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IBIG vs. TIPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIG vs. TIPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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, IBIG achieves a 1.64% return, which is significantly lower than TIPZ's 2.58% return.


IBIG

1D
-0.09%
1M
-0.37%
YTD
1.64%
6M
1.42%
1Y
5.02%
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)

IBIG vs. TIPZ - Yearly Performance Comparison


2026 (YTD)202520242023
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
1.64%7.90%2.60%4.26%
TIPZ
PIMCO Broad US TIPS Index ETF
2.58%5.87%1.52%3.80%

Correlation

The correlation between IBIG and TIPZ is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.92

The correlation between IBIG and TIPZ has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

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Return for Risk

IBIG vs. TIPZ — Risk / Return Rank

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

IBIG
IBIG Risk / Return Rank: 6666
Overall Rank
IBIG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBIG Omega Ratio Rank: 5959
Omega Ratio Rank
IBIG Calmar Ratio Rank: 7575
Calmar Ratio Rank
IBIG Martin Ratio Rank: 6969
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.

IBIG vs. TIPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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.


IBIGTIPZDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratioReturn relative to maximum drawdown

3.74

2.36

+1.38

Martin ratioReturn relative to average drawdown

12.68

7.37

+5.30

IBIG vs. TIPZ - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.93, which is higher than the TIPZ Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IBIG 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


IBIGTIPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.31

+0.62

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

1.43

0.53

+0.91

Drawdowns

IBIG vs. TIPZ - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum TIPZ drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IBIG and TIPZ.


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Drawdown Indicators


IBIGTIPZDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-15.77%

+12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-2.18%

+0.83%

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

-0.43%

-1.44%

+1.01%

Average Drawdown

Average peak-to-trough decline

-0.77%

-4.33%

+3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.70%

-0.30%

Volatility

IBIG vs. TIPZ - Volatility Comparison

The current volatility for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) is 0.62%, while PIMCO Broad US TIPS Index ETF (TIPZ) has a volatility of 0.96%. This indicates that IBIG 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


IBIGTIPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.96%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

2.88%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

3.92%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

6.37%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

5.84%

-1.55%

IBIG vs. TIPZ - Expense Ratio Comparison

IBIG 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

IBIG vs. TIPZ - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.89%, less than TIPZ's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
3.89%4.70%4.15%0.78%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


IBIG and TIPZ have a correlation of 0.84, 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 IBIG (0.62%). In terms of maximum drawdown, IBIG dropped -3.21% vs TIPZ's -15.77%.

On 1-year performance, TIPZ leads with 5.12% vs 5.02% for IBIG. On fees, IBIG is cheaper at 0.10% per year. On volatility, IBIG has been the lower-risk option at 0.62%. 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 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIG 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 3.89% for IBIG.

IBIG tracks ICE 2030 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 IBIG and 0.20% for TIPZ.

IBIG currently has the higher Sharpe Ratio (1.93 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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