PortfoliosLab logoPortfoliosLab logo
UTIP.L vs. ITPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTIP.L vs. ITPG.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 $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UTIP.L achieves a 1.16% return, which is significantly higher than ITPG.L's 0.54% return.


UTIP.L

1D
-0.14%
1M
-1.78%
6M
2.14%
YTD
1.16%
1Y
3.23%
3Y*
2.12%
5Y*
0.84%
10Y*
2.37%
ALL TIME*
4.12%

ITPG.L

1D
0.21%
1M
-1.04%
6M
0.54%
YTD
0.54%
1Y
2.74%
3Y*
3.11%
5Y*
-0.28%
10Y*
ALL TIME*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£1.01M£952.02K£1.41M
£13.21K£29.55K£26.44K

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


2026 (YTD)20252024202320222021202020192018
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
1.16%-0.43%3.62%-2.21%-2.41%7.59%7.22%5.24%8.79%
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
0.54%6.20%1.89%2.58%-13.77%6.17%10.05%6.89%-1.16%

Correlation

The correlation between UTIP.L and ITPG.L is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.28

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

0.34

Over the past year, the correlation between UTIP.L and ITPG.L has dropped to 0.14 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

UTIP.L vs. ITPG.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: 2525
Overall Rank
UTIP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UTIP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
UTIP.L Omega Ratio Rank: 2525
Omega Ratio Rank
UTIP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
UTIP.L Martin Ratio Rank: 2424
Martin Ratio Rank

ITPG.L
ITPG.L Risk / Return Rank: 2727
Overall Rank
ITPG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ITPG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
ITPG.L Omega Ratio Rank: 2222
Omega Ratio Rank
ITPG.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
ITPG.L Martin Ratio Rank: 3131
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. ITPG.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 $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.11

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratioReturn relative to maximum drawdown

0.75

1.25

-0.50

Martin ratioReturn relative to average drawdown

1.82

2.95

-1.13

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

The current UTIP.L Sharpe Ratio is 0.64, which is comparable to the ITPG.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of UTIP.L and ITPG.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.


Loading charts...

Drawdowns

UTIP.L vs. ITPG.L - Drawdown Comparison

The maximum UTIP.L drawdown since its inception was -15.81%, smaller than the maximum ITPG.L drawdown of -16.78%. Use the drawdown chart below to compare losses from any high point for UTIP.L and ITPG.L.


Loading charts...

Drawdown Indicators


UTIP.LITPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.81%

-16.78%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-1.85%

-3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-4.35%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-16.78%

+0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-15.81%

Current Drawdown

Current decline from peak

-8.37%

-4.23%

-4.14%

Average Drawdown

Average peak-to-trough decline

-6.84%

-5.43%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

0.79%

+1.43%

Volatility

UTIP.L vs. ITPG.L - Volatility Comparison

SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) has a higher volatility of 1.21% compared to iShares $ TIPS UCITS ETF GBP Hedged (Dist) (ITPG.L) at 0.74%. This indicates that UTIP.L's price experiences larger fluctuations and is considered to be riskier than ITPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UTIP.LITPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

0.74%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

2.84%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

4.34%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

6.38%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

6.35%

+2.99%

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

UTIP.L has a 0.17% expense ratio, which is higher than ITPG.L's 0.12% 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

UTIP.L vs. ITPG.L - Dividend Comparison

UTIP.L's dividend yield for the trailing twelve months is around 4.44%, less than ITPG.L's 4.68% yield.


PositionTTM2025202420232022202120202019201820172016
ITPG.L
iShares $ TIPS UCITS ETF GBP Hedged (Dist)
4.68%4.56%4.62%1.50%1.24%1.09%2.03%2.79%1.92%0.00%0.00%
UTIP.L
SPDR Bloomberg US TIPS UCITS ETF
4.44%3.57%4.00%4.37%7.34%3.24%0.69%1.75%3.69%2.50%1.67%

Frequently Asked Questions


UTIP.L and ITPG.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITPG.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITPG.L is cheaper with a 0.12% expense ratio, compared with 0.17% for UTIP.L.

UTIP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while ITPG.L tracks BBG US Government Inflation-Linked Bond Index (USD). They also come from different issuers: State Street and iShares. Their fees differ too: 0.17% for UTIP.L and 0.12% for ITPG.L.

Portfolio Optimizer

Find the right allocation for UTIP.L and ITPG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer