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TIP vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 1.54% return, which is significantly lower than IBID's 2.46% return.


TIP

1D
-0.18%
1M
-0.09%
YTD
1.54%
6M
1.06%
1Y
4.96%
3Y*
3.88%
5Y*
0.97%
10Y*
2.57%

IBID

1D
0.08%
1M
0.49%
YTD
2.46%
6M
2.57%
1Y
4.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
TIP
iShares TIPS Bond ETF
1.54%6.77%1.65%3.14%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.46%5.66%4.71%2.61%

Correlation

The correlation between TIP and IBID is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.70

Over the past year, the correlation between TIP and IBID has dropped to 0.43 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

TIP vs. IBID — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4444
Overall Rank
TIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIP Omega Ratio Rank: 3939
Omega Ratio Rank
TIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
TIP Martin Ratio Rank: 4545
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


TIPIBIDDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-4.51

Omega ratioGain probability vs. loss probability

1.26

1.94

-0.68

Calmar ratioReturn relative to maximum drawdown

2.52

13.33

-10.80

Martin ratioReturn relative to average drawdown

7.57

39.52

-31.95

TIP vs. IBID - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.46, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of TIP and IBID, 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


TIPIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

3.91

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

2.56

-1.99

Drawdowns

TIP vs. IBID - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for TIP and IBID.


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Drawdown Indicators


TIPIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-1.28%

-13.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-0.36%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-3.43%

-0.22%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.12%

+0.54%

Volatility

TIP vs. IBID - Volatility Comparison

iShares TIPS Bond ETF (TIP) has a higher volatility of 0.89% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that TIP's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.32%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

0.80%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

1.25%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

2.25%

+3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

2.25%

+3.49%

TIP vs. IBID - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is higher than IBID's 0.10% 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%.


Dividends

TIP vs. IBID - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than IBID's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.66%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.76%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 IBID have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (0.89%) compared to IBID (0.32%). In terms of maximum drawdown, TIP dropped -14.57% vs IBID's -1.28%.

On 1-year performance, TIP leads with 4.96% vs 4.83% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TIP has performed better with a 4.96% return vs 4.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 3.66% for IBID.

TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. Their fees differ too: 0.18% for TIP and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.91 vs 1.46), 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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