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IBII vs. CPII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBII vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2032 Term TIPS ETF (IBII) 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, IBII achieves a 0.67% return, which is significantly lower than CPII's 2.97% return.


IBII

1D
-0.40%
1M
-0.44%
YTD
0.67%
6M
0.73%
1Y
3.96%
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)

IBII vs. CPII - Yearly Performance Comparison


2026 (YTD)202520242023
IBII
iShares iBonds Oct 2032 Term TIPS ETF
0.67%8.65%1.21%4.85%
CPII
Ionic Inflation Protection ETF
2.97%2.76%6.05%-0.75%

Correlation

The correlation between IBII and CPII is 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

-0.33

The correlation between IBII and CPII shifts across timeframes, from -0.33 (all time) to 0.02 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBII vs. CPII — Risk / Return Rank

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

IBII
IBII Risk / Return Rank: 3636
Overall Rank
IBII Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBII Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBII Omega Ratio Rank: 3131
Omega Ratio Rank
IBII Calmar Ratio Rank: 4242
Calmar Ratio Rank
IBII Martin Ratio Rank: 4141
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.

IBII vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2032 Term TIPS ETF (IBII) 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.


IBIICPIIDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

2.00

1.96

+0.04

Martin ratioReturn relative to average drawdown

6.47

4.37

+2.09

IBII vs. CPII - Sharpe Ratio Comparison

The current IBII Sharpe Ratio is 1.14, which is comparable to the CPII Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IBII 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

IBII vs. CPII - Drawdown Comparison

The maximum IBII drawdown since its inception was -4.65%, smaller than the maximum CPII drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for IBII and CPII.


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Drawdown Indicators


IBIICPIIDifference

Max Drawdown

Largest peak-to-trough decline

-4.65%

-6.40%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-1.64%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

Current Drawdown

Current decline from peak

-1.58%

-1.64%

+0.06%

Average Drawdown

Average peak-to-trough decline

-1.12%

-1.61%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.73%

-0.12%

Volatility

IBII vs. CPII - Volatility Comparison

iShares iBonds Oct 2032 Term TIPS ETF (IBII) has a higher volatility of 1.36% compared to Ionic Inflation Protection ETF (CPII) at 0.76%. This indicates that IBII's price experiences larger fluctuations and is considered to be riskier than CPII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBIICPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.76%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.82%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

3.42%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

5.90%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.90%

-0.48%

IBII vs. CPII - Expense Ratio Comparison

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


Dividends

IBII vs. CPII - Dividend Comparison

IBII's dividend yield for the trailing twelve months is around 4.09%, which matches CPII's 4.10% yield.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.10%4.20%5.47%5.86%2.21%
IBII
iShares iBonds Oct 2032 Term TIPS ETF
4.09%4.80%4.76%1.10%0.00%

Frequently Asked Questions


IBII and CPII have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBII has higher volatility (1.36%) compared to CPII (0.76%). In terms of maximum drawdown, IBII dropped -4.65% vs CPII's -6.40%.

On 1-year performance, IBII leads with 3.96% vs 3.20% for CPII. On fees, IBII is cheaper at 0.10% per year. On volatility, CPII has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBII has performed better with a 3.96% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBII 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 4.09% for IBII.

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

IBII currently has the higher Sharpe Ratio (1.14 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.

Portfolio Optimizer

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