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SPIP vs. PBTP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPIP vs. PBTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). The values are adjusted to include any dividend payments, if applicable.

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SPIP vs. PBTP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIP
SPDR Portfolio TIPS ETF
0.27%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%0.82%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
1.05%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%

Returns By Period

In the year-to-date period, SPIP achieves a 0.27% return, which is significantly lower than PBTP's 1.05% 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%

PBTP

1D
0.04%
1M
0.10%
YTD
1.05%
6M
1.35%
1Y
3.94%
3Y*
4.63%
5Y*
3.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPIP vs. PBTP - Expense Ratio Comparison

SPIP has a 0.12% expense ratio, which is higher than PBTP's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SPIP vs. PBTP — 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

PBTP
PBTP Risk / Return Rank: 9393
Overall Rank
PBTP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9595
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9494
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9595
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9292
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. PBTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). 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.


SPIPPBTPDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.01

-1.40

Sortino ratio

Return per unit of downside risk

0.83

3.02

-2.19

Omega ratio

Gain probability vs. loss probability

1.11

1.43

-0.32

Calmar ratio

Return relative to maximum drawdown

1.05

3.91

-2.86

Martin ratio

Return relative to average drawdown

3.04

12.96

-9.92

SPIP vs. PBTP - Sharpe Ratio Comparison

The current SPIP Sharpe Ratio is 0.61, which is lower than the PBTP Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SPIP and PBTP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPIPPBTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.01

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.21

-1.04

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

1.27

-0.75

Correlation

The correlation between SPIP and PBTP is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPIP vs. PBTP - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 4.05%, more than PBTP's 3.14% 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%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.14%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%0.00%0.00%

Drawdowns

SPIP vs. PBTP - Drawdown Comparison

The maximum SPIP drawdown since its inception was -15.39%, which is greater than PBTP's maximum drawdown of -5.44%. Use the drawdown chart below to compare losses from any high point for SPIP and PBTP.


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Drawdown Indicators


SPIPPBTPDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-5.44%

-9.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-1.03%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-5.44%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

Current Drawdown

Current decline from peak

-2.21%

-0.24%

-1.97%

Average Drawdown

Average peak-to-trough decline

-4.13%

-0.77%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.31%

+0.70%

Volatility

SPIP vs. PBTP - Volatility Comparison

SPDR Portfolio TIPS ETF (SPIP) has a higher volatility of 1.75% compared to Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) at 0.56%. This indicates that SPIP's price experiences larger fluctuations and is considered to be riskier than PBTP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIPPBTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

0.56%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

1.05%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

1.97%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

2.86%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.03%

2.66%

+3.37%