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UTIP.L vs. IGIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTIP.L vs. IGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UTIP.L is traded in GBP, while IGIL.L is traded in USD. To make them comparable, the IGIL.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, UTIP.L achieves a -0.61% return, which is significantly lower than IGIL.L's 1.38% return. Over the past 10 years, UTIP.L has outperformed IGIL.L with an annualized return of 41.75%, while IGIL.L has yielded a comparatively lower 1.78% annualized return.


UTIP.L

1D
0.00%
1M
0.96%
YTD
-0.61%
6M
-1.42%
1Y
1.23%
3Y*
-2.70%
5Y*
-2.60%
10Y*
41.75%

IGIL.L

1D
0.08%
1M
0.64%
YTD
1.38%
6M
0.32%
1Y
4.81%
3Y*
0.68%
5Y*
-1.21%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTIP.L vs. IGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
-0.61%-3.83%-0.45%-6.33%-8.86%4.03%279.51%55.61%265.06%56.18%
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
1.38%0.72%-1.23%-0.17%-12.55%3.91%8.92%3.71%1.68%-0.94%

Correlation

The correlation between UTIP.L and IGIL.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.55

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.59

Over the past year, the correlation between UTIP.L and IGIL.L has dropped to 0.33 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

UTIP.L vs. IGIL.L — Risk / Return Rank

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

UTIP.L
UTIP.L Risk / Return Rank: 1111
Overall Rank
UTIP.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UTIP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
UTIP.L Omega Ratio Rank: 1111
Omega Ratio Rank
UTIP.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
UTIP.L Martin Ratio Rank: 1111
Martin Ratio Rank

IGIL.L
IGIL.L Risk / Return Rank: 2121
Overall Rank
IGIL.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IGIL.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IGIL.L Omega Ratio Rank: 1818
Omega Ratio Rank
IGIL.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IGIL.L Martin Ratio Rank: 2424
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.

UTIP.L vs. IGIL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) and iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.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.


UTIP.LIGIL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.04

1.14

-0.10

Calmar ratioReturn relative to maximum drawdown

0.19

1.28

-1.09

Martin ratioReturn relative to average drawdown

0.38

2.93

-2.56

UTIP.L vs. IGIL.L - Sharpe Ratio Comparison

The current UTIP.L Sharpe Ratio is 0.17, which is lower than the IGIL.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of UTIP.L and IGIL.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


UTIP.LIGIL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.79

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.13

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.18

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.40

-0.05

Drawdowns

UTIP.L vs. IGIL.L - Drawdown Comparison

The maximum UTIP.L drawdown since its inception was -23.72%, which is greater than IGIL.L's maximum drawdown of -20.30%. Use the drawdown chart below to compare losses from any high point for UTIP.L and IGIL.L.


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Drawdown Indicators


UTIP.LIGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.72%

-20.30%

-3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-3.74%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-10.48%

-5.89%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.38%

-20.30%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

-20.30%

-3.42%

Current Drawdown

Current decline from peak

-21.46%

-14.84%

-6.62%

Average Drawdown

Average peak-to-trough decline

-9.04%

-7.16%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

1.64%

+1.63%

Volatility

UTIP.L vs. IGIL.L - Volatility Comparison

SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) has a higher volatility of 1.76% compared to iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc (IGIL.L) at 1.61%. This indicates that UTIP.L's price experiences larger fluctuations and is considered to be riskier than IGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTIP.LIGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

1.61%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

4.98%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.14%

6.07%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

9.34%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.48%

10.00%

+108.48%

UTIP.L vs. IGIL.L - Expense Ratio Comparison

UTIP.L has a 0.17% expense ratio, which is lower than IGIL.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UTIP.L vs. IGIL.L - Dividend Comparison

Neither UTIP.L nor IGIL.L has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IGIL.L
iShares Global Inflation Linked Govt Bond UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%69.04%31.90%67.27%43.97%

Frequently Asked Questions


UTIP.L and IGIL.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UTIP.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UTIP.L is cheaper with a 0.17% expense ratio, compared with 0.20% for IGIL.L.

UTIP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while IGIL.L tracks Bloomberg World Government Inflation-Linked Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.17% for UTIP.L and 0.20% for IGIL.L.

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