ESG vs. TIPB
ESG (FlexShares STOXX US ESG Select Index Fund) and TIPB (Northern Trust 2035 Inflation-Linked Distributing Ladder ETF) are both exchange-traded funds - ESG is a Large Cap Growth Equities fund tracking the STOXX USA ESG Select KPIs Index, while TIPB is a Inflation-Protected Bonds fund actively managed by Northern Trust. ESG is passively managed, while TIPB is actively managed. At a 0.17 correlation, their price movements are largely independent.
Performance
ESG vs. TIPB - Performance Comparison
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Returns By Period
In the year-to-date period, ESG achieves a 12.20% return, which is significantly higher than TIPB's 1.86% return.
ESG
- 1D
- -0.45%
- 1M
- 7.28%
- YTD
- 12.20%
- 6M
- 13.15%
- 1Y
- 25.90%
- 3Y*
- 20.72%
- 5Y*
- 12.73%
- 10Y*
- —
TIPB
- 1D
- -0.12%
- 1M
- -0.22%
- YTD
- 1.86%
- 6M
- 1.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESG vs. TIPB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 12.20% | 6.20% |
TIPB Northern Trust 2035 Inflation-Linked Distributing Ladder ETF | 1.86% | 0.79% |
Correlation
The correlation between ESG and TIPB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.17 |
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Return for Risk
ESG vs. TIPB — Risk / Return Rank
ESG
TIPB
ESG vs. TIPB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) 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.
| ESG | TIPB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | — | — |
| Martin ratioReturn relative to average drawdown | 13.02 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESG | TIPB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.35 | -0.52 |
Drawdowns
ESG vs. TIPB - Drawdown Comparison
The maximum ESG drawdown since its inception was -32.53%, which is greater than TIPB's maximum drawdown of -1.32%. Use the drawdown chart below to compare losses from any high point for ESG and TIPB.
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Drawdown Indicators
| ESG | TIPB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -1.32% | -31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.31% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -0.37% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | — | — |
Volatility
ESG vs. TIPB - Volatility Comparison
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Volatility by Period
| ESG | TIPB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 2.54% | +8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 2.54% | +14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 2.54% | +15.82% |
Dividends
ESG vs. TIPB - Dividend Comparison
ESG's dividend yield for the trailing twelve months is around 0.87%, less than TIPB's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 0.87% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
TIPB Northern Trust 2035 Inflation-Linked Distributing Ladder ETF | 3.02% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESG and TIPB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIPB has the higher dividend yield at 3.02%, compared with 0.87% for ESG.
ESG is categorized as Large Cap Growth Equities, while TIPB is Inflation-Protected Bonds.
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