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CERY vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CERY vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CERY achieves a 20.77% return, which is significantly higher than TIP's 1.00% return.


CERY

1D
0.00%
1M
-2.91%
6M
16.72%
YTD
20.77%
1Y
29.64%
3Y*
5Y*
10Y*

TIP

1D
0.01%
1M
-0.38%
6M
0.76%
YTD
1.00%
1Y
3.30%
3Y*
4.07%
5Y*
0.66%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CERY vs. TIP - Yearly Performance Comparison


2026 (YTD)20252024
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
20.77%15.68%3.80%
TIP
iShares TIPS Bond ETF
1.00%6.77%-2.06%

Correlation

The correlation between CERY and TIP is -0.04, 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

-0.04

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.03

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Return for Risk

CERY vs. TIP — Risk / Return Rank

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

CERY
CERY Risk / Return Rank: 6767
Overall Rank
CERY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 7373
Sortino Ratio Rank
CERY Omega Ratio Rank: 7373
Omega Ratio Rank
CERY Calmar Ratio Rank: 5454
Calmar Ratio Rank
CERY Martin Ratio Rank: 5757
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3232
Overall Rank
TIP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIP Omega Ratio Rank: 2727
Omega Ratio Rank
TIP Calmar Ratio Rank: 3939
Calmar Ratio Rank
TIP Martin Ratio Rank: 3737
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.

CERY vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) and iShares TIPS Bond ETF (TIP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CERYTIPDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.34

1.16

+0.18

Calmar ratioReturn relative to maximum drawdown

2.15

1.59

+0.56

Martin ratioReturn relative to average drawdown

7.97

4.58

+3.40

CERY vs. TIP - Sharpe Ratio Comparison

The current CERY Sharpe Ratio is 1.96, which is higher than the TIP Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CERY and TIP, 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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Drawdowns

CERY vs. TIP - Drawdown Comparison

The maximum CERY drawdown since its inception was -14.33%, roughly equal to the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for CERY and TIP.


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Drawdown Indicators


CERYTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.33%

-14.57%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-1.98%

-12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-10.46%

-0.85%

-9.61%

Average Drawdown

Average peak-to-trough decline

-2.56%

-3.42%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

0.69%

+3.17%

Volatility

CERY vs. TIP - Volatility Comparison

SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a higher volatility of 4.37% compared to iShares TIPS Bond ETF (TIP) at 1.25%. This indicates that CERY's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CERYTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

1.25%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

2.54%

+11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

3.47%

+12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

6.20%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

5.73%

+9.08%

CERY vs. TIP - Expense Ratio Comparison

CERY has a 0.28% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

CERY vs. TIP - Dividend Comparison

CERY's dividend yield for the trailing twelve months is around 4.14%, less than TIP's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.14%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
4.44%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


CERY and TIP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CERY has higher volatility (4.37%) compared to TIP (1.25%). In terms of maximum drawdown, CERY dropped -14.33% vs TIP's -14.57%.

On 1-year performance, CERY leads with 29.64% vs 3.30% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 29.64% return vs 3.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.28% for CERY.

TIP has the higher dividend yield at 4.44%, compared with 4.14% for CERY.

CERY is categorized as Commodities, while TIP is Inflation-Protected Bonds. CERY tracks Bloomberg Enhanced Roll Yield Total Return Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.28% for CERY and 0.18% for TIP.

CERY currently has the higher Sharpe Ratio (1.96 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CERY and TIP

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