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TIPA vs. TDTT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPA vs. TDTT - 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 FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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 TDTT's 1.26% return.


TIPA

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

TDTT

1D
0.02%
1M
-0.54%
6M
1.30%
YTD
1.26%
1Y
3.39%
3Y*
4.96%
5Y*
2.73%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPA vs. TDTT - Yearly Performance Comparison


Correlation

The correlation between TIPA and TDTT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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Return for Risk

TIPA vs. TDTT — 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.


TDTT
TDTT Risk / Return Rank: 6969
Overall Rank
TDTT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 6969
Sortino Ratio Rank
TDTT Omega Ratio Rank: 6969
Omega Ratio Rank
TDTT Calmar Ratio Rank: 7979
Calmar Ratio Rank
TDTT Martin Ratio Rank: 6767
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. TDTT - 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 iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.


TIPATDTTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.37

Martin ratioReturn relative to average drawdown

9.93

TIPA vs. TDTT - Sharpe Ratio Comparison


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Drawdowns

TIPA vs. TDTT - Drawdown Comparison

The maximum TIPA drawdown since its inception was -0.76%, smaller than the maximum TDTT drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for TIPA and TDTT.


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Drawdown Indicators


TIPATDTTDifference

Max Drawdown

Largest peak-to-trough decline

-0.76%

-6.97%

+6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.43%

-0.68%

+0.25%

Average Drawdown

Average peak-to-trough decline

-0.22%

-1.59%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

Volatility

TIPA vs. TDTT - Volatility Comparison


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Volatility by Period


TIPATDTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.63%

1.93%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

3.66%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.63%

3.38%

-1.75%

TIPA vs. TDTT - Expense Ratio Comparison

TIPA has a 0.10% expense ratio, which is lower than TDTT's 0.18% expense ratio. Despite the difference, 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. TDTT - Dividend Comparison

TIPA's dividend yield for the trailing twelve months is around 3.29%, less than TDTT's 5.15% yield.


PositionTTM2025202420232022202120202019201820172016
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
5.15%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%
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 TDTT have a correlation of 0.89, 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 0.18% for TDTT.

TDTT has the higher dividend yield at 5.15%, compared with 3.29% for TIPA.

Their fees differ too: 0.10% for TIPA and 0.18% for TDTT.

Portfolio Optimizer

Find the right allocation for TIPA and TDTT

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

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