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PFFD vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFD vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) 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, PFFD achieves a 2.18% return, which is significantly higher than TIP's 1.40% return.


PFFD

1D
0.27%
1M
0.42%
YTD
2.18%
6M
2.18%
1Y
7.82%
3Y*
5.67%
5Y*
-0.25%
10Y*

TIP

1D
0.01%
1M
0.25%
YTD
1.40%
6M
1.42%
1Y
4.76%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFFD
Global X U.S. Preferred ETF
2.18%3.22%7.07%6.85%-20.20%5.07%8.90%17.43%-3.94%0.69%
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%0.37%

Correlation

The correlation between PFFD and TIP is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.49

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2017

0.32

The correlation between PFFD and TIP shifts across timeframes, from 0.32 (all time) to 0.49 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PFFD vs. TIP — Risk / Return Rank

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

PFFD
PFFD Risk / Return Rank: 2929
Overall Rank
PFFD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2828
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2828
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2929
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
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.

PFFD vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) 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.

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.


PFFDTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.21

2.34

-1.13

Martin ratioReturn relative to average drawdown

3.55

7.00

-3.45

PFFD vs. TIP - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 0.99, which is comparable to the TIP Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PFFD 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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Drawdowns

PFFD vs. TIP - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for PFFD and TIP.


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Drawdown Indicators


PFFDTIPDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-14.57%

-16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-1.98%

-3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-4.54%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-14.51%

-9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-3.78%

-0.46%

-3.32%

Average Drawdown

Average peak-to-trough decline

-6.58%

-3.43%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.66%

+1.37%

Volatility

PFFD vs. TIP - Volatility Comparison

Global X U.S. Preferred ETF (PFFD) has a higher volatility of 2.15% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that PFFD'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


PFFDTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

1.03%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

5.40%

2.32%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.29%

3.39%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

6.21%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

5.74%

+7.00%

PFFD vs. TIP - Expense Ratio Comparison

PFFD has a 0.23% expense ratio, which is higher than TIP's 0.18% 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

PFFD vs. TIP - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.38%, more than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
PFFD
Global X U.S. Preferred ETF
6.38%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.76%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


PFFD and TIP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFD has higher volatility (2.15%) compared to TIP (1.03%). In terms of maximum drawdown, PFFD dropped -30.93% vs TIP's -14.57%.

On 5-year performance, TIP leads with 0.91% vs -0.25% for PFFD. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TIP has performed better with a 0.91% return vs -0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.23% for PFFD.

PFFD has the higher dividend yield at 6.38%, compared with 3.76% for TIP.

PFFD is categorized as Preferred Stock/Convertible Bonds, while TIP is Inflation-Protected Bonds. PFFD tracks ICE BofAML Diversified Core U.S. Preferred Securities Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.23% for PFFD and 0.18% for TIP.

TIP currently has the higher Sharpe Ratio (1.37 vs 0.99), 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.

Portfolio Optimizer

Find the right allocation for PFFD and TIP

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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