PortfoliosLab logoPortfoliosLab logo
TIP vs. ICPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. ICPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and iShares 0-1 Year TIPS Bond ETF (ICPI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TIP achieves a 1.54% return, which is significantly lower than ICPI's 2.70% 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%

ICPI

1D
0.05%
1M
0.44%
YTD
2.70%
6M
2.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. ICPI - Yearly Performance Comparison


2026 (YTD)2025
TIP
iShares TIPS Bond ETF
1.54%-0.17%
ICPI
iShares 0-1 Year TIPS Bond ETF
2.70%0.32%

Correlation

The correlation between TIP and ICPI is -0.07, 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 (All Time)
Calculated using the full available price history since Nov 21, 2025

-0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TIP vs. ICPI — 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

ICPI
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. ICPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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.


TIPICPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

7.57

TIP vs. ICPI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TIPICPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

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

6.20

-5.63

Drawdowns

TIP vs. ICPI - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, which is greater than ICPI's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for TIP and ICPI.


Loading charts...

Drawdown Indicators


TIPICPIDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-0.22%

-14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

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%

-0.03%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

TIP vs. ICPI - Volatility Comparison


Loading charts...

Volatility by Period


TIPICPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

0.95%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

0.95%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

0.95%

+4.79%

TIP vs. ICPI - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is higher than ICPI's 0.09% 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. ICPI - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than ICPI's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ICPI
iShares 0-1 Year TIPS Bond ETF
1.80%0.54%0.00%0.00%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 ICPI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICPI is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICPI is cheaper with a 0.09% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 1.80% for ICPI.

TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while ICPI tracks ICE U.S. Treasury 0-1 Year Inflation Linked Bond Index. Their fees differ too: 0.18% for TIP and 0.09% for ICPI.

Portfolio Optimizer

Find the right allocation for TIP and ICPI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer