TIPA vs. ESG
TIPA (Northern Trust 2030 Inflation-Linked Distributing Ladder ETF) and ESG (FlexShares STOXX US ESG Select Index Fund) are both exchange-traded funds - TIPA is a Inflation-Protected Bonds fund actively managed by Northern Trust, while ESG is a Large Cap Growth Equities fund tracking the STOXX USA ESG Select KPIs Index. TIPA is actively managed, while ESG is passively managed. At a 0.09 correlation, their price movements are largely independent. TIPA charges 0.10%/yr vs 0.32%/yr for ESG.
Performance
TIPA vs. ESG - Performance Comparison
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Returns By Period
In the year-to-date period, TIPA achieves a 1.78% return, which is significantly lower than ESG's 11.26% return.
TIPA
- 1D
- 0.05%
- 1M
- -0.36%
- 6M
- 1.77%
- YTD
- 1.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESG
- 1D
- 0.23%
- 1M
- -0.84%
- 6M
- 11.25%
- YTD
- 11.26%
- 1Y
- 19.40%
- 3Y*
- 18.74%
- 5Y*
- 11.80%
- 10Y*
- —
TIPA vs. ESG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TIPA Northern Trust 2030 Inflation-Linked Distributing Ladder ETF | 1.78% | 0.52% |
ESG FlexShares STOXX US ESG Select Index Fund | 11.26% | 5.97% |
Correlation
The correlation between TIPA and ESG is 0.09, 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 Aug 19, 2025 | 0.09 |
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Return for Risk
TIPA vs. ESG — Risk / Return Rank
TIPA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESG
TIPA vs. ESG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust 2030 Inflation-Linked Distributing Ladder ETF (TIPA) and FlexShares STOXX US ESG Select Index Fund (ESG). 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.
| TIPA | ESG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 9.81 | — |
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Drawdowns
TIPA vs. ESG - Drawdown Comparison
The maximum TIPA drawdown since its inception was -0.76%, smaller than the maximum ESG drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for TIPA and ESG.
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Drawdown Indicators
| TIPA | ESG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.76% | -32.53% | +31.77% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.32% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.04% | — |
Current DrawdownCurrent decline from peak | -0.43% | -1.28% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -5.04% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
TIPA vs. ESG - Volatility Comparison
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Volatility by Period
| TIPA | ESG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.22% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.63% | 11.52% | -9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.63% | 16.80% | -15.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.63% | 18.33% | -16.70% |
TIPA vs. ESG - Expense Ratio Comparison
TIPA has a 0.10% expense ratio, which is lower than ESG's 0.32% expense ratio.
Dividends
TIPA vs. ESG - Dividend Comparison
TIPA's dividend yield for the trailing twelve months is around 3.29%, more than ESG's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 0.88% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
TIPA Northern Trust 2030 Inflation-Linked Distributing Ladder ETF | 3.29% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TIPA and ESG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIPA is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIPA is cheaper with a 0.10% expense ratio, compared with 0.32% for ESG.
TIPA has the higher dividend yield at 3.29%, compared with 0.88% for ESG.
TIPA is categorized as Inflation-Protected Bonds, while ESG is Large Cap Growth Equities. Their fees differ too: 0.10% for TIPA and 0.32% for ESG.
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