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VOO vs. IDTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. IDTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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, VOO achieves a 8.45% return, which is significantly higher than IDTP.L's 1.09% return. Over the past 10 years, VOO has outperformed IDTP.L with an annualized return of 15.23%, while IDTP.L has yielded a comparatively lower 2.62% annualized return.


VOO

1D
-2.59%
1M
0.50%
YTD
8.45%
6M
8.18%
1Y
25.87%
3Y*
21.52%
5Y*
13.39%
10Y*
15.23%

IDTP.L

1D
0.04%
1M
-0.08%
YTD
1.09%
6M
1.31%
1Y
4.84%
3Y*
3.82%
5Y*
0.96%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. IDTP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
8.45%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.09%6.94%2.15%3.71%-12.76%6.17%10.98%8.68%-1.43%3.28%

Correlation

The correlation between VOO and IDTP.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.10

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

-0.05

The correlation between VOO and IDTP.L shifts across timeframes, from -0.05 (all time) to 0.12 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. IDTP.L — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 6666
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6363
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6060
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
Martin Ratio Rank

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
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.

VOO vs. IDTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.


VOOIDTP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

2.92

2.48

+0.44

Martin ratioReturn relative to average drawdown

13.53

6.88

+6.64

VOO vs. IDTP.L - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.15, which is higher than the IDTP.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VOO and IDTP.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


VOOIDTP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.26

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.16

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.41

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.51

+0.37

Drawdowns

VOO vs. IDTP.L - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, which is greater than IDTP.L's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for VOO and IDTP.L.


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Drawdown Indicators


VOOIDTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-15.12%

-18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-1.92%

-6.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-4.51%

-14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-15.12%

-9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-15.12%

-18.87%

Current Drawdown

Current decline from peak

-2.90%

-0.61%

-2.29%

Average Drawdown

Average peak-to-trough decline

-3.69%

-4.22%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

0.69%

+1.23%

Volatility

VOO vs. IDTP.L - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 3.74% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 1.30%. This indicates that VOO'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


VOOIDTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

1.30%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

2.66%

+6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

3.78%

+8.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

6.13%

+10.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

6.37%

+11.65%

VOO vs. IDTP.L - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than IDTP.L's 0.12% 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

VOO vs. IDTP.L - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, while IDTP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and IDTP.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.12% for IDTP.L.

VOO is categorized as S&P 500, while IDTP.L is Inflation-Protected Bonds. VOO tracks S&P 500 Index, while IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VOO and 0.12% for IDTP.L.

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