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

Performance

UTIP.L vs. XGIU.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 Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.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 XGIU.L is traded in GBp. To make them comparable, the XGIU.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 XGIU.L's 1.28% return. Over the past 10 years, UTIP.L has outperformed XGIU.L with an annualized return of 41.75%, while XGIU.L has yielded a comparatively lower 1.97% 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%

XGIU.L

1D
0.09%
1M
0.66%
YTD
1.28%
6M
0.66%
1Y
4.77%
3Y*
0.78%
5Y*
-1.04%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTIP.L vs. XGIU.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%
XGIU.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
1.28%1.16%-1.40%-0.59%-12.25%3.51%7.89%4.14%3.71%1.12%

Correlation

The correlation between UTIP.L and XGIU.L is 0.69, 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

0.69

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

0.68

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

0.62

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

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.46

Over the past year, UTIP.L and XGIU.L have become more correlated (0.69) than their long-term average of 0.46, meaning their price movements have been converging.

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Return for Risk

UTIP.L vs. XGIU.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

XGIU.L
XGIU.L Risk / Return Rank: 2727
Overall Rank
XGIU.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XGIU.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
XGIU.L Omega Ratio Rank: 2626
Omega Ratio Rank
XGIU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XGIU.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. XGIU.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 Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.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.LXGIU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.04

1.17

-0.14

Calmar ratioReturn relative to maximum drawdown

0.19

1.60

-1.42

Martin ratioReturn relative to average drawdown

0.38

3.05

-2.67

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

The current UTIP.L Sharpe Ratio is 0.17, which is lower than the XGIU.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of UTIP.L and XGIU.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.LXGIU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.93

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.14

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.30

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.02

Drawdowns

UTIP.L vs. XGIU.L - Drawdown Comparison

The maximum UTIP.L drawdown since its inception was -23.72%, which is greater than XGIU.L's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for UTIP.L and XGIU.L.


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Drawdown Indicators


UTIP.LXGIU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.72%

-20.08%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-2.97%

-3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-10.48%

-5.40%

-5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.38%

-20.08%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-23.72%

-20.08%

-3.64%

Current Drawdown

Current decline from peak

-21.46%

-14.69%

-6.77%

Average Drawdown

Average peak-to-trough decline

-9.04%

-11.04%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

1.56%

+1.71%

Volatility

UTIP.L vs. XGIU.L - Volatility Comparison

The current volatility for SPDR Bloomberg US TIPS UCITS ETF (UTIP.L) is 1.76%, while Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) has a volatility of 2.42%. This indicates that UTIP.L experiences smaller price fluctuations and is considered to be less risky than XGIU.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.LXGIU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

2.42%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

3.99%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.14%

5.10%

+2.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

8.96%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.48%

11.64%

+106.84%

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

UTIP.L has a 0.17% expense ratio, which is lower than XGIU.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. XGIU.L - Dividend Comparison

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


PositionTTM202520242023202220212020201920182017
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%
XGIU.L
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTIP.L and XGIU.L have a correlation of 0.69, 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 XGIU.L.

UTIP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XGIU.L tracks Bloomberg Gbl Infl Linked TR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.17% for UTIP.L and 0.20% for XGIU.L.

Portfolio Optimizer

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