PortfoliosLab logoPortfoliosLab logo
TIPX vs. MTBA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIPX vs. MTBA - 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 Simplify MBS ETF (MTBA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIPX vs. MTBA - Yearly Performance Comparison


2026 (YTD)202520242023
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
0.63%7.15%3.08%2.71%
MTBA
Simplify MBS ETF
-0.43%7.74%1.99%3.64%

Returns By Period

In the year-to-date period, TIPX achieves a 0.63% return, which is significantly higher than MTBA's -0.43% return.


TIPX

1D
0.05%
1M
-0.77%
YTD
0.63%
6M
0.80%
1Y
3.80%
3Y*
4.01%
5Y*
2.47%
10Y*
2.88%

MTBA

1D
0.28%
1M
-1.80%
YTD
-0.43%
6M
1.22%
1Y
4.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIPX vs. MTBA - Expense Ratio Comparison

Both TIPX and MTBA have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

TIPX vs. MTBA — Risk / Return Rank

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

TIPX
TIPX Risk / Return Rank: 7171
Overall Rank
TIPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TIPX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TIPX Omega Ratio Rank: 6363
Omega Ratio Rank
TIPX Calmar Ratio Rank: 7676
Calmar Ratio Rank
TIPX Martin Ratio Rank: 7373
Martin Ratio Rank

MTBA
MTBA Risk / Return Rank: 7676
Overall Rank
MTBA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MTBA Sortino Ratio Rank: 7979
Sortino Ratio Rank
MTBA Omega Ratio Rank: 7575
Omega Ratio Rank
MTBA Calmar Ratio Rank: 7373
Calmar Ratio Rank
MTBA Martin Ratio Rank: 7474
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.

TIPX vs. MTBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and Simplify MBS ETF (MTBA). 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.


TIPXMTBADifference

Sharpe ratio

Return per unit of total volatility

1.22

1.43

-0.21

Sortino ratio

Return per unit of downside risk

1.74

1.97

-0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

1.98

1.80

+0.18

Martin ratio

Return relative to average drawdown

7.37

7.36

+0.01

TIPX vs. MTBA - Sharpe Ratio Comparison

The current TIPX Sharpe Ratio is 1.22, which is comparable to the MTBA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of TIPX and MTBA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TIPXMTBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.43

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.37

-0.88

Correlation

The correlation between TIPX and MTBA is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TIPX vs. MTBA - Dividend Comparison

TIPX's dividend yield for the trailing twelve months is around 3.72%, less than MTBA's 6.08% yield.


TTM20252024202320222021202020192018201720162015
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.72%3.78%3.57%3.57%6.08%4.26%1.73%2.53%1.90%2.84%1.04%0.06%
MTBA
Simplify MBS ETF
6.08%5.98%6.03%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TIPX vs. MTBA - Drawdown Comparison

The maximum TIPX drawdown since its inception was -10.06%, which is greater than MTBA's maximum drawdown of -3.48%. Use the drawdown chart below to compare losses from any high point for TIPX and MTBA.


Loading graphics...

Drawdown Indicators


TIPXMTBADifference

Max Drawdown

Largest peak-to-trough decline

-10.06%

-3.48%

-6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-2.69%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-10.06%

Max Drawdown (10Y)

Largest decline over 10 years

-10.06%

Current Drawdown

Current decline from peak

-0.78%

-1.80%

+1.02%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.74%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.66%

-0.12%

Volatility

TIPX vs. MTBA - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) is 0.96%, while Simplify MBS ETF (MTBA) has a volatility of 1.65%. This indicates that TIPX experiences smaller price fluctuations and is considered to be less risky than MTBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIPXMTBADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.65%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

2.09%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

3.33%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

3.97%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

3.97%

+0.42%