IBIJ vs. VTP
IBIJ (iShares iBonds Oct 2033 Term TIPS ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds. Over the past year, IBIJ returned 3.74% vs 3.05% for VTP. Their correlation of 0.95 suggests significant overlap in exposure. IBIJ charges 0.10%/yr vs 0.05%/yr for VTP.
Performance
IBIJ vs. VTP - Performance Comparison
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Returns By Period
In the year-to-date period, IBIJ achieves a 1.19% return, which is significantly higher than VTP's 0.93% return.
IBIJ
- 1D
- -0.14%
- 1M
- 0.11%
- 6M
- 1.17%
- YTD
- 1.19%
- 1Y
- 3.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.43%
VTP
- 1D
- -0.16%
- 1M
- -0.25%
- 6M
- 0.85%
- YTD
- 0.93%
- 1Y
- 3.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.32%
IBIJ vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBIJ iShares iBonds Oct 2033 Term TIPS ETF | 1.19% | 3.16% |
VTP Vanguard Total Inflation-Protected Securities ETF | 0.93% | 2.46% |
Correlation
The correlation between IBIJ and VTP is 0.95, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.95 |
The correlation between IBIJ and VTP has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
IBIJ vs. VTP — Risk / Return Rank
IBIJ
VTP
IBIJ vs. VTP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) 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.
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.
| IBIJ | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.60 | +0.02 |
| Martin ratioReturn relative to average drawdown | 4.93 | 4.48 | +0.45 |
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Drawdowns
IBIJ vs. VTP - Drawdown Comparison
The maximum IBIJ drawdown since its inception was -5.27%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for IBIJ and VTP.
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Drawdown Indicators
| IBIJ | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.27% | -1.92% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -1.92% | -0.40% |
Current DrawdownCurrent decline from peak | -1.02% | -0.91% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -0.54% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.68% | +0.08% |
Volatility
IBIJ vs. VTP - Volatility Comparison
iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) has a higher volatility of 1.14% compared to Vanguard Total Inflation-Protected Securities ETF (VTP) at 1.04%. This indicates that IBIJ's price experiences larger fluctuations and is considered to be riskier than VTP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIJ | VTP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 1.04% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.92% | 2.49% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 3.35% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.83% | 3.33% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.83% | 3.33% | +2.50% |
IBIJ vs. VTP - Expense Ratio Comparison
IBIJ 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
IBIJ vs. VTP - Dividend Comparison
IBIJ's dividend yield for the trailing twelve months is around 5.49%, more than VTP's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIJ iShares iBonds Oct 2033 Term TIPS ETF | 5.49% | 4.66% | 4.42% | 0.60% |
VTP Vanguard Total Inflation-Protected Securities ETF | 2.98% | 1.56% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, IBIJ 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.
IBIJ has higher volatility (1.14%) compared to VTP (1.04%). In terms of maximum drawdown, IBIJ dropped -5.27% vs VTP's -1.92%.
On 1-year performance, IBIJ leads with 3.74% vs 3.05% for VTP. On fees, VTP is cheaper at 0.05% per year. On volatility, VTP has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIJ has performed better with a 3.74% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTP is cheaper with a 0.05% expense ratio, compared with 0.10% for IBIJ.
IBIJ has the higher dividend yield at 5.49%, compared with 2.98% for VTP.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBIJ and 0.05% for VTP.
IBIJ currently has the higher Sharpe Ratio (0.95 vs 0.92), 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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