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GTIP vs. SPIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTIP vs. SPIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and SPDR Portfolio TIPS ETF (SPIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTIP achieves a 1.70% return, which is significantly higher than SPIP's 1.49% return.


GTIP

1D
-0.08%
1M
0.04%
YTD
1.70%
6M
1.11%
1Y
5.10%
3Y*
4.01%
5Y*
1.09%
10Y*

SPIP

1D
-0.16%
1M
0.02%
YTD
1.49%
6M
1.02%
1Y
4.97%
3Y*
3.85%
5Y*
0.87%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTIP vs. SPIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
1.70%6.63%2.04%3.88%-12.14%5.86%10.83%8.33%0.24%
SPIP
SPDR Portfolio TIPS ETF
1.49%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%0.36%

Correlation

The correlation between GTIP and SPIP is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.91

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2018

0.95

The correlation between GTIP and SPIP has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

GTIP vs. SPIP — Risk / Return Rank

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

GTIP
GTIP Risk / Return Rank: 4747
Overall Rank
GTIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 4747
Sortino Ratio Rank
GTIP Omega Ratio Rank: 4343
Omega Ratio Rank
GTIP Calmar Ratio Rank: 5151
Calmar Ratio Rank
GTIP Martin Ratio Rank: 4848
Martin Ratio Rank

SPIP
SPIP Risk / Return Rank: 4141
Overall Rank
SPIP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3737
Omega Ratio Rank
SPIP Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4444
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.

GTIP vs. SPIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and SPDR Portfolio TIPS ETF (SPIP). 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.


GTIPSPIPDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.54

2.44

+0.10

Martin ratioReturn relative to average drawdown

8.00

7.15

+0.86

GTIP vs. SPIP - Sharpe Ratio Comparison

The current GTIP Sharpe Ratio is 1.53, which is comparable to the SPIP Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of GTIP and SPIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GTIPSPIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.40

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.13

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.53

+0.03

Drawdowns

GTIP vs. SPIP - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, smaller than the maximum SPIP drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for GTIP and SPIP.


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Drawdown Indicators


GTIPSPIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-15.39%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-2.04%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-4.76%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-15.39%

+1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-0.17%

-1.02%

+0.85%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.10%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.70%

-0.06%

Volatility

GTIP vs. SPIP - Volatility Comparison

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and SPDR Portfolio TIPS ETF (SPIP) have volatilities of 0.97% and 0.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTIPSPIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.95%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

2.54%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

3.57%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

6.57%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

6.01%

0.00%

GTIP vs. SPIP - Expense Ratio Comparison

Both GTIP and SPIP have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GTIP vs. SPIP - Dividend Comparison

GTIP's dividend yield for the trailing twelve months is around 4.69%, less than SPIP's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.69%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%0.00%
SPIP
SPDR Portfolio TIPS ETF
4.75%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


With a correlation of 0.95, GTIP and SPIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GTIP has higher volatility (0.97%) compared to SPIP (0.95%). In terms of maximum drawdown, GTIP dropped -14.31% vs SPIP's -15.39%.

On 5-year performance, GTIP leads with 1.09% vs 0.87% for SPIP. Both ETFs have the same 0.12% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GTIP has performed better with a 1.09% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTIP and SPIP have the same expense ratio: 0.12% per year.

SPIP has the higher dividend yield at 4.75%, compared with 4.69% for GTIP.

GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index, while SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index. They also come from different issuers: Goldman Sachs and State Street.

GTIP currently has the higher Sharpe Ratio (1.53 vs 1.40), 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.

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