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GTIP vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTIP vs. TIP - 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 iShares TIPS Bond ETF (TIP). 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 0.87% return, which is significantly higher than TIP's 0.74% return.


GTIP

1D
0.03%
1M
-0.10%
YTD
0.87%
6M
0.85%
1Y
3.48%
3Y*
3.62%
5Y*
0.94%
10Y*

TIP

1D
-0.04%
1M
-0.19%
YTD
0.74%
6M
0.81%
1Y
3.34%
3Y*
3.52%
5Y*
0.82%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTIP vs. TIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
0.87%6.63%2.04%3.88%-12.14%5.86%10.83%8.33%0.32%
TIP
iShares TIPS Bond ETF
0.74%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%0.09%

Correlation

The correlation between GTIP and TIP is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2018

0.98

The correlation between GTIP and TIP has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

GTIP vs. TIP — Risk / Return Rank

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

GTIP
GTIP Risk / Return Rank: 3232
Overall Rank
GTIP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
GTIP Omega Ratio Rank: 2828
Omega Ratio Rank
GTIP Calmar Ratio Rank: 3737
Calmar Ratio Rank
GTIP Martin Ratio Rank: 3737
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3030
Overall Rank
TIP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2828
Sortino Ratio Rank
TIP Omega Ratio Rank: 2525
Omega Ratio Rank
TIP Calmar Ratio Rank: 3535
Calmar Ratio Rank
TIP Martin Ratio Rank: 3434
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. TIP - 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 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.

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.


GTIPTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

1.74

1.70

+0.04

Martin ratioReturn relative to average drawdown

5.38

4.99

+0.40

GTIP vs. TIP - Sharpe Ratio Comparison

The current GTIP Sharpe Ratio is 1.04, which is comparable to the TIP Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GTIP 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.


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Drawdowns

GTIP vs. TIP - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, roughly equal to the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for GTIP and TIP.


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Drawdown Indicators


GTIPTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-14.57%

+0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-1.98%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-4.54%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-14.51%

+0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-0.98%

-1.11%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.43%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.67%

-0.02%

Volatility

GTIP vs. TIP - Volatility Comparison

The current volatility for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) is 1.15%, while iShares TIPS Bond ETF (TIP) has a volatility of 1.22%. This indicates that GTIP 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.


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Volatility by Period


GTIPTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.22%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

2.47%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

3.44%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

6.20%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

5.74%

+0.26%

GTIP vs. TIP - Expense Ratio Comparison

GTIP has a 0.12% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GTIP vs. TIP - Dividend Comparison

GTIP's dividend yield for the trailing twelve months is around 4.73%, more than TIP's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.73%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.79%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


With a correlation of 0.96, GTIP and TIP 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.

TIP has higher volatility (1.22%) compared to GTIP (1.15%). In terms of maximum drawdown, GTIP dropped -14.31% vs TIP's -14.57%.

On 5-year performance, GTIP leads with 0.94% vs 0.82% for TIP. On fees, GTIP is cheaper at 0.12% per year. 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 0.94% return vs 0.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTIP is cheaper with a 0.12% expense ratio, compared with 0.18% for TIP.

GTIP has the higher dividend yield at 4.73%, compared with 3.79% for TIP.

GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.12% for GTIP and 0.18% for TIP.

GTIP currently has the higher Sharpe Ratio (1.04 vs 0.97), 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

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