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SCHP vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHP vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and iShares TIPS Bond ETF (TIP). 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 stocks are quite close, with SCHP having a 0.81% return and TIP slightly lower at 0.78%. Both investments have delivered pretty close results over the past 10 years, with SCHP having a 2.52% annualized return and TIP not far behind at 2.43%.


SCHP

1D
-0.42%
1M
-0.18%
YTD
0.81%
6M
0.92%
1Y
3.57%
3Y*
3.67%
5Y*
0.94%
10Y*
2.52%

TIP

1D
-0.41%
1M
-0.16%
YTD
0.78%
6M
0.90%
1Y
3.46%
3Y*
3.53%
5Y*
0.79%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHP vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHP
Schwab U.S. TIPS ETF
0.81%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%
TIP
iShares TIPS Bond ETF
0.78%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between SCHP and TIP is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

0.97

The correlation between SCHP and TIP has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

SCHP vs. TIP — Risk / Return Rank

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

SCHP
SCHP Risk / Return Rank: 3333
Overall Rank
SCHP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3030
Sortino Ratio Rank
SCHP Omega Ratio Rank: 2828
Omega Ratio Rank
SCHP Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHP Martin Ratio Rank: 3737
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3131
Overall Rank
TIP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIP Omega Ratio Rank: 2626
Omega Ratio Rank
TIP Calmar Ratio Rank: 3636
Calmar Ratio Rank
TIP Martin Ratio Rank: 3535
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.

SCHP vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) 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.


SCHPTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.86

1.76

+0.10

Martin ratioReturn relative to average drawdown

5.54

5.20

+0.34

SCHP vs. TIP - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 1.07, which is comparable to the TIP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SCHP 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

SCHP vs. TIP - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, roughly equal to the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for SCHP and TIP.


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Drawdown Indicators


SCHPTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-14.57%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-1.98%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-4.54%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-14.51%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

-14.51%

+0.25%

Current Drawdown

Current decline from peak

-1.04%

-1.07%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.93%

-3.43%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.67%

-0.02%

Volatility

SCHP vs. TIP - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) and iShares TIPS Bond ETF (TIP) have volatilities of 1.20% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHPTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.22%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.47%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

3.45%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

6.20%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

5.74%

-0.14%

SCHP vs. TIP - Expense Ratio Comparison

SCHP has a 0.03% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHP vs. TIP - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 4.02%, more than TIP's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHP
Schwab U.S. TIPS ETF
4.02%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
TIP
iShares TIPS Bond ETF
3.79%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


With a correlation of 0.98, SCHP and TIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TIP has higher volatility (1.22%) compared to SCHP (1.20%). In terms of maximum drawdown, SCHP dropped -14.26% vs TIP's -14.57%.

On 10-year performance, SCHP leads with 2.52% vs 2.43% for TIP. On fees, SCHP is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHP has performed better with a 2.52% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.03% expense ratio, compared with 0.18% for TIP.

SCHP has the higher dividend yield at 4.02%, compared with 3.79% for TIP.

SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L), while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.03% for SCHP and 0.18% for TIP.

SCHP currently has the higher Sharpe Ratio (1.07 vs 1.01), 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 SCHP and TIP

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