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SPIP vs. JAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIP vs. JAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Janus Henderson AAA CLO ETF (JAAA). 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 JAAA's 1.87% 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%

JAAA

1D
-0.02%
1M
0.39%
YTD
1.87%
6M
2.45%
1Y
5.06%
3Y*
6.71%
5Y*
4.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIP vs. JAAA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPIP
SPDR Portfolio TIPS ETF
1.49%6.78%2.35%2.98%-12.84%5.80%1.82%
JAAA
Janus Henderson AAA CLO ETF
1.87%5.16%7.43%8.59%0.49%1.39%0.79%

Correlation

The correlation between SPIP and JAAA is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.00

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

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2020

0.01

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Return for Risk

SPIP vs. JAAA — 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

JAAA
JAAA Risk / Return Rank: 9898
Overall Rank
JAAA Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JAAA Sortino Ratio Rank: 9999
Sortino Ratio Rank
JAAA Omega Ratio Rank: 9999
Omega Ratio Rank
JAAA Calmar Ratio Rank: 9898
Calmar Ratio Rank
JAAA Martin Ratio Rank: 9898
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. JAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) and Janus Henderson AAA CLO ETF (JAAA). 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.


SPIPJAAADifference

Sharpe ratio

Return per unit of total volatility

1.40

5.98

-4.59

Sortino ratio

Return per unit of downside risk

2.04

10.04

-8.00

Omega ratio

Gain probability vs. loss probability

1.25

2.69

-1.43

Calmar ratio

Return relative to maximum drawdown

2.44

13.07

-10.63

Martin ratio

Return relative to average drawdown

7.15

70.18

-63.03

SPIP vs. JAAA - Sharpe Ratio Comparison

The current SPIP Sharpe Ratio is 1.40, which is lower than the JAAA Sharpe Ratio of 5.98. The chart below compares the historical Sharpe Ratios of SPIP and JAAA, 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


SPIPJAAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

5.98

-4.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

2.87

-2.74

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

2.77

-2.25

Drawdowns

SPIP vs. JAAA - Drawdown Comparison

The maximum SPIP drawdown since its inception was -15.39%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for SPIP and JAAA.


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Drawdown Indicators


SPIPJAAADifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-2.64%

-12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-0.39%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-1.46%

-3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-2.64%

-12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-1.02%

-0.02%

-1.00%

Average Drawdown

Average peak-to-trough decline

-4.10%

-0.25%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.07%

+0.63%

Volatility

SPIP vs. JAAA - Volatility Comparison

SPDR Portfolio TIPS ETF (SPIP) has a higher volatility of 0.95% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.13%. This indicates that SPIP's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIPJAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.13%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

0.64%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

0.85%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

1.68%

+4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

1.64%

+4.37%

SPIP vs. JAAA - Expense Ratio Comparison

SPIP has a 0.12% expense ratio, which is lower than JAAA's 0.21% 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

SPIP vs. JAAA - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 4.75%, less than JAAA's 5.00% yield.


PositionTTM20252024202320222021202020192018201720162015
JAAA
Janus Henderson AAA CLO ETF
5.00%5.30%6.35%6.11%2.74%1.21%0.26%0.00%0.00%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


SPIP and JAAA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPIP has higher volatility (0.95%) compared to JAAA (0.13%). In terms of maximum drawdown, SPIP dropped -15.39% vs JAAA's -2.64%.

On 5-year performance, JAAA leads with 4.79% vs 0.87% for SPIP. On fees, SPIP is cheaper at 0.12% per year. On volatility, JAAA has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JAAA has performed better with a 4.79% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIP is cheaper with a 0.12% expense ratio, compared with 0.21% for JAAA.

JAAA has the higher dividend yield at 5.00%, compared with 4.75% for SPIP.

SPIP is categorized as Inflation-Protected Bonds, while JAAA is CLO. They also come from different issuers: State Street and Janus Henderson. Their fees differ too: 0.12% for SPIP and 0.21% for JAAA.

JAAA currently has the higher Sharpe Ratio (5.98 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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