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RINF vs. ICPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINF vs. ICPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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 lower than ICPI's 2.70% 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%

ICPI

1D
0.05%
1M
0.44%
YTD
2.70%
6M
2.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINF vs. ICPI - Yearly Performance Comparison


Correlation

The correlation between RINF and ICPI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.17

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Return for Risk

RINF vs. ICPI — 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

ICPI
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. ICPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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.


RINFICPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.96

Martin ratioReturn relative to average drawdown

1.83

RINF vs. ICPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RINFICPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

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

6.20

-6.12

Drawdowns

RINF vs. ICPI - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than ICPI's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for RINF and ICPI.


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Drawdown Indicators


RINFICPIDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-0.22%

-43.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

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%

-0.03%

-16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

Volatility

RINF vs. ICPI - Volatility Comparison


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Volatility by Period


RINFICPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

0.95%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

0.95%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

0.95%

+11.62%

RINF vs. ICPI - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than ICPI's 0.09% expense ratio.


Dividends

RINF vs. ICPI - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.70%, more than ICPI's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ICPI
iShares 0-1 Year TIPS Bond ETF
1.80%0.54%0.00%0.00%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 ICPI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICPI is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICPI is cheaper with a 0.09% expense ratio, compared with 0.30% for RINF.

RINF has the higher dividend yield at 3.70%, compared with 1.80% for ICPI.

RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while ICPI tracks ICE U.S. Treasury 0-1 Year Inflation Linked Bond Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.30% for RINF and 0.09% for ICPI.

Portfolio Optimizer

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