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TIPB vs. PBTP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPB vs. PBTP - 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 Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIPB achieves a 1.32% return, which is significantly lower than PBTP's 1.86% return.


TIPB

1D
-0.11%
1M
-0.15%
6M
0.74%
YTD
1.32%
1Y
3Y*
5Y*
10Y*
ALL TIME*

PBTP

1D
-0.04%
1M
0.08%
6M
1.21%
YTD
1.86%
1Y
3.00%
3Y*
5.11%
5Y*
3.00%
10Y*
ALL TIME*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.49M$1.29M$1.24M
$2.11K$9.22K$33.66K

TIPB vs. PBTP - Yearly Performance Comparison


Correlation

The correlation between TIPB and PBTP is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.79

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Return for Risk

TIPB vs. PBTP — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


PBTP
PBTP Risk / Return Rank: 9191
Overall Rank
PBTP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9292
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9292
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9393
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TIPB vs. PBTP - 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 Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). 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.


TIPBPBTPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.57

Martin ratioReturn relative to average drawdown

14.12

TIPB vs. PBTP - Sharpe Ratio Comparison


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Drawdowns

TIPB vs. PBTP - Drawdown Comparison

The maximum TIPB drawdown since its inception was -1.32%, smaller than the maximum PBTP drawdown of -5.44%. Use the drawdown chart below to compare losses from any high point for TIPB and PBTP.


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Drawdown Indicators


TIPBPBTPDifference

Max Drawdown

Largest peak-to-trough decline

-1.32%

-5.44%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

Current Drawdown

Current decline from peak

-0.85%

-0.30%

-0.55%

Average Drawdown

Average peak-to-trough decline

-0.42%

-0.74%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

TIPB vs. PBTP - Volatility Comparison


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Volatility by Period


TIPBPBTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

Volatility (6M)

Calculated over the trailing 6-month period

1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

1.60%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.60%

2.84%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

2.63%

-0.03%

TIPB vs. PBTP - Expense Ratio Comparison

TIPB has a 0.10% expense ratio, which is higher than PBTP's 0.07% 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

TIPB vs. PBTP - Dividend Comparison

TIPB's dividend yield for the trailing twelve months is around 4.16%, less than PBTP's 4.80% yield.


PositionTTM202520242023202220212020201920182017
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
4.80%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%
TIPB
Northern Trust 2035 Inflation-Linked Distributing Ladder ETF
4.16%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TIPB and PBTP have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBTP is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBTP is cheaper with a 0.07% expense ratio, compared with 0.10% for TIPB.

PBTP has the higher dividend yield at 4.80%, compared with 4.16% for TIPB.

They also come from different issuers: Northern Trust and Invesco. Their fees differ too: 0.10% for TIPB and 0.07% for PBTP.

Portfolio Optimizer

Find the right allocation for TIPB and PBTP

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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