IBII vs. VTP
IBII (iShares iBonds Oct 2032 Term TIPS ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds - IBII tracks the ICE 2032 Maturity US Inflation-Linked Treasury Index while VTP tracks the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. IBII charges 0.10%/yr vs 0.05%/yr for VTP.
Performance
IBII vs. VTP - Performance Comparison
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Returns By Period
In the year-to-date period, IBII achieves a 1.63% return, which is significantly higher than VTP's 1.08% return.
IBII
- 1D
- 0.02%
- 1M
- -0.38%
- YTD
- 1.63%
- 6M
- 1.21%
- 1Y
- 5.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTP
- 1D
- -0.42%
- 1M
- -0.58%
- YTD
- 1.08%
- 6M
- 1.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBII vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBII iShares iBonds Oct 2032 Term TIPS ETF | 1.63% | 2.52% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.08% | 2.27% |
Correlation
The correlation between IBII and VTP is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.94 |
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Return for Risk
IBII vs. VTP — Risk / Return Rank
IBII
VTP
IBII vs. VTP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2032 Term TIPS ETF (IBII) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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.
| IBII | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | — | — |
| Martin ratioReturn relative to average drawdown | 9.32 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBII | VTP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 1.14 | -0.01 |
Drawdowns
IBII vs. VTP - Drawdown Comparison
The maximum IBII drawdown since its inception was -4.65%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for IBII and VTP.
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Drawdown Indicators
| IBII | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.65% | -1.92% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -1.98% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -0.76% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -0.52% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | — | — |
Volatility
IBII vs. VTP - Volatility Comparison
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Volatility by Period
| IBII | VTP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.42% | 3.28% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 3.28% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 3.28% | +2.14% |
IBII vs. VTP - Expense Ratio Comparison
IBII has a 0.10% expense ratio, which is higher than VTP's 0.05% 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%.
Dividends
IBII vs. VTP - Dividend Comparison
IBII's dividend yield for the trailing twelve months is around 4.05%, more than VTP's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBII iShares iBonds Oct 2032 Term TIPS ETF | 4.05% | 4.80% | 4.76% | 1.10% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.62% | 1.56% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, IBII and VTP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTP is cheaper with a 0.05% expense ratio, compared with 0.10% for IBII.
IBII has the higher dividend yield at 4.05%, compared with 1.62% for VTP.
IBII tracks ICE 2032 Maturity US Inflation-Linked Treasury Index, while VTP tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBII and 0.05% for VTP.
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