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IVE vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVE vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Value ETF (IVE) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVE achieves a 7.22% return, which is significantly higher than TIP's 1.06% return. Over the past 10 years, IVE has outperformed TIP with an annualized return of 11.62%, while TIP has yielded a comparatively lower 2.48% annualized return.


IVE

1D
-1.15%
1M
0.79%
YTD
7.22%
6M
7.77%
1Y
21.32%
3Y*
15.38%
5Y*
10.49%
10Y*
11.62%

TIP

1D
-0.48%
1M
-0.57%
YTD
1.06%
6M
0.88%
1Y
4.37%
3Y*
3.65%
5Y*
0.88%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVE vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVE
iShares S&P 500 Value ETF
7.22%13.02%12.03%22.07%-5.41%24.72%1.22%31.62%-9.22%15.24%
TIP
iShares TIPS Bond ETF
1.06%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between IVE and TIP is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2003

-0.11

The correlation between IVE and TIP shifts across timeframes, from -0.11 (all time) to 0.24 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IVE vs. TIP — Risk / Return Rank

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

IVE
IVE Risk / Return Rank: 6969
Overall Rank
IVE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVE Omega Ratio Rank: 6666
Omega Ratio Rank
IVE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IVE Martin Ratio Rank: 7272
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4040
Overall Rank
TIP Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 3939
Sortino Ratio Rank
TIP Omega Ratio Rank: 3535
Omega Ratio Rank
TIP Calmar Ratio Rank: 4646
Calmar Ratio Rank
TIP Martin Ratio Rank: 4343
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.

IVE vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and iShares TIPS Bond ETF (TIP). 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.


IVETIPDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.39

1.23

+0.16

Calmar ratioReturn relative to maximum drawdown

3.46

2.22

+1.24

Martin ratioReturn relative to average drawdown

13.19

6.71

+6.48

IVE vs. TIP - Sharpe Ratio Comparison

The current IVE Sharpe Ratio is 2.17, which is higher than the TIP Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IVE and TIP, 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


IVETIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.28

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.14

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.43

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.57

-0.17

Drawdowns

IVE vs. TIP - Drawdown Comparison

The maximum IVE drawdown since its inception was -61.32%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for IVE and TIP.


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Drawdown Indicators


IVETIPDifference

Max Drawdown

Largest peak-to-trough decline

-61.32%

-14.57%

-46.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-1.98%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-4.54%

-13.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-14.51%

-3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-14.51%

-22.53%

Current Drawdown

Current decline from peak

-1.15%

-0.79%

-0.36%

Average Drawdown

Average peak-to-trough decline

-10.10%

-3.43%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.65%

+0.97%

Volatility

IVE vs. TIP - Volatility Comparison

iShares S&P 500 Value ETF (IVE) has a higher volatility of 2.39% compared to iShares TIPS Bond ETF (TIP) at 1.01%. This indicates that IVE's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVETIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.39%

1.01%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

2.33%

+4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

9.88%

3.43%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

6.21%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

5.74%

+11.22%

IVE vs. TIP - Expense Ratio Comparison

Both IVE and TIP have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IVE vs. TIP - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 1.52%, less than TIP's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
IVE
iShares S&P 500 Value ETF
1.52%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%
TIP
iShares TIPS Bond ETF
3.77%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


IVE and TIP have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVE has higher volatility (2.39%) compared to TIP (1.01%). In terms of maximum drawdown, IVE dropped -61.32% vs TIP's -14.57%.

On 10-year performance, IVE leads with 11.62% vs 2.48% for TIP. Both ETFs have the same 0.18% expense ratio. On volatility, TIP has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVE has performed better with a 11.62% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVE and TIP have the same expense ratio: 0.18% per year.

TIP has the higher dividend yield at 3.77%, compared with 1.52% for IVE.

IVE is categorized as Large Cap Value Equities, while TIP is Inflation-Protected Bonds. IVE tracks S&P 500 Value Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index.

IVE currently has the higher Sharpe Ratio (2.17 vs 1.28), 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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