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XUEK.L vs. TI5G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEK.L vs. TI5G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUEK.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUEK.L achieves a 5.66% return, which is significantly higher than TI5G.L's 2.07% return.


XUEK.L

1D
0.80%
1M
3.49%
YTD
5.66%
6M
7.69%
1Y
15.69%
3Y*
11.05%
5Y*
6.75%
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)

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


2026 (YTD)2025202420232022202120202019
XUEK.L
Xtrackers S&P Europe ex UK UCITS ETF
5.66%23.26%0.43%12.46%-11.69%15.48%4.79%18.78%
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%2.79%

Correlation

The correlation between XUEK.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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2019

0.06

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Return for Risk

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

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

XUEK.L
XUEK.L Risk / Return Rank: 3333
Overall Rank
XUEK.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XUEK.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
XUEK.L Omega Ratio Rank: 3434
Omega Ratio Rank
XUEK.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XUEK.L Martin Ratio Rank: 3434
Martin Ratio Rank

TI5G.L
TI5G.L Risk / Return Rank: 6565
Overall Rank
TI5G.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5151
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Europe ex UK UCITS ETF (XUEK.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.


XUEK.LTI5G.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

1.44

5.26

-3.83

Martin ratioReturn relative to average drawdown

4.99

17.49

-12.50

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

The current XUEK.L Sharpe Ratio is 1.20, which is comparable to the TI5G.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XUEK.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.


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Sharpe Ratios by Period


XUEK.LTI5G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.68

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.94

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.89

-0.35

Drawdowns

XUEK.L vs. TI5G.L - Drawdown Comparison

The maximum XUEK.L drawdown since its inception was -27.36%, 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 XUEK.L and TI5G.L.


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Drawdown Indicators


XUEK.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-5.63%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-0.83%

-10.05%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-1.55%

-11.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-5.63%

-18.13%

Current Drawdown

Current decline from peak

-1.01%

-0.08%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.45%

-1.02%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

0.25%

+2.89%

Volatility

XUEK.L vs. TI5G.L - Volatility Comparison

Xtrackers S&P Europe ex UK UCITS ETF (XUEK.L) has a higher volatility of 3.83% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that XUEK.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.


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Volatility by Period


XUEK.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

0.58%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

1.69%

+8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

2.60%

+10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.96%

3.08%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

3.23%

+13.14%

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

XUEK.L has a 0.09% expense ratio, which is lower than TI5G.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

XUEK.L vs. TI5G.L - Dividend Comparison

XUEK.L's dividend yield for the trailing twelve months is around 0.02%, less than TI5G.L's 5.85% yield.


PositionTTM20252024202320222021202020192018
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%
XUEK.L
Xtrackers S&P Europe ex UK UCITS ETF
0.02%0.02%0.03%0.03%0.05%0.01%0.03%0.00%0.00%

Frequently Asked Questions


XUEK.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.

On fees, XUEK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEK.L is cheaper with a 0.09% expense ratio, compared with 0.12% for TI5G.L.

XUEK.L is categorized as Europe Equities, while TI5G.L is Inflation-Protected Bonds. XUEK.L tracks MSCI Europe Ex UK NR EUR, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XUEK.L and 0.12% for TI5G.L.

Portfolio Optimizer

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