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RINF vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINF vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with RINF having a 2.37% return and IBID slightly higher at 2.46%.


RINF

1D
-0.07%
1M
0.43%
YTD
2.37%
6M
3.08%
1Y
2.48%
3Y*
4.84%
5Y*
5.43%
10Y*
4.69%

IBID

1D
0.08%
1M
0.49%
YTD
2.46%
6M
2.57%
1Y
4.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINF vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
RINF
ProShares Inflation Expectations ETF
2.37%1.64%9.79%-4.17%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.46%5.66%4.71%2.61%

Correlation

The correlation between RINF and IBID is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.12

The correlation between RINF and IBID shifts across timeframes, from -0.12 (all time) to 0.04 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RINF vs. IBID — Risk / Return Rank

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

RINF
RINF Risk / Return Rank: 1818
Overall Rank
RINF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1616
Sortino Ratio Rank
RINF Omega Ratio Rank: 1616
Omega Ratio Rank
RINF Calmar Ratio Rank: 2121
Calmar Ratio Rank
RINF Martin Ratio Rank: 1818
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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.

RINF vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


RINFIBIDDifference
Sharpe ratioReturn per unit of total volatility

-3.35

Sortino ratioReturn per unit of downside risk

-5.93

Omega ratioGain probability vs. loss probability

1.10

1.94

-0.84

Calmar ratioReturn relative to maximum drawdown

0.96

13.33

-12.37

Martin ratioReturn relative to average drawdown

1.83

39.52

-37.69

RINF vs. IBID - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.56, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of RINF and IBID, 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


RINFIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

3.91

-3.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

2.56

-2.47

Drawdowns

RINF vs. IBID - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for RINF and IBID.


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Drawdown Indicators


RINFIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-1.28%

-42.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-0.36%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-16.45%

-0.22%

-16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.12%

+1.25%

Volatility

RINF vs. IBID - Volatility Comparison

ProShares Inflation Expectations ETF (RINF) has a higher volatility of 1.19% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that RINF's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINFIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.32%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

0.80%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

1.25%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

2.25%

+10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

2.25%

+10.32%

RINF vs. IBID - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

RINF vs. IBID - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.70%, more than IBID's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.66%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RINF
ProShares Inflation Expectations ETF
3.70%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%

Frequently Asked Questions


RINF and IBID have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINF has higher volatility (1.19%) compared to IBID (0.32%). In terms of maximum drawdown, RINF dropped -43.51% vs IBID's -1.28%.

On 1-year performance, IBID leads with 4.83% vs 2.48% for RINF. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBID has performed better with a 4.83% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.30% for RINF.

RINF has the higher dividend yield at 3.70%, compared with 3.66% for IBID.

RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.30% for RINF and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.91 vs 0.56), 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

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