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IBIF vs. CPII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIF vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2029 Term TIPS ETF (IBIF) and Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIF achieves a 1.13% return, which is significantly lower than CPII's 2.97% return.


IBIF

1D
-0.14%
1M
-0.31%
YTD
1.13%
6M
1.18%
1Y
3.63%
3Y*
5Y*
10Y*

CPII

1D
-0.13%
1M
-0.73%
YTD
2.97%
6M
2.83%
1Y
3.20%
3Y*
4.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIF vs. CPII - Yearly Performance Comparison


2026 (YTD)202520242023
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
1.13%7.27%3.11%3.95%
CPII
Ionic Inflation Protection ETF
2.97%2.76%6.05%-0.75%

Correlation

The correlation between IBIF and CPII 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 (All Time)
Calculated using the full available price history since Sep 21, 2023

-0.21

The correlation between IBIF and CPII shifts across timeframes, from -0.21 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBIF vs. CPII — Risk / Return Rank

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

IBIF
IBIF Risk / Return Rank: 6363
Overall Rank
IBIF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBIF Sortino Ratio Rank: 6262
Sortino Ratio Rank
IBIF Omega Ratio Rank: 5757
Omega Ratio Rank
IBIF Calmar Ratio Rank: 7777
Calmar Ratio Rank
IBIF Martin Ratio Rank: 6767
Martin Ratio Rank

CPII
CPII Risk / Return Rank: 3030
Overall Rank
CPII Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2626
Sortino Ratio Rank
CPII Omega Ratio Rank: 2727
Omega Ratio Rank
CPII Calmar Ratio Rank: 4040
Calmar Ratio Rank
CPII Martin Ratio Rank: 3232
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.

IBIF vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2029 Term TIPS ETF (IBIF) and Ionic Inflation Protection ETF (CPII). 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.


IBIFCPIIDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.34

1.18

+0.17

Calmar ratioReturn relative to maximum drawdown

3.84

1.96

+1.88

Martin ratioReturn relative to average drawdown

11.95

4.37

+7.57

IBIF vs. CPII - Sharpe Ratio Comparison

The current IBIF Sharpe Ratio is 1.76, which is higher than the CPII Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IBIF and CPII, 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

IBIF vs. CPII - Drawdown Comparison

The maximum IBIF drawdown since its inception was -2.50%, smaller than the maximum CPII drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for IBIF and CPII.


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Drawdown Indicators


IBIFCPIIDifference

Max Drawdown

Largest peak-to-trough decline

-2.50%

-6.40%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-1.64%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

Current Drawdown

Current decline from peak

-0.88%

-1.64%

+0.76%

Average Drawdown

Average peak-to-trough decline

-0.55%

-1.61%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.73%

-0.43%

Volatility

IBIF vs. CPII - Volatility Comparison

iShares iBonds Oct 2029 Term TIPS ETF (IBIF) and Ionic Inflation Protection ETF (CPII) have volatilities of 0.75% and 0.76%, 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


IBIFCPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

0.76%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

2.82%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.07%

3.42%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

5.90%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

5.90%

-2.36%

IBIF vs. CPII - Expense Ratio Comparison

IBIF has a 0.10% expense ratio, which is lower than CPII's 0.74% expense ratio.


Dividends

IBIF vs. CPII - Dividend Comparison

IBIF's dividend yield for the trailing twelve months is around 3.77%, less than CPII's 4.10% yield.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.10%4.20%5.47%5.86%2.21%
IBIF
iShares iBonds Oct 2029 Term TIPS ETF
3.77%4.51%4.05%0.96%0.00%

Frequently Asked Questions


IBIF and CPII 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.

CPII has higher volatility (0.76%) compared to IBIF (0.75%). In terms of maximum drawdown, IBIF dropped -2.50% vs CPII's -6.40%.

On 1-year performance, IBIF leads with 3.63% vs 3.20% for CPII. On fees, IBIF is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIF has performed better with a 3.63% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIF is cheaper with a 0.10% expense ratio, compared with 0.74% for CPII.

CPII has the higher dividend yield at 4.10%, compared with 3.77% for IBIF.

They also come from different issuers: iShares and Ionic. Their fees differ too: 0.10% for IBIF and 0.74% for CPII.

IBIF currently has the higher Sharpe Ratio (1.76 vs 0.94), 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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