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IBIM vs. TIPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIM vs. TIPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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


IBIM

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

TIPZ

1D
0.17%
1M
0.02%
YTD
2.74%
6M
1.48%
1Y
4.02%
3Y*
3.85%
5Y*
0.70%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIM vs. TIPZ - Yearly Performance Comparison


Correlation

The correlation between IBIM and TIPZ is 0.91, 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 Mar 26, 2026

0.91

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Return for Risk

IBIM vs. TIPZ — 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.


TIPZ
TIPZ Risk / Return Rank: 3434
Overall Rank
TIPZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 2929
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 4141
Calmar Ratio Rank
TIPZ Martin Ratio Rank: 4040
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. TIPZ - Risk-Adjusted Trends Comparison

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

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.


IBIMTIPZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

5.67

IBIM vs. TIPZ - Sharpe Ratio Comparison


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Drawdowns

IBIM vs. TIPZ - Drawdown Comparison

The maximum IBIM drawdown since its inception was -1.84%, smaller than the maximum TIPZ drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for IBIM and TIPZ.


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Drawdown Indicators


IBIMTIPZDifference

Max Drawdown

Largest peak-to-trough decline

-1.84%

-15.77%

+13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

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

-0.18%

-1.29%

+1.11%

Average Drawdown

Average peak-to-trough decline

-0.51%

-4.32%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

Volatility

IBIM vs. TIPZ - Volatility Comparison


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Volatility by Period


IBIMTIPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

3.91%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

6.36%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

5.84%

-0.99%

Dividends

IBIM vs. TIPZ - Dividend Comparison

IBIM has not paid dividends to shareholders, while TIPZ's dividend yield for the trailing twelve months is around 5.10%.


PositionTTM20252024202320222021202020192018201720162015
IBIM
iShares iBonds Oct 2036 Term TIPS ETF
0.00%0.00%0.00%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
5.10%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 0.91, IBIM 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.

TIPZ has the higher dividend yield at 5.10%, compared with 0.00% for IBIM.

They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

Find the right allocation for IBIM and TIPZ

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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