UC15.L vs. IDTP.L
UC15.L (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) and IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) are both exchange-traded funds - UC15.L is a Commodities fund tracking the UBS CMCI, while IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 10 years, UC15.L returned 9.68%/yr vs 3.38%/yr for IDTP.L. At a 0.25 correlation, their price movements are largely independent. UC15.L charges 0.34%/yr vs 0.12%/yr for IDTP.L.
Performance
UC15.L vs. IDTP.L - Performance Comparison
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Different Trading Currencies
UC15.L is traded in GBp, while IDTP.L is traded in USD. To make them comparable, the IDTP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, UC15.L achieves a 21.49% return, which is significantly higher than IDTP.L's 1.47% return. Over the past 10 years, UC15.L has outperformed IDTP.L with an annualized return of 9.68%, while IDTP.L has yielded a comparatively lower 3.38% annualized return.
UC15.L
- 1D
- -1.31%
- 1M
- 0.83%
- YTD
- 21.49%
- 6M
- 20.94%
- 1Y
- 31.35%
- 3Y*
- 10.32%
- 5Y*
- 12.77%
- 10Y*
- 9.68%
IDTP.L
- 1D
- 0.01%
- 1M
- 1.18%
- YTD
- 1.47%
- 6M
- 0.61%
- 1Y
- 6.01%
- 3Y*
- 1.20%
- 5Y*
- 2.04%
- 10Y*
- 3.38%
UC15.L vs. IDTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 21.49% | 2.57% | 6.44% | -6.52% | 29.97% | 36.11% | -2.49% | 5.31% | -5.25% | -2.80% |
IDTP.L iShares $ TIPS UCITS ETF USD (Acc) | 1.47% | -0.68% | 3.94% | -1.47% | -2.38% | 7.17% | 7.72% | 4.55% | 4.42% | -5.65% |
Correlation
The correlation between UC15.L and IDTP.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2013 | 0.25 |
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Return for Risk
UC15.L vs. IDTP.L — Risk / Return Rank
UC15.L
IDTP.L
UC15.L vs. IDTP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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.
| UC15.L | IDTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.15 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 0.99 | +4.24 |
| Martin ratioReturn relative to average drawdown | 13.93 | 2.60 | +11.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UC15.L | IDTP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 0.85 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.22 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.31 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.50 | -0.17 |
Drawdowns
UC15.L vs. IDTP.L - Drawdown Comparison
The maximum UC15.L drawdown since its inception was -42.93%, which is greater than IDTP.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for UC15.L and IDTP.L.
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Drawdown Indicators
| UC15.L | IDTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.93% | -17.38% | -25.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -5.83% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -8.23% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -17.43% | -16.60% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -30.26% | -16.60% | -13.66% |
Current DrawdownCurrent decline from peak | -3.53% | -8.84% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -15.17% | -6.75% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.22% | +0.10% |
Volatility
UC15.L vs. IDTP.L - Volatility Comparison
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a higher volatility of 5.07% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.51%. This indicates that UC15.L's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC15.L | IDTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 1.51% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 5.29% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 6.76% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 9.12% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.80% | 10.72% | +4.08% |
UC15.L vs. IDTP.L - Expense Ratio Comparison
UC15.L has a 0.34% expense ratio, which is higher than IDTP.L's 0.12% expense ratio.
Dividends
UC15.L vs. IDTP.L - Dividend Comparison
Neither UC15.L nor IDTP.L has paid dividends to shareholders.
Frequently Asked Questions
UC15.L and IDTP.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.34% for UC15.L.
UC15.L is categorized as Commodities, while IDTP.L is Inflation-Protected Bonds. UC15.L tracks UBS CMCI, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for UC15.L and 0.12% for IDTP.L.
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