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CPII vs. TIPB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPII vs. TIPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ionic Inflation Protection ETF (CPII) and Northern Trust 2035 Inflation-Linked Distributing Ladder ETF (TIPB). 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 4.27% return, which is significantly higher than TIPB's 1.86% return.


CPII

1D
0.13%
1M
0.26%
YTD
4.27%
6M
4.13%
1Y
4.42%
3Y*
5.05%
5Y*
10Y*

TIPB

1D
-0.12%
1M
-0.22%
YTD
1.86%
6M
1.53%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPII vs. TIPB - Yearly Performance Comparison


Correlation

The correlation between CPII and TIPB is 0.05, 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 (All Time)
Calculated using the full available price history since Aug 20, 2025

0.05

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Return for Risk

CPII vs. TIPB — Risk / Return Rank

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

CPII
CPII Risk / Return Rank: 4141
Overall Rank
CPII Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 3434
Sortino Ratio Rank
CPII Omega Ratio Rank: 3838
Omega Ratio Rank
CPII Calmar Ratio Rank: 5656
Calmar Ratio Rank
CPII Martin Ratio Rank: 4040
Martin Ratio Rank

TIPB
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. TIPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ionic Inflation Protection ETF (CPII) and Northern Trust 2035 Inflation-Linked Distributing Ladder ETF (TIPB). 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.


CPIITIPBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.73

Martin ratioReturn relative to average drawdown

6.37

CPII vs. TIPB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPIITIPBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.35

-0.65

Drawdowns

CPII vs. TIPB - Drawdown Comparison

The maximum CPII drawdown since its inception was -6.40%, which is greater than TIPB's maximum drawdown of -1.32%. Use the drawdown chart below to compare losses from any high point for CPII and TIPB.


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Drawdown Indicators


CPIITIPBDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

-1.32%

-5.08%

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

-0.40%

-0.31%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.62%

-0.37%

-1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

Volatility

CPII vs. TIPB - Volatility Comparison


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Volatility by Period


CPIITIPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

2.54%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

2.54%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

2.54%

+3.39%

Dividends

CPII vs. TIPB - Dividend Comparison

CPII's dividend yield for the trailing twelve months is around 4.05%, more than TIPB's 3.02% yield.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.05%4.20%5.47%5.86%2.21%
TIPB
Northern Trust 2035 Inflation-Linked Distributing Ladder ETF
3.02%1.09%0.00%0.00%0.00%

Frequently Asked Questions


CPII and TIPB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPII has the higher dividend yield at 4.05%, compared with 3.02% for TIPB.

They also come from different issuers: Ionic and Northern Trust.

Portfolio Optimizer

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