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HEQT vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQT vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Hedged Equity ETF (HEQT) 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, HEQT achieves a 4.29% return, which is significantly higher than TIP's 1.40% return.


HEQT

1D
0.24%
1M
0.29%
YTD
4.29%
6M
4.75%
1Y
13.60%
3Y*
12.98%
5Y*
10Y*

TIP

1D
0.01%
1M
-0.21%
YTD
1.40%
6M
1.42%
1Y
4.61%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT vs. TIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HEQT
Simplify Hedged Equity ETF
4.29%10.08%18.30%16.61%-8.25%2.11%
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%1.67%

Correlation

The correlation between HEQT and TIP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2021

0.18

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Return for Risk

HEQT vs. TIP — Risk / Return Rank

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

HEQT
HEQT Risk / Return Rank: 7474
Overall Rank
HEQT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 7777
Sortino Ratio Rank
HEQT Omega Ratio Rank: 8383
Omega Ratio Rank
HEQT Calmar Ratio Rank: 6161
Calmar Ratio Rank
HEQT Martin Ratio Rank: 7474
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
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.

HEQT vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Hedged Equity ETF (HEQT) 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.


HEQTTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

2.68

2.34

+0.34

Martin ratioReturn relative to average drawdown

12.16

7.00

+5.16

HEQT vs. TIP - Sharpe Ratio Comparison

The current HEQT Sharpe Ratio is 2.09, which is higher than the TIP Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HEQT 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

HEQT vs. TIP - Drawdown Comparison

The maximum HEQT drawdown since its inception was -11.51%, smaller than the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for HEQT and TIP.


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Drawdown Indicators


HEQTTIPDifference

Max Drawdown

Largest peak-to-trough decline

-11.51%

-14.57%

+3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

-1.98%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-4.54%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-0.69%

-0.46%

-0.23%

Average Drawdown

Average peak-to-trough decline

-2.78%

-3.43%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

0.66%

+0.46%

Volatility

HEQT vs. TIP - Volatility Comparison

Simplify Hedged Equity ETF (HEQT) has a higher volatility of 1.64% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that HEQT's price experiences larger fluctuations and is considered to be riskier 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


HEQTTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.03%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

2.32%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

3.39%

+3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

6.21%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.47%

5.74%

+2.73%

HEQT vs. TIP - Expense Ratio Comparison

HEQT has a 0.53% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

HEQT vs. TIP - Dividend Comparison

HEQT's dividend yield for the trailing twelve months is around 1.20%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
HEQT
Simplify Hedged Equity ETF
1.20%1.19%1.29%4.10%3.94%0.27%0.00%0.00%0.00%0.00%0.00%0.00%
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


HEQT and TIP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HEQT has higher volatility (1.64%) compared to TIP (1.03%). In terms of maximum drawdown, HEQT dropped -11.51% vs TIP's -14.57%.

On 3-year performance, HEQT leads with 12.98% vs 4.00% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HEQT has performed better with a 12.98% return vs 4.00%. 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 0.53% for HEQT.

TIP has the higher dividend yield at 3.76%, compared with 1.20% for HEQT.

HEQT is categorized as Options Trading, while TIP is Inflation-Protected Bonds. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.53% for HEQT and 0.18% for TIP.

HEQT currently has the higher Sharpe Ratio (2.09 vs 1.37), 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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