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CPII vs. ICPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPII vs. ICPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ionic Inflation Protection ETF (CPII) and iShares 0-1 Year TIPS Bond ETF (ICPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPII achieves a 3.97% return, which is significantly higher than ICPI's 2.67% return.


CPII

1D
-0.29%
1M
0.21%
YTD
3.97%
6M
3.78%
1Y
4.50%
3Y*
4.91%
5Y*
10Y*

ICPI

1D
-0.03%
1M
0.44%
YTD
2.67%
6M
2.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPII vs. ICPI - Yearly Performance Comparison


2026 (YTD)2025
CPII
Ionic Inflation Protection ETF
3.97%-0.08%
ICPI
iShares 0-1 Year TIPS Bond ETF
2.67%0.32%

Correlation

The correlation between CPII and ICPI is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.69

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Return for Risk

CPII vs. ICPI — Risk / Return Rank

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

CPII
CPII Risk / Return Rank: 4242
Overall Rank
CPII Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 3737
Sortino Ratio Rank
CPII Omega Ratio Rank: 4040
Omega Ratio Rank
CPII Calmar Ratio Rank: 5757
Calmar Ratio Rank
CPII Martin Ratio Rank: 4141
Martin Ratio Rank

ICPI
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.

CPII vs. ICPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ionic Inflation Protection ETF (CPII) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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.


CPIIICPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

6.47

CPII vs. ICPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPIIICPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

6.09

-5.41

Drawdowns

CPII vs. ICPI - Drawdown Comparison

The maximum CPII drawdown since its inception was -6.40%, which is greater than ICPI's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for CPII and ICPI.


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Drawdown Indicators


CPIIICPIDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

-0.22%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

Current Drawdown

Current decline from peak

-0.69%

-0.03%

-0.66%

Average Drawdown

Average peak-to-trough decline

-1.62%

-0.03%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

Volatility

CPII vs. ICPI - Volatility Comparison


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Volatility by Period


CPIIICPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

0.95%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

0.95%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

0.95%

+4.98%

CPII vs. ICPI - Expense Ratio Comparison

CPII has a 0.74% expense ratio, which is higher than ICPI's 0.09% expense ratio.


Dividends

CPII vs. ICPI - Dividend Comparison

CPII's dividend yield for the trailing twelve months is around 4.06%, more than ICPI's 1.80% yield.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.06%4.20%5.47%5.86%2.21%
ICPI
iShares 0-1 Year TIPS Bond ETF
1.80%0.54%0.00%0.00%0.00%

Frequently Asked Questions


CPII and ICPI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ICPI is cheaper with a 0.09% expense ratio, compared with 0.74% for CPII.

CPII has the higher dividend yield at 4.06%, compared with 1.80% for ICPI.

They also come from different issuers: Ionic and iShares. Their fees differ too: 0.74% for CPII and 0.09% for ICPI.

Portfolio Optimizer

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