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IBIG vs. PBTP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBIG vs. PBTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). The values are adjusted to include any dividend payments, if applicable.

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IBIG vs. PBTP - Yearly Performance Comparison


2026 (YTD)202520242023
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
0.60%7.90%2.60%4.26%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
0.97%5.98%4.72%2.46%

Returns By Period

In the year-to-date period, IBIG achieves a 0.60% return, which is significantly lower than PBTP's 0.97% return.


IBIG

1D
-0.19%
1M
-0.58%
YTD
0.60%
6M
0.59%
1Y
4.12%
3Y*
5Y*
10Y*

PBTP

1D
-0.08%
1M
0.16%
YTD
0.97%
6M
1.17%
1Y
3.83%
3Y*
4.60%
5Y*
3.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBIG vs. PBTP - Expense Ratio Comparison

IBIG has a 0.10% expense ratio, which is higher than PBTP's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IBIG vs. PBTP — Risk / Return Rank

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

IBIG
IBIG Risk / Return Rank: 6262
Overall Rank
IBIG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 6868
Sortino Ratio Rank
IBIG Omega Ratio Rank: 5959
Omega Ratio Rank
IBIG Calmar Ratio Rank: 5858
Calmar Ratio Rank
IBIG Martin Ratio Rank: 5858
Martin Ratio Rank

PBTP
PBTP Risk / Return Rank: 9191
Overall Rank
PBTP Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9393
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9292
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9393
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9090
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.

IBIG vs. PBTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). 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.


IBIGPBTPDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.95

-0.70

Sortino ratio

Return per unit of downside risk

1.81

2.93

-1.11

Omega ratio

Gain probability vs. loss probability

1.23

1.42

-0.18

Calmar ratio

Return relative to maximum drawdown

1.70

3.74

-2.04

Martin ratio

Return relative to average drawdown

6.67

12.39

-5.72

IBIG vs. PBTP - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.24, which is lower than the PBTP Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IBIG and PBTP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBIGPBTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.95

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

1.27

+0.13

Correlation

The correlation between IBIG and PBTP is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBIG vs. PBTP - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.93%, more than PBTP's 3.14% yield.


TTM202520242023202220212020201920182017
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
3.93%4.70%4.15%0.78%0.00%0.00%0.00%0.00%0.00%0.00%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.14%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%

Drawdowns

IBIG vs. PBTP - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum PBTP drawdown of -5.44%. Use the drawdown chart below to compare losses from any high point for IBIG and PBTP.


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Drawdown Indicators


IBIGPBTPDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-5.44%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-1.03%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

Current Drawdown

Current decline from peak

-0.83%

-0.32%

-0.51%

Average Drawdown

Average peak-to-trough decline

-0.81%

-0.77%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.31%

+0.29%

Volatility

IBIG vs. PBTP - Volatility Comparison

iShares iBonds Oct 2030 Term TIPS ETF (IBIG) has a higher volatility of 1.01% compared to Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) at 0.56%. This indicates that IBIG's price experiences larger fluctuations and is considered to be riskier than PBTP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBIGPBTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.56%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

1.05%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

1.97%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.86%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

2.66%

+1.73%