM202520242023202220212020201920182017
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
0.06%0.06%0.07%0.05%0.00%0.00%0.03%0.03%0.03%0.01%
UBTL.L
UBS ETF (LU) Bloomberg TIPS 10+ UCITS ETF (USD) A-dis
6.15%5.34%5.57%6.49%8.27%2.56%0.73%2.60%2.29%1.99%

Frequently Asked Questions


UBTL.L and TP05.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TP05.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TP05.L is cheaper with a 0.10% expense ratio, compared with 0.20% for UBTL.L.

Both ETFs track Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UBTL.L and 0.10% for TP05.L.

Portfolio Optimizer

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