ESG vs. TIPB

Last updated Jun 24, 2026

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 0.22 correlation, their price movements are largely independent.

Performance

ESG vs. TIPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and Northern Trust 2035 Inflation-Linked Distributing Ladder ETF (TIPB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESG achieves a 10.17% return, which is significantly higher than TIPB's 1.03% return.

ESG

• 1D: -1.11%
• 1M: 0.76%
• YTD: 10.17%
• 6M: 9.40%
• 1Y: 22.16%
• 3Y*: 19.27%
• 5Y*: 12.02%
• 10Y*: —

TIPB

• 1D: -0.02%
• 1M: -0.41%
• YTD: 1.03%
• 6M: 1.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESG vs. TIPB - Yearly Performance Comparison

	2026 (YTD)	2025
ESG FlexShares STOXX US ESG Select Index Fund	10.17%	5.97%
TIPB Northern Trust 2035 Inflation-Linked Distributing Ladder ETF	1.03%	0.79%

Correlation

The correlation between ESG and TIPB is 0.22, 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 19, 2025	0.22

Return for Risk

ESG vs. TIPB — Risk / Return Rank

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

ESG

ESG Risk / Return Rank: 59
ESG Sharpe Ratio Rank: 61
ESG Sortino Ratio Rank: 59
ESG Omega Ratio Rank: 58
ESG Calmar Ratio Rank: 55
ESG Martin Ratio Rank: 63

TIPB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

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.

	ESG	TIPB	Difference
Sharpe ratio: Return per unit of total volatility	1.93	—	—
Sortino ratio: Return per unit of downside risk	2.66	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.56	—	—
Martin ratio: Return relative to average drawdown	10.79	—	—

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.

Drawdown Indicators

	ESG	TIPB	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-2.26%	-1.12%	-1.14%
Average Drawdown Average peak-to-trough decline	-5.05%	-0.38%	-4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	—	—

Volatility

Volatility by Period

	ESG	TIPB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.61%	2.65%	+8.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	2.65%	+14.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.35%	2.65%	+15.70%

Dividends

ESG vs. TIPB - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.88%, less than TIPB's 3.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESG FlexShares STOXX US ESG Select Index Fund	0.88%	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	3.04%	1.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESG and TIPB in my portfolio?

ESG and TIPB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF pays a higher dividend yield, ESG or TIPB?

TIPB has the higher dividend yield at 3.04%, compared with 0.88% for ESG.

What is the main difference between ESG and TIPB?

ESG is categorized as Large Cap Growth Equities, while TIPB is Inflation-Protected Bonds.