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SPIP vs. GTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIP vs. GTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIP achieves a 1.49% return, which is significantly lower than GTIP's 1.70% return.


SPIP

1D
-0.16%
1M
0.02%
YTD
1.49%
6M
1.02%
1Y
4.97%
3Y*
3.85%
5Y*
0.87%
10Y*
2.61%

GTIP

1D
-0.08%
1M
0.04%
YTD
1.70%
6M
1.11%
1Y
5.10%
3Y*
4.01%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIP vs. GTIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPIP
SPDR Portfolio TIPS ETF
1.49%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%0.36%
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
1.70%6.63%2.04%3.88%-12.14%5.86%10.83%8.33%0.24%

Correlation

The correlation between SPIP and GTIP is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.91

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

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2018

0.95

The correlation between SPIP and GTIP has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

SPIP vs. GTIP — Risk / Return Rank

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

SPIP
SPIP Risk / Return Rank: 4141
Overall Rank
SPIP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 3939
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3737
Omega Ratio Rank
SPIP Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4444
Martin Ratio Rank

GTIP
GTIP Risk / Return Rank: 4747
Overall Rank
GTIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 4747
Sortino Ratio Rank
GTIP Omega Ratio Rank: 4343
Omega Ratio Rank
GTIP Calmar Ratio Rank: 5151
Calmar Ratio Rank
GTIP Martin Ratio Rank: 4848
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. GTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). 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.


SPIPGTIPDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.53

-0.14

Sortino ratio

Return per unit of downside risk

2.04

2.33

-0.29

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

2.44

2.54

-0.10

Martin ratio

Return relative to average drawdown

7.15

8.00

-0.86

SPIP vs. GTIP - Sharpe Ratio Comparison

The current SPIP Sharpe Ratio is 1.40, which is comparable to the GTIP Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SPIP and GTIP, 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


SPIPGTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.53

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.18

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Drawdowns

SPIP vs. GTIP - Drawdown Comparison

The maximum SPIP drawdown since its inception was -15.39%, which is greater than GTIP's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for SPIP and GTIP.


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Drawdown Indicators


SPIPGTIPDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-14.31%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-2.02%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-4.47%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-14.31%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-1.02%

-0.17%

-0.85%

Average Drawdown

Average peak-to-trough decline

-4.10%

-4.24%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.64%

+0.06%

Volatility

SPIP vs. GTIP - Volatility Comparison

SPDR Portfolio TIPS ETF (SPIP) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) have volatilities of 0.95% and 0.97%, 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


SPIPGTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.97%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.32%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.34%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

6.07%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

6.01%

0.00%

SPIP vs. GTIP - Expense Ratio Comparison

Both SPIP and GTIP have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPIP vs. GTIP - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 4.75%, more than GTIP's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.69%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%0.00%
SPIP
SPDR Portfolio TIPS ETF
4.75%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


With a correlation of 0.95, SPIP and GTIP 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.

GTIP has higher volatility (0.97%) compared to SPIP (0.95%). In terms of maximum drawdown, SPIP dropped -15.39% vs GTIP's -14.31%.

On 5-year performance, GTIP leads with 1.09% vs 0.87% for SPIP. Both ETFs have the same 0.12% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GTIP has performed better with a 1.09% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIP and GTIP have the same expense ratio: 0.12% per year.

SPIP has the higher dividend yield at 4.75%, compared with 4.69% for GTIP.

SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index, while GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index. They also come from different issuers: State Street and Goldman Sachs.

GTIP currently has the higher Sharpe Ratio (1.53 vs 1.40), 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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