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RINF vs. IBIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINF vs. IBIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and iShares iBonds Oct 2028 Term TIPS ETF (IBIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RINF achieves a 2.37% return, which is significantly higher than IBIE's 2.10% return.


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%

IBIE

1D
0.00%
1M
0.23%
YTD
2.10%
6M
2.07%
1Y
4.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINF vs. IBIE - Yearly Performance Comparison


2026 (YTD)202520242023
RINF
ProShares Inflation Expectations ETF
2.37%1.64%9.79%-4.17%
IBIE
iShares iBonds Oct 2028 Term TIPS ETF
2.10%6.46%3.95%2.93%

Correlation

The correlation between RINF and IBIE is -0.03, 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

-0.03

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

-0.16

The correlation between RINF and IBIE shifts across timeframes, from -0.16 (all time) to -0.03 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RINF vs. IBIE — 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

IBIE
IBIE Risk / Return Rank: 9494
Overall Rank
IBIE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBIE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBIE Omega Ratio Rank: 9494
Omega Ratio Rank
IBIE Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBIE Martin Ratio Rank: 9393
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. IBIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and iShares iBonds Oct 2028 Term TIPS ETF (IBIE). 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.


RINFIBIEDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

1.10

1.69

-0.59

Calmar ratioReturn relative to maximum drawdown

0.96

8.73

-7.77

Martin ratioReturn relative to average drawdown

1.83

25.70

-23.87

RINF vs. IBIE - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.56, which is lower than the IBIE Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of RINF and IBIE, 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


RINFIBIEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

3.09

-2.54

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

2.02

-1.93

Drawdowns

RINF vs. IBIE - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than IBIE's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for RINF and IBIE.


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Drawdown Indicators


RINFIBIEDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-1.70%

-41.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-0.55%

-2.05%

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%

-0.39%

-16.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.19%

+1.18%

Volatility

RINF vs. IBIE - Volatility Comparison

ProShares Inflation Expectations ETF (RINF) has a higher volatility of 1.19% compared to iShares iBonds Oct 2028 Term TIPS ETF (IBIE) at 0.38%. This indicates that RINF's price experiences larger fluctuations and is considered to be riskier than IBIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RINFIBIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.38%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

0.97%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

1.56%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

2.86%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

2.86%

+9.71%

RINF vs. IBIE - Expense Ratio Comparison

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


Dividends

RINF vs. IBIE - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.70%, more than IBIE's 3.25% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIE
iShares iBonds Oct 2028 Term TIPS ETF
3.25%4.09%4.23%0.75%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 IBIE have a correlation of -0.03, 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 IBIE (0.38%). In terms of maximum drawdown, RINF dropped -43.51% vs IBIE's -1.70%.

On 1-year performance, IBIE leads with 4.80% vs 2.48% for RINF. On fees, IBIE is cheaper at 0.10% per year. On volatility, IBIE has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIE has performed better with a 4.80% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIE 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 3.25% for IBIE.

RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while IBIE tracks ICE 2028 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 IBIE.

IBIE currently has the higher Sharpe Ratio (3.09 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.

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