PortfoliosLab logoPortfoliosLab logo
RINF vs. WIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINF vs. WIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Inflation Expectations ETF (RINF) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RINF achieves a 2.37% return, which is significantly lower than WIP's 4.31% return. Over the past 10 years, RINF has outperformed WIP with an annualized return of 4.69%, while WIP has yielded a comparatively lower 1.61% annualized 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%

WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINF vs. WIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF
2.37%1.64%9.79%0.21%8.77%16.20%1.98%1.82%-0.79%-1.70%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
4.31%15.18%-8.71%8.84%-15.54%-4.15%8.37%8.62%-5.97%12.73%

Correlation

The correlation between RINF and WIP is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.25

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

-0.16

Correlation (10Y)
Calculated over the trailing 10-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

-0.02

The correlation between RINF and WIP shifts across timeframes, from -0.25 (3 years) to -0.02 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RINF vs. WIP — 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

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
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. WIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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.


RINFWIPDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.11

Calmar ratioReturn relative to maximum drawdown

0.96

2.00

-1.04

Martin ratioReturn relative to average drawdown

1.83

5.98

-4.15

RINF vs. WIP - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.56, which is lower than the WIP Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of RINF and WIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RINFWIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.18

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.06

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.16

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.12

-0.04

Drawdowns

RINF vs. WIP - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than WIP's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for RINF and WIP.


Loading charts...

Drawdown Indicators


RINFWIPDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-29.60%

-13.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-5.16%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-11.16%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-28.84%

+15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-28.84%

-0.34%

Current Drawdown

Current decline from peak

-0.66%

-3.87%

+3.21%

Average Drawdown

Average peak-to-trough decline

-16.45%

-8.58%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.72%

-0.35%

Volatility

RINF vs. WIP - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 1.19%, while SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a volatility of 2.95%. This indicates that RINF experiences smaller price fluctuations and is considered to be less risky than WIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RINFWIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.95%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

6.89%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.49%

8.72%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

11.45%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

10.16%

+2.41%

RINF vs. WIP - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is lower than WIP's 0.50% expense ratio.


Dividends

RINF vs. WIP - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.70%, less than WIP's 5.79% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


RINF and WIP have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to RINF (1.19%). In terms of maximum drawdown, RINF dropped -43.51% vs WIP's -29.60%.

On 10-year performance, RINF leads with 4.69% vs 1.61% for WIP. On fees, RINF is cheaper at 0.30% per year. On volatility, RINF has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RINF has performed better with a 4.69% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINF is cheaper with a 0.30% expense ratio, compared with 0.50% for WIP.

WIP has the higher dividend yield at 5.79%, compared with 3.70% for RINF.

RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while WIP tracks FTSE International Inflation-Linked Securities Select (USD). They also come from different issuers: ProShares and State Street. Their fees differ too: 0.30% for RINF and 0.50% for WIP.

WIP currently has the higher Sharpe Ratio (1.18 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

Find the right allocation for RINF and WIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer