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TIPA vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPA vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust 2030 Inflation-Linked Distributing Ladder ETF (TIPA) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIPA achieves a 1.78% return, which is significantly higher than STIP's 1.68% return.


TIPA

1D
0.05%
1M
-0.36%
6M
1.77%
YTD
1.78%
1Y
3Y*
5Y*
10Y*

STIP

1D
0.10%
1M
-0.35%
6M
1.69%
YTD
1.68%
1Y
3.76%
3Y*
5.11%
5Y*
3.27%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPA vs. STIP - Yearly Performance Comparison


Correlation

The correlation between TIPA and STIP is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.96

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Return for Risk

TIPA vs. STIP — Risk / Return Rank

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

TIPA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


STIP
STIP Risk / Return Rank: 9191
Overall Rank
STIP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9393
Sortino Ratio Rank
STIP Omega Ratio Rank: 9292
Omega Ratio Rank
STIP Calmar Ratio Rank: 9292
Calmar Ratio Rank
STIP Martin Ratio Rank: 9191
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.

TIPA vs. STIP - 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 iShares 0-5 Year TIPS Bond ETF (STIP). 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.


TIPASTIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

5.09

Martin ratioReturn relative to average drawdown

17.35

TIPA vs. STIP - Sharpe Ratio Comparison


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Drawdowns

TIPA vs. STIP - Drawdown Comparison

The maximum TIPA drawdown since its inception was -0.76%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for TIPA and STIP.


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Drawdown Indicators


TIPASTIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-5.50%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.43%

-0.38%

-0.05%

Average Drawdown

Average peak-to-trough decline

-0.22%

-0.99%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

Volatility

TIPA vs. STIP - Volatility Comparison


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Volatility by Period


TIPASTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.63%

1.54%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

2.74%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.63%

2.45%

-0.82%

TIPA vs. STIP - Expense Ratio Comparison

TIPA has a 0.10% expense ratio, which is higher than STIP's 0.06% 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

TIPA vs. STIP - Dividend Comparison

TIPA's dividend yield for the trailing twelve months is around 3.29%, less than STIP's 4.92% yield.


PositionTTM2025202420232022202120202019201820172016
STIP
iShares 0-5 Year TIPS Bond ETF
4.92%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%
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


With a correlation of 0.96, TIPA and STIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, STIP is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STIP is cheaper with a 0.06% expense ratio, compared with 0.10% for TIPA.

STIP has the higher dividend yield at 4.92%, compared with 3.29% for TIPA.

They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.10% for TIPA and 0.06% for STIP.

Portfolio Optimizer

Find the right allocation for TIPA and STIP

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