PortfoliosLab logoPortfoliosLab logo
SPIP vs. CPII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIP vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPIP vs. CPII - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPIP
SPDR Portfolio TIPS ETF
0.27%6.78%2.35%2.98%-3.50%
CPII
Ionic Inflation Protection ETF
1.67%2.76%6.05%1.79%1.22%

Returns By Period

In the year-to-date period, SPIP achieves a 0.27% return, which is significantly lower than CPII's 1.67% return.


SPIP

1D
-0.06%
1M
-1.48%
YTD
0.27%
6M
0.20%
1Y
2.65%
3Y*
2.91%
5Y*
1.15%
10Y*
2.53%

CPII

1D
-0.16%
1M
1.19%
YTD
1.67%
6M
0.95%
1Y
2.10%
3Y*
3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SPIP vs. CPII - Expense Ratio Comparison

SPIP has a 0.12% expense ratio, which is lower than CPII's 0.74% expense ratio.


Return for Risk

SPIP vs. CPII — Risk / Return Rank

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

SPIP
SPIP Risk / Return Rank: 3434
Overall Rank
SPIP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPIP Omega Ratio Rank: 2929
Omega Ratio Rank
SPIP Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPIP Martin Ratio Rank: 3535
Martin Ratio Rank

CPII
CPII Risk / Return Rank: 3434
Overall Rank
CPII Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2727
Sortino Ratio Rank
CPII Omega Ratio Rank: 2626
Omega Ratio Rank
CPII Calmar Ratio Rank: 5353
Calmar Ratio Rank
CPII Martin Ratio Rank: 3333
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.

SPIP vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) and Ionic Inflation Protection ETF (CPII). 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.


SPIPCPIIDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.54

+0.07

Sortino ratio

Return per unit of downside risk

0.83

0.79

+0.04

Omega ratio

Gain probability vs. loss probability

1.11

1.11

+0.01

Calmar ratio

Return relative to maximum drawdown

1.05

1.36

-0.31

Martin ratio

Return relative to average drawdown

3.04

3.02

+0.02

SPIP vs. CPII - Sharpe Ratio Comparison

The current SPIP Sharpe Ratio is 0.61, which is comparable to the CPII Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SPIP and CPII, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPIPCPIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.54

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.60

-0.08

Correlation

The correlation between SPIP and CPII is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SPIP vs. CPII - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 4.05%, which matches CPII's 4.03% yield.


TTM20252024202320222021202020192018201720162015
SPIP
SPDR Portfolio TIPS ETF
4.05%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%
CPII
Ionic Inflation Protection ETF
4.03%4.20%5.47%5.86%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPIP vs. CPII - Drawdown Comparison

The maximum SPIP drawdown since its inception was -15.39%, which is greater than CPII's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for SPIP and CPII.


Loading graphics...

Drawdown Indicators


SPIPCPIIDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-6.40%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-1.62%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-2.21%

-1.06%

-1.15%

Average Drawdown

Average peak-to-trough decline

-4.13%

-1.67%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.73%

+0.28%

Volatility

SPIP vs. CPII - Volatility Comparison

The current volatility for SPDR Portfolio TIPS ETF (SPIP) is 1.75%, while Ionic Inflation Protection ETF (CPII) has a volatility of 2.03%. This indicates that SPIP experiences smaller price fluctuations and is considered to be less risky than CPII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPIPCPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

2.03%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

2.44%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

3.92%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

6.02%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

6.02%

+0.01%