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IBIK vs. TIPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIK vs. TIPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2034 Term TIPS ETF (IBIK) 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, IBIK achieves a 1.45% return, which is significantly lower than TIPZ's 2.58% return.


IBIK

1D
-0.25%
1M
-0.38%
YTD
1.45%
6M
0.91%
1Y
6.15%
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)

IBIK vs. TIPZ - Yearly Performance Comparison


2026 (YTD)20252024
IBIK
iShares iBonds Oct 2034 Term TIPS ETF
1.45%8.78%1.43%
TIPZ
PIMCO Broad US TIPS Index ETF
2.58%5.87%1.62%

Correlation

The correlation between IBIK and TIPZ is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

Correlation (All Time)
Calculated using the full available price history since May 28, 2024

0.96

The correlation between IBIK and TIPZ has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

IBIK vs. TIPZ — Risk / Return Rank

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

IBIK
IBIK Risk / Return Rank: 4646
Overall Rank
IBIK Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IBIK Sortino Ratio Rank: 4646
Sortino Ratio Rank
IBIK Omega Ratio Rank: 4040
Omega Ratio Rank
IBIK Calmar Ratio Rank: 5151
Calmar Ratio Rank
IBIK Martin Ratio Rank: 5151
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.

IBIK vs. TIPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2034 Term TIPS ETF (IBIK) 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.


IBIKTIPZDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.47

2.36

+0.10

Martin ratioReturn relative to average drawdown

8.52

7.37

+1.14

IBIK vs. TIPZ - Sharpe Ratio Comparison

The current IBIK Sharpe Ratio is 1.47, which is comparable to the TIPZ Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IBIK 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


IBIKTIPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.31

+0.15

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

1.08

0.53

+0.56

Drawdowns

IBIK vs. TIPZ - Drawdown Comparison

The maximum IBIK drawdown since its inception was -5.59%, smaller than the maximum TIPZ drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IBIK and TIPZ.


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Drawdown Indicators


IBIKTIPZDifference

Max Drawdown

Largest peak-to-trough decline

-5.59%

-15.77%

+10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.18%

-0.32%

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

-0.65%

-1.44%

+0.79%

Average Drawdown

Average peak-to-trough decline

-1.24%

-4.33%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.70%

+0.02%

Volatility

IBIK vs. TIPZ - Volatility Comparison

iShares iBonds Oct 2034 Term TIPS ETF (IBIK) has a higher volatility of 1.20% compared to PIMCO Broad US TIPS Index ETF (TIPZ) at 0.96%. This indicates that IBIK's price experiences larger fluctuations and is considered to be riskier 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


IBIKTIPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.96%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

2.88%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.92%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

6.37%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

5.84%

-0.50%

IBIK vs. TIPZ - Expense Ratio Comparison

IBIK 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

IBIK vs. TIPZ - Dividend Comparison

IBIK's dividend yield for the trailing twelve months is around 3.73%, less than TIPZ's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIK
iShares iBonds Oct 2034 Term TIPS ETF
3.73%4.43%2.67%0.00%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


With a correlation of 0.95, IBIK and TIPZ 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.

IBIK has higher volatility (1.20%) compared to TIPZ (0.96%). In terms of maximum drawdown, IBIK dropped -5.59% vs TIPZ's -15.77%.

On 1-year performance, IBIK leads with 6.15% vs 5.12% for TIPZ. On fees, IBIK is cheaper at 0.10% per year. On volatility, TIPZ has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIK has performed better with a 6.15% return vs 5.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIK 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 3.73% for IBIK.

IBIK tracks iBonds Oct 2034 Term TIPS 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 IBIK and 0.20% for TIPZ.

IBIK currently has the higher Sharpe Ratio (1.47 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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