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IBIC vs. TIPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIC vs. TIPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and PIMCO Broad US TIPS Index ETF (TIPZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIC achieves a 2.37% return, which is significantly lower than TIPZ's 2.58% return.


IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*

TIPZ

1D
-0.20%
1M
-0.01%
YTD
2.58%
6M
1.00%
1Y
5.12%
3Y*
3.86%
5Y*
0.77%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIC vs. TIPZ - Yearly Performance Comparison


2026 (YTD)202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%
TIPZ
PIMCO Broad US TIPS Index ETF
2.58%5.87%1.52%2.98%

Correlation

The correlation between IBIC and TIPZ is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.49

Over the past year, the correlation between IBIC and TIPZ has dropped to 0.06 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

IBIC vs. TIPZ — Risk / Return Rank

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

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

TIPZ
TIPZ Risk / Return Rank: 4040
Overall Rank
TIPZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 3737
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 3737
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 4848
Calmar Ratio Rank
TIPZ 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.

IBIC vs. TIPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and PIMCO Broad US TIPS Index ETF (TIPZ). 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.


IBICTIPZDifference
Sharpe ratioReturn per unit of total volatility

+3.73

Sortino ratioReturn per unit of downside risk

+7.19

Omega ratioGain probability vs. loss probability

2.24

1.24

+1.00

Calmar ratioReturn relative to maximum drawdown

17.27

2.36

+14.91

Martin ratioReturn relative to average drawdown

67.45

7.37

+60.08

IBIC vs. TIPZ - Sharpe Ratio Comparison

The current IBIC Sharpe Ratio is 5.05, which is higher than the TIPZ Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IBIC and TIPZ, 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


IBICTIPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.05

1.31

+3.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

3.49

0.53

+2.97

Drawdowns

IBIC vs. TIPZ - Drawdown Comparison

The maximum IBIC drawdown since its inception was -0.90%, smaller than the maximum TIPZ drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IBIC and TIPZ.


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Drawdown Indicators


IBICTIPZDifference

Max Drawdown

Largest peak-to-trough decline

-0.90%

-15.77%

+14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-2.18%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

Current Drawdown

Current decline from peak

-0.13%

-1.44%

+1.31%

Average Drawdown

Average peak-to-trough decline

-0.10%

-4.33%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.70%

-0.63%

Volatility

IBIC vs. TIPZ - Volatility Comparison

The current volatility for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) is 0.33%, while PIMCO Broad US TIPS Index ETF (TIPZ) has a volatility of 0.96%. This indicates that IBIC experiences smaller price fluctuations and is considered to be less risky than TIPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBICTIPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.96%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

2.88%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

3.92%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

6.37%

-4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

5.84%

-4.26%

IBIC vs. TIPZ - Expense Ratio Comparison

IBIC has a 0.10% expense ratio, which is lower than TIPZ's 0.20% 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

IBIC vs. TIPZ - Dividend Comparison

IBIC's dividend yield for the trailing twelve months is around 3.59%, less than TIPZ's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIPZ
PIMCO Broad US TIPS Index ETF
5.11%4.74%4.44%4.69%7.14%4.41%1.47%1.65%2.23%1.70%1.06%0.56%

Frequently Asked Questions


IBIC and TIPZ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIPZ has higher volatility (0.96%) compared to IBIC (0.33%). In terms of maximum drawdown, IBIC dropped -0.90% vs TIPZ's -15.77%.

On 1-year performance, TIPZ leads with 5.12% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TIPZ has performed better with a 5.12% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.20% for TIPZ.

TIPZ has the higher dividend yield at 5.11%, compared with 3.59% for IBIC.

IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index, while TIPZ tracks ICE BofA US Inflation-Linked Treasury. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.10% for IBIC and 0.20% for TIPZ.

IBIC currently has the higher Sharpe Ratio (5.05 vs 1.31), 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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