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JXI vs. TIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JXI and TIP is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

JXI vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Utilities ETF (JXI) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
166.64%
85.31%
JXI
TIP

Key characteristics

Sharpe Ratio

JXI:

1.47

TIP:

1.49

Sortino Ratio

JXI:

1.96

TIP:

2.07

Omega Ratio

JXI:

1.27

TIP:

1.27

Calmar Ratio

JXI:

2.15

TIP:

0.63

Martin Ratio

JXI:

5.27

TIP:

4.47

Ulcer Index

JXI:

4.26%

TIP:

1.56%

Daily Std Dev

JXI:

15.26%

TIP:

4.68%

Max Drawdown

JXI:

-50.23%

TIP:

-14.56%

Current Drawdown

JXI:

-0.30%

TIP:

-4.46%

Returns By Period

In the year-to-date period, JXI achieves a 9.87% return, which is significantly higher than TIP's 3.73% return. Over the past 10 years, JXI has outperformed TIP with an annualized return of 7.54%, while TIP has yielded a comparatively lower 2.24% annualized return.


JXI

YTD

9.87%

1M

3.80%

6M

3.19%

1Y

23.00%

5Y*

9.30%

10Y*

7.54%

TIP

YTD

3.73%

1M

0.40%

6M

2.50%

1Y

7.08%

5Y*

1.41%

10Y*

2.24%

*Annualized

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JXI vs. TIP - Expense Ratio Comparison

JXI has a 0.46% expense ratio, which is higher than TIP's 0.19% expense ratio.


Expense ratio chart for JXI: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JXI: 0.46%
Expense ratio chart for TIP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIP: 0.19%

Risk-Adjusted Performance

JXI vs. TIP — Risk-Adjusted Performance Rank

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

JXI
The Risk-Adjusted Performance Rank of JXI is 8989
Overall Rank
The Sharpe Ratio Rank of JXI is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of JXI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of JXI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JXI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of JXI is 8585
Martin Ratio Rank

TIP
The Risk-Adjusted Performance Rank of TIP is 8484
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7272
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JXI vs. TIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) 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.


The chart of Sharpe ratio for JXI, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.00
JXI: 1.47
TIP: 1.49
The chart of Sortino ratio for JXI, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.00
JXI: 1.96
TIP: 2.07
The chart of Omega ratio for JXI, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
JXI: 1.27
TIP: 1.27
The chart of Calmar ratio for JXI, currently valued at 2.15, compared to the broader market0.002.004.006.008.0010.0012.00
JXI: 2.15
TIP: 0.63
The chart of Martin ratio for JXI, currently valued at 5.27, compared to the broader market0.0020.0040.0060.00
JXI: 5.27
TIP: 4.47

The current JXI Sharpe Ratio is 1.47, which is comparable to the TIP Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of JXI and TIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.47
1.49
JXI
TIP

Dividends

JXI vs. TIP - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.75%, less than TIP's 3.03% yield.


TTM20242023202220212020201920182017201620152014
JXI
iShares Global Utilities ETF
2.75%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%3.55%
TIP
iShares TIPS Bond ETF
3.03%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

Drawdowns

JXI vs. TIP - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for JXI and TIP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.30%
-4.46%
JXI
TIP

Volatility

JXI vs. TIP - Volatility Comparison

iShares Global Utilities ETF (JXI) has a higher volatility of 8.36% compared to iShares TIPS Bond ETF (TIP) at 2.31%. This indicates that JXI'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.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.36%
2.31%
JXI
TIP