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TIPX vs. LTPZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIPX and LTPZ is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TIPX vs. LTPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TIPX:

1.89

LTPZ:

-0.09

Sortino Ratio

TIPX:

2.55

LTPZ:

-0.09

Omega Ratio

TIPX:

1.35

LTPZ:

0.99

Calmar Ratio

TIPX:

1.39

LTPZ:

-0.05

Martin Ratio

TIPX:

6.61

LTPZ:

-0.27

Ulcer Index

TIPX:

0.95%

LTPZ:

6.48%

Daily Std Dev

TIPX:

3.47%

LTPZ:

12.99%

Max Drawdown

TIPX:

-10.06%

LTPZ:

-40.99%

Current Drawdown

TIPX:

-0.78%

LTPZ:

-35.20%

Returns By Period

In the year-to-date period, TIPX achieves a 3.71% return, which is significantly higher than LTPZ's 0.60% return. Over the past 10 years, TIPX has outperformed LTPZ with an annualized return of 2.66%, while LTPZ has yielded a comparatively lower 0.94% annualized return.


TIPX

YTD

3.71%

1M

0.37%

6M

3.46%

1Y

6.52%

3Y*

2.20%

5Y*

2.74%

10Y*

2.66%

LTPZ

YTD

0.60%

1M

0.65%

6M

-2.35%

1Y

-1.13%

3Y*

-6.10%

5Y*

-5.26%

10Y*

0.94%

*Annualized

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PIMCO 15+ Year US TIPS Index ETF

TIPX vs. LTPZ - Expense Ratio Comparison

TIPX has a 0.15% expense ratio, which is lower than LTPZ's 0.20% 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%.


Risk-Adjusted Performance

TIPX vs. LTPZ — Risk-Adjusted Performance Rank

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

TIPX
The Risk-Adjusted Performance Rank of TIPX is 9191
Overall Rank
The Sharpe Ratio Rank of TIPX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TIPX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TIPX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TIPX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TIPX is 8888
Martin Ratio Rank

LTPZ
The Risk-Adjusted Performance Rank of LTPZ is 1212
Overall Rank
The Sharpe Ratio Rank of LTPZ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of LTPZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of LTPZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of LTPZ is 1313
Calmar Ratio Rank
The Martin Ratio Rank of LTPZ is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TIPX vs. LTPZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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.


The current TIPX Sharpe Ratio is 1.89, which is higher than the LTPZ Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of TIPX and LTPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TIPX vs. LTPZ - Dividend Comparison

TIPX's dividend yield for the trailing twelve months is around 3.38%, less than LTPZ's 4.07% yield.


TTM20242023202220212020201920182017201620152014
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.38%3.57%3.57%6.08%4.26%1.73%2.52%1.90%2.84%1.04%0.06%1.52%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.07%3.71%3.71%8.38%3.56%1.42%1.74%3.80%2.25%2.32%0.71%1.77%

Drawdowns

TIPX vs. LTPZ - Drawdown Comparison

The maximum TIPX drawdown since its inception was -10.06%, smaller than the maximum LTPZ drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for TIPX and LTPZ. For additional features, visit the drawdowns tool.


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Volatility

TIPX vs. LTPZ - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) is 1.27%, while PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a volatility of 3.48%. This indicates that TIPX experiences smaller price fluctuations and is considered to be less risky than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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