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IBIM vs. CPII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIM vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2036 Term TIPS ETF (IBIM) and Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBIM

1D
0.36%
1M
0.14%
YTD
6M
1Y
3Y*
5Y*
10Y*

CPII

1D
0.21%
1M
-0.99%
YTD
2.86%
6M
2.78%
1Y
3.44%
3Y*
4.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIM vs. CPII - Yearly Performance Comparison


Correlation

The correlation between IBIM and CPII is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

-0.13

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Return for Risk

IBIM vs. CPII — Risk / Return Rank

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

IBIM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CPII
CPII Risk / Return Rank: 3232
Overall Rank
CPII Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 3030
Sortino Ratio Rank
CPII Omega Ratio Rank: 3030
Omega Ratio Rank
CPII Calmar Ratio Rank: 3535
Calmar Ratio Rank
CPII Martin Ratio Rank: 3333
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.

IBIM vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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.


IBIMCPIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.62

Martin ratioReturn relative to average drawdown

4.45

IBIM vs. CPII - Sharpe Ratio Comparison


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Drawdowns

IBIM vs. CPII - Drawdown Comparison

The maximum IBIM drawdown since its inception was -1.84%, smaller than the maximum CPII drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for IBIM and CPII.


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Drawdown Indicators


IBIMCPIIDifference

Max Drawdown

Largest peak-to-trough decline

-1.84%

-6.40%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-4.39%

Current Drawdown

Current decline from peak

-0.18%

-1.74%

+1.56%

Average Drawdown

Average peak-to-trough decline

-0.51%

-1.61%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

Volatility

IBIM vs. CPII - Volatility Comparison


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Volatility by Period


IBIMCPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

3.35%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

5.89%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

5.89%

-1.04%

Dividends

IBIM vs. CPII - Dividend Comparison

IBIM has not paid dividends to shareholders, while CPII's dividend yield for the trailing twelve months is around 4.10%.


PositionTTM2025202420232022
CPII
Ionic Inflation Protection ETF
4.10%4.20%5.47%5.86%2.21%
IBIM
iShares iBonds Oct 2036 Term TIPS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBIM and CPII have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPII has the higher dividend yield at 4.10%, compared with 0.00% for IBIM.

They also come from different issuers: iShares and Ionic.

Portfolio Optimizer

Find the right allocation for IBIM and CPII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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