PortfoliosLab logoPortfoliosLab logo
FLOT vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOT vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Floating Rate Bond ETF (FLOT) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLOT achieves a 1.89% return, which is significantly higher than TIP's 1.54% return. Over the past 10 years, FLOT has outperformed TIP with an annualized return of 3.03%, while TIP has yielded a comparatively lower 2.57% annualized return.


FLOT

1D
0.04%
1M
0.51%
YTD
1.89%
6M
2.21%
1Y
4.91%
3Y*
5.65%
5Y*
4.20%
10Y*
3.03%

TIP

1D
-0.18%
1M
-0.09%
YTD
1.54%
6M
1.06%
1Y
4.96%
3Y*
3.88%
5Y*
0.97%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOT vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLOT
iShares Floating Rate Bond ETF
1.89%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%
TIP
iShares TIPS Bond ETF
1.54%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between FLOT and TIP is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FLOT vs. TIP — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9898
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4444
Overall Rank
TIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIP Omega Ratio Rank: 3939
Omega Ratio Rank
TIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
TIP Martin Ratio Rank: 4545
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.

FLOT vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) 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.


FLOTTIPDifference
Sharpe ratioReturn per unit of total volatility

+5.22

Sortino ratioReturn per unit of downside risk

+9.91

Omega ratioGain probability vs. loss probability

3.31

1.26

+2.05

Calmar ratioReturn relative to maximum drawdown

11.42

2.52

+8.89

Martin ratioReturn relative to average drawdown

106.82

7.57

+99.24

FLOT vs. TIP - Sharpe Ratio Comparison

The current FLOT Sharpe Ratio is 6.68, which is higher than the TIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FLOT 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.


Loading charts...

Sharpe Ratios by Period


FLOTTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.68

1.46

+5.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

0.16

+2.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.45

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.57

+0.09

Drawdowns

FLOT vs. TIP - Drawdown Comparison

The maximum FLOT drawdown since its inception was -13.54%, smaller than the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for FLOT and TIP.


Loading charts...

Drawdown Indicators


FLOTTIPDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-14.57%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-1.98%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

-4.54%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-14.51%

+12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

-14.51%

+0.97%

Current Drawdown

Current decline from peak

0.00%

-0.32%

+0.32%

Average Drawdown

Average peak-to-trough decline

-0.21%

-3.43%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.66%

-0.61%

Volatility

FLOT vs. TIP - Volatility Comparison

The current volatility for iShares Floating Rate Bond ETF (FLOT) is 0.18%, while iShares TIPS Bond ETF (TIP) has a volatility of 0.89%. This indicates that FLOT experiences smaller price fluctuations and is considered to be less risky than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLOTTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

0.89%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

2.29%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

3.41%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

6.21%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

5.74%

-1.59%

FLOT vs. TIP - Expense Ratio Comparison

FLOT has a 0.20% expense ratio, which is higher than TIP's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLOT vs. TIP - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.53%, more than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
TIP
iShares TIPS Bond ETF
3.76%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


FLOT and TIP have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (0.89%) compared to FLOT (0.18%). In terms of maximum drawdown, FLOT dropped -13.54% vs TIP's -14.57%.

On 10-year performance, FLOT leads with 3.03% vs 2.57% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, FLOT has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLOT has performed better with a 3.03% return vs 2.57%. 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 0.20% for FLOT.

FLOT has the higher dividend yield at 4.53%, compared with 3.76% for TIP.

FLOT is categorized as Corporate Bonds, while TIP is Inflation-Protected Bonds. FLOT tracks Bloomberg US Floating Rate Notes (<5 Y), while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. Their fees differ too: 0.20% for FLOT and 0.18% for TIP.

FLOT currently has the higher Sharpe Ratio (6.68 vs 1.46), 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 FLOT and TIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer