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XGIU.L vs. TP05.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGIU.L vs. TP05.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.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, XGIU.L achieves a 1.28% return, which is significantly higher than TP05.L's -0.38% return.


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%

TP05.L

1D
-0.05%
1M
-1.67%
YTD
-0.38%
6M
-1.26%
1Y
-0.27%
3Y*
-3.94%
5Y*
0.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGIU.L vs. TP05.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-1.60%
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
-0.38%-6.85%-0.44%-6.21%8.40%6.35%-1.65%-1.59%3.26%-4.52%

Correlation

The correlation between XGIU.L and TP05.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.47

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.36

The correlation between XGIU.L and TP05.L shifts across timeframes, from 0.36 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XGIU.L vs. TP05.L — Risk / Return Rank

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

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

TP05.L
TP05.L Risk / Return Rank: 99
Overall Rank
TP05.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TP05.L Sortino Ratio Rank: 88
Sortino Ratio Rank
TP05.L Omega Ratio Rank: 88
Omega Ratio Rank
TP05.L Calmar Ratio Rank: 99
Calmar Ratio Rank
TP05.L Martin Ratio Rank: 99
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.

XGIU.L vs. TP05.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.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.


XGIU.LTP05.LDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratioReturn relative to maximum drawdown

1.60

-0.03

+1.64

Martin ratioReturn relative to average drawdown

3.05

-0.07

+3.11

XGIU.L vs. TP05.L - Sharpe Ratio Comparison

The current XGIU.L Sharpe Ratio is 0.93, which is higher than the TP05.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of XGIU.L and TP05.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


XGIU.LTP05.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

-0.03

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.02

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.06

+0.39

Drawdowns

XGIU.L vs. TP05.L - Drawdown Comparison

The maximum XGIU.L drawdown since its inception was -20.08%, smaller than the maximum TP05.L drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for XGIU.L and TP05.L.


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Drawdown Indicators


XGIU.LTP05.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-23.61%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-7.76%

+4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-15.39%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.08%

-23.61%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-20.08%

Current Drawdown

Current decline from peak

-14.69%

-22.31%

+7.62%

Average Drawdown

Average peak-to-trough decline

-11.04%

-10.24%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

3.88%

-2.32%

Volatility

XGIU.L vs. TP05.L - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) is 2.42%, while iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) has a volatility of 3.02%. This indicates that XGIU.L experiences smaller price fluctuations and is considered to be less risky than TP05.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGIU.LTP05.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

3.02%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

5.23%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.10%

7.68%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

8.80%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.64%

8.99%

+2.65%

XGIU.L vs. TP05.L - Expense Ratio Comparison

XGIU.L has a 0.20% expense ratio, which is higher than TP05.L's 0.10% 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

XGIU.L vs. TP05.L - Dividend Comparison

XGIU.L has not paid dividends to shareholders, while TP05.L's dividend yield for the trailing twelve months is around 0.06%.


PositionTTM202520242023202220212020201920182017
TP05.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)
0.06%0.06%0.07%0.05%0.00%0.00%0.03%0.03%0.03%0.01%
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


XGIU.L and TP05.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TP05.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TP05.L is cheaper with a 0.10% expense ratio, compared with 0.20% for XGIU.L.

XGIU.L tracks Bloomberg Gbl Infl Linked TR USD, while TP05.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XGIU.L and 0.10% for TP05.L.

Portfolio Optimizer

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