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

Performance

TIP vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and iShares Russell 1000 Growth ETF (IWF). 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 1.39% return, which is significantly lower than IWF's 2.83% return. Over the past 10 years, TIP has underperformed IWF with an annualized return of 2.50%, while IWF has yielded a comparatively higher 18.15% annualized return.


TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%

IWF

1D
1.57%
1M
-1.44%
YTD
2.83%
6M
1.71%
1Y
19.30%
3Y*
22.57%
5Y*
13.90%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
IWF
iShares Russell 1000 Growth ETF
2.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Correlation

The correlation between TIP and IWF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.16

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

0.16

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

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

-0.08

The correlation between TIP and IWF shifts across timeframes, from -0.08 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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. IWF — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 3636
Overall Rank
IWF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 3939
Sortino Ratio Rank
IWF Omega Ratio Rank: 3939
Omega Ratio Rank
IWF Calmar Ratio Rank: 2929
Calmar Ratio Rank
IWF Martin Ratio Rank: 3232
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. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and iShares Russell 1000 Growth ETF (IWF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TIPIWFDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

2.49

1.19

+1.30

Martin ratioReturn relative to average drawdown

7.44

3.93

+3.51

TIP vs. IWF - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.45, which is comparable to the IWF Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of TIP and IWF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TIP vs. IWF - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for TIP and IWF.


Loading charts...

Drawdown Indicators


TIPIWFDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-64.25%

+49.68%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-16.27%

+14.29%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-23.36%

+18.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-32.72%

+18.21%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-32.72%

+18.21%

Current Drawdown

Current decline from peak

-0.47%

-5.59%

+5.12%

Average Drawdown

Average peak-to-trough decline

-3.43%

-22.06%

+18.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

4.92%

-4.26%

Volatility

TIP vs. IWF - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 5.43%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TIPIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

5.43%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

12.40%

-10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

15.96%

-12.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

21.47%

-15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

21.01%

-15.27%

TIP vs. IWF - Expense Ratio Comparison

Both TIP and IWF have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TIP vs. IWF - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, more than IWF's 0.35% yield.


PositionTTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF
0.35%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
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 IWF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWF has higher volatility (5.43%) compared to TIP (1.03%). In terms of maximum drawdown, TIP dropped -14.57% vs IWF's -64.25%.

On 10-year performance, IWF leads with 18.15% vs 2.50% for TIP. Both ETFs have the same 0.18% expense ratio. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWF has performed better with a 18.15% return vs 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP and IWF have the same expense ratio: 0.18% per year.

TIP has the higher dividend yield at 3.76%, compared with 0.35% for IWF.

TIP is categorized as Inflation-Protected Bonds, while IWF is Large Cap Growth Equities. TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while IWF tracks Russell 1000 Growth Index.

TIP currently has the higher Sharpe Ratio (1.45 vs 1.21), 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 IWF

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