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TIP vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIP achieves a 0.95% return, which is significantly higher than GBTC's -28.07% return. Over the past 10 years, TIP has underperformed GBTC with an annualized return of 2.45%, while GBTC has yielded a comparatively higher 49.25% annualized return.


TIP

1D
-0.11%
1M
-0.90%
YTD
0.95%
6M
0.97%
1Y
4.81%
3Y*
3.70%
5Y*
0.88%
10Y*
2.45%

GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
0.95%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between TIP and GBTC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.06

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.05

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Return for Risk

TIP vs. GBTC — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4848
Overall Rank
TIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5454
Calmar Ratio Rank
TIP Martin Ratio Rank: 4848
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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.

TIP vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Grayscale Bitcoin Trust ETF (GBTC). 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.


TIPGBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.49

Omega ratioGain probability vs. loss probability

1.26

0.86

+0.40

Calmar ratioReturn relative to maximum drawdown

2.45

-0.77

+3.22

Martin ratioReturn relative to average drawdown

7.37

-1.38

+8.75

TIP vs. GBTC - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.43, which is higher than the GBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of TIP and GBTC, 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


TIPGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.91

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.60

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.65

-0.08

Drawdowns

TIP vs. GBTC - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for TIP and GBTC.


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Drawdown Indicators


TIPGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-89.91%

+75.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-52.45%

+50.47%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-52.45%

+47.91%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-85.42%

+70.91%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-89.91%

+75.40%

Current Drawdown

Current decline from peak

-0.90%

-50.05%

+49.15%

Average Drawdown

Average peak-to-trough decline

-3.43%

-43.44%

+40.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

29.16%

-28.51%

Volatility

TIP vs. GBTC - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.01%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 11.75%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

11.75%

-10.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

34.55%

-32.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

44.19%

-40.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

62.40%

-56.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

82.22%

-76.48%

TIP vs. GBTC - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

TIP vs. GBTC - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.78%, while GBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.78%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


TIP and GBTC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.75%) compared to TIP (1.01%). In terms of maximum drawdown, TIP dropped -14.57% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 49.25% vs 2.45% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.25% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 1.50% for GBTC.

TIP has the higher dividend yield at 3.78%, compared with 0.00% for GBTC.

TIP is categorized as Inflation-Protected Bonds, while GBTC is Cryptocurrency. TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: iShares and Grayscale. Their fees differ too: 0.18% for TIP and 1.50% for GBTC.

TIP currently has the higher Sharpe Ratio (1.43 vs -0.91), 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.

Portfolio Optimizer

Find the right allocation for TIP and GBTC

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