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TDTF vs. CPII
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDTF vs. CPII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and Ionic Inflation Protection ETF (CPII). The values are adjusted to include any dividend payments, if applicable.

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TDTF vs. CPII - Yearly Performance Comparison


2026 (YTD)2025202420232022
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
0.61%7.83%2.40%4.10%-2.71%
CPII
Ionic Inflation Protection ETF
1.67%2.76%6.05%1.79%1.22%

Returns By Period

In the year-to-date period, TDTF achieves a 0.61% return, which is significantly lower than CPII's 1.67% return.


TDTF

1D
0.08%
1M
-0.92%
YTD
0.61%
6M
0.78%
1Y
3.85%
3Y*
3.71%
5Y*
2.01%
10Y*
2.88%

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)

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TDTF vs. CPII - Expense Ratio Comparison

TDTF has a 0.18% expense ratio, which is lower than CPII's 0.74% expense ratio.


Return for Risk

TDTF vs. CPII — Risk / Return Rank

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

TDTF
TDTF Risk / Return Rank: 5959
Overall Rank
TDTF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TDTF Sortino Ratio Rank: 5757
Sortino Ratio Rank
TDTF Omega Ratio Rank: 5050
Omega Ratio Rank
TDTF Calmar Ratio Rank: 6767
Calmar Ratio Rank
TDTF Martin Ratio Rank: 6363
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.

TDTF vs. CPII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) 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.


TDTFCPIIDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.54

+0.48

Sortino ratio

Return per unit of downside risk

1.45

0.79

+0.66

Omega ratio

Gain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

1.65

1.36

+0.29

Martin ratio

Return relative to average drawdown

6.16

3.02

+3.14

TDTF vs. CPII - Sharpe Ratio Comparison

The current TDTF Sharpe Ratio is 1.02, which is higher than the CPII Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TDTF 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.


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Sharpe Ratios by Period


TDTFCPIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.54

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.60

-0.14

Correlation

The correlation between TDTF and CPII is -0.23. 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

TDTF vs. CPII - Dividend Comparison

TDTF's dividend yield for the trailing twelve months is around 4.37%, more than CPII's 4.03% yield.


TTM20252024202320222021202020192018201720162015
TDTF
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
4.37%4.58%3.98%3.97%7.60%4.55%1.13%1.80%2.60%2.20%1.51%0.21%
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

TDTF vs. CPII - Drawdown Comparison

The maximum TDTF drawdown since its inception was -12.02%, which is greater than CPII's maximum drawdown of -6.40%. Use the drawdown chart below to compare losses from any high point for TDTF and CPII.


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Drawdown Indicators


TDTFCPIIDifference

Max Drawdown

Largest peak-to-trough decline

-12.02%

-6.40%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-1.62%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-12.02%

Current Drawdown

Current decline from peak

-0.92%

-1.06%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.94%

-1.67%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.73%

-0.04%

Volatility

TDTF vs. CPII - Volatility Comparison

The current volatility for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) is 1.15%, while Ionic Inflation Protection ETF (CPII) has a volatility of 2.03%. This indicates that TDTF 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.


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Volatility by Period


TDTFCPIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

2.03%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.44%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.92%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

6.02%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

6.02%

-0.94%