WMVG.L vs. TI5G.L

Last updated Jun 5, 2026

WMVG.L (iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - WMVG.L is a Global Equities fund tracking the MSCI World Minimum Volatility, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, WMVG.L returned 6.17%/yr vs 2.89%/yr for TI5G.L. At a 0.12 correlation, their price movements are largely independent. WMVG.L charges 0.35%/yr vs 0.12%/yr for TI5G.L.

Performance

WMVG.L vs. TI5G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WMVG.L achieves a 1.31% return, which is significantly lower than TI5G.L's 2.07% return.

WMVG.L

• 1D: 0.09%
• 1M: 1.16%
• YTD: 1.31%
• 6M: 1.93%
• 1Y: 2.81%
• 3Y*: 9.78%
• 5Y*: 6.17%
• 10Y*: —

TI5G.L

• 1D: 0.04%
• 1M: 0.09%
• YTD: 2.07%
• 6M: 1.98%
• 1Y: 4.39%
• 3Y*: 4.91%
• 5Y*: 2.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WMVG.L vs. TI5G.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)	1.31%	9.08%	14.49%	7.33%	-8.31%	16.96%	-1.30%	11.65%
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)	2.07%	5.70%	4.60%	3.62%	-3.69%	5.28%	4.05%	2.45%

Correlation

The correlation between WMVG.L and TI5G.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Mar 1, 2019	0.12

The correlation between WMVG.L and TI5G.L shifts across timeframes, from 0.01 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WMVG.L vs. TI5G.L — Risk / Return Rank

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

WMVG.L

WMVG.L Risk / Return Rank: 15
WMVG.L Sharpe Ratio Rank: 15
WMVG.L Sortino Ratio Rank: 14
WMVG.L Omega Ratio Rank: 14
WMVG.L Calmar Ratio Rank: 16
WMVG.L Martin Ratio Rank: 16

TI5G.L

TI5G.L Risk / Return Rank: 65
TI5G.L Sharpe Ratio Rank: 49
TI5G.L Sortino Ratio Rank: 53
TI5G.L Omega Ratio Rank: 51
TI5G.L Calmar Ratio Rank: 89
TI5G.L Martin Ratio Rank: 85

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.

WMVG.L vs. TI5G.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.

	WMVG.L	TI5G.L	Difference
Sharpe ratio: Return per unit of total volatility	0.39	1.68	-1.29
Sortino ratio: Return per unit of downside risk	0.59	2.52	-1.93
Omega ratio: Gain probability vs. loss probability	1.07	1.31	-0.24
Calmar ratio: Return relative to maximum drawdown	0.56	5.26	-4.70
Martin ratio: Return relative to average drawdown	1.40	17.49	-16.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMVG.L vs. TI5G.L - Sharpe Ratio Comparison

The current WMVG.L Sharpe Ratio is 0.39, which is lower than the TI5G.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WMVG.L and TI5G.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.

Sharpe Ratios by Period

	WMVG.L	TI5G.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	1.68	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.94	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.89	-0.33

Drawdowns

WMVG.L vs. TI5G.L - Drawdown Comparison

The maximum WMVG.L drawdown since its inception was -28.25%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for WMVG.L and TI5G.L.

Drawdown Indicators

	WMVG.L	TI5G.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.25%	-5.63%	-22.62%
Max Drawdown (1Y) Largest decline over 1 year	-4.99%	-0.83%	-4.16%
Max Drawdown (3Y) Largest decline over 3 years	-9.09%	-1.55%	-7.54%
Max Drawdown (5Y) Largest decline over 5 years	-15.18%	-5.63%	-9.55%
Current Drawdown Current decline from peak	-3.21%	-0.08%	-3.13%
Average Drawdown Average peak-to-trough decline	-4.12%	-1.02%	-3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	0.25%	+1.76%

Volatility

WMVG.L vs. TI5G.L - Volatility Comparison

iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) has a higher volatility of 2.13% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that WMVG.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMVG.L	TI5G.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	0.58%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	5.03%	1.69%	+3.34%
Volatility (1Y) Calculated over the trailing 1-year period	7.21%	2.60%	+4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.95%	3.08%	+6.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.14%	3.23%	+8.91%

WMVG.L vs. TI5G.L - Expense Ratio Comparison

WMVG.L has a 0.35% expense ratio, which is higher than TI5G.L's 0.12% expense ratio.

Dividends

WMVG.L vs. TI5G.L - Dividend Comparison

WMVG.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.85%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)	5.85%	5.98%	6.83%	5.19%	0.32%	0.34%	3.06%	3.28%	2.36%
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WMVG.L and TI5G.L in my portfolio?

WMVG.L and TI5G.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WMVG.L or TI5G.L?

On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WMVG.L or TI5G.L?

TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.35% for WMVG.L.

What is the main difference between WMVG.L and TI5G.L?

WMVG.L is categorized as Global Equities, while TI5G.L is Inflation-Protected Bonds. WMVG.L tracks MSCI World Minimum Volatility, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.35% for WMVG.L and 0.12% for TI5G.L.