PortfoliosLab logoPortfoliosLab logo
TIPB vs. BCLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPB vs. BCLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust 2035 Inflation-Linked Distributing Ladder ETF (TIPB) and iShares BBB-B CLO Active ETF (BCLO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TIPB achieves a 1.03% return, which is significantly lower than BCLO's 3.08% return.


TIPB

1D
-0.02%
1M
-0.41%
YTD
1.03%
6M
1.14%
1Y
3Y*
5Y*
10Y*

BCLO

1D
0.12%
1M
0.53%
YTD
3.08%
6M
3.11%
1Y
6.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPB vs. BCLO - Yearly Performance Comparison


Correlation

The correlation between TIPB and BCLO is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

TIPB vs. BCLO — Risk / Return Rank

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

TIPB

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


BCLO
BCLO Risk / Return Rank: 8787
Overall Rank
BCLO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BCLO Sortino Ratio Rank: 9696
Sortino Ratio Rank
BCLO Omega Ratio Rank: 9797
Omega Ratio Rank
BCLO Calmar Ratio Rank: 7575
Calmar Ratio Rank
BCLO Martin Ratio Rank: 7575
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.

TIPB vs. BCLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust 2035 Inflation-Linked Distributing Ladder ETF (TIPB) and iShares BBB-B CLO Active ETF (BCLO). 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.


TIPBBCLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.91

Calmar ratioReturn relative to maximum drawdown

3.59

Martin ratioReturn relative to average drawdown

13.26

TIPB vs. BCLO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TIPB vs. BCLO - Drawdown Comparison

The maximum TIPB drawdown since its inception was -1.32%, smaller than the maximum BCLO drawdown of -4.45%. Use the drawdown chart below to compare losses from any high point for TIPB and BCLO.


Loading charts...

Drawdown Indicators


TIPBBCLODifference

Max Drawdown

Largest peak-to-trough decline

-1.32%

-4.45%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

Current Drawdown

Current decline from peak

-1.12%

0.00%

-1.12%

Average Drawdown

Average peak-to-trough decline

-0.38%

-0.39%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

TIPB vs. BCLO - Volatility Comparison


Loading charts...

Volatility by Period


TIPBBCLODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.65%

2.01%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

4.31%

-1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.65%

4.31%

-1.66%

Dividends

TIPB vs. BCLO - Dividend Comparison

TIPB's dividend yield for the trailing twelve months is around 3.04%, less than BCLO's 6.57% yield.


Frequently Asked Questions


TIPB and BCLO have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCLO has the higher dividend yield at 6.57%, compared with 3.04% for TIPB.

TIPB is categorized as Inflation-Protected Bonds, while BCLO is CLO. They also come from different issuers: Northern Trust and iShares.

Portfolio Optimizer

Find the right allocation for TIPB and BCLO

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