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IBIL vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIL vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2035 Term TIPS ETF (IBIL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBIL achieves a 1.59% return, which is significantly lower than VTIP's 2.05% return.


IBIL

1D
-0.33%
1M
-0.33%
YTD
1.59%
6M
1.17%
1Y
6.35%
3Y*
5Y*
10Y*

VTIP

1D
0.00%
1M
0.04%
YTD
2.05%
6M
2.03%
1Y
4.70%
3Y*
5.26%
5Y*
3.37%
10Y*
3.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIL vs. VTIP - Yearly Performance Comparison


Correlation

The correlation between IBIL and VTIP is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

0.65

The correlation between IBIL and VTIP has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

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Return for Risk

IBIL vs. VTIP — Risk / Return Rank

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

IBIL
IBIL Risk / Return Rank: 3636
Overall Rank
IBIL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IBIL Sortino Ratio Rank: 3131
Sortino Ratio Rank
IBIL Omega Ratio Rank: 3535
Omega Ratio Rank
IBIL Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBIL Martin Ratio Rank: 3636
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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.

IBIL vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2035 Term TIPS ETF (IBIL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


IBILVTIPDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

1.23

1.67

-0.44

Calmar ratioReturn relative to maximum drawdown

2.31

6.75

-4.44

Martin ratioReturn relative to average drawdown

5.52

26.06

-20.54

IBIL vs. VTIP - Sharpe Ratio Comparison

The current IBIL Sharpe Ratio is 1.14, which is lower than the VTIP Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of IBIL and VTIP, 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


IBILVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

3.15

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.89

-0.24

Drawdowns

IBIL vs. VTIP - Drawdown Comparison

The maximum IBIL drawdown since its inception was -5.28%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IBIL and VTIP.


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Drawdown Indicators


IBILVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-5.28%

-6.27%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-0.70%

-2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.66%

-0.02%

-0.64%

Average Drawdown

Average peak-to-trough decline

-1.48%

-1.04%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.18%

+0.97%

Volatility

IBIL vs. VTIP - Volatility Comparison

iShares iBonds Oct 2035 Term TIPS ETF (IBIL) has a higher volatility of 1.25% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.43%. This indicates that IBIL's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBILVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.43%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

1.02%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.58%

1.50%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.20%

2.77%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

2.74%

+5.46%

IBIL vs. VTIP - Expense Ratio Comparison

IBIL has a 0.10% expense ratio, which is higher than VTIP's 0.03% 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

IBIL vs. VTIP - Dividend Comparison

IBIL's dividend yield for the trailing twelve months is around 3.47%, less than VTIP's 3.58% yield.


PositionTTM2025202420232022202120202019201820172016
IBIL
iShares iBonds Oct 2035 Term TIPS ETF
3.47%2.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.58%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


IBIL and VTIP have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIL has higher volatility (1.25%) compared to VTIP (0.43%). In terms of maximum drawdown, IBIL dropped -5.28% vs VTIP's -6.27%.

On 1-year performance, IBIL leads with 6.35% vs 4.70% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIL has performed better with a 6.35% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.10% for IBIL.

VTIP has the higher dividend yield at 3.58%, compared with 3.47% for IBIL.

IBIL tracks ICE 2035 Maturity US Treasury TIPS Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBIL and 0.03% for VTIP.

VTIP currently has the higher Sharpe Ratio (3.15 vs 1.14), 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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