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

Correlation

The correlation between TIPX and TIP is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

TIPX vs. TIP - 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 iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

20.00%22.00%24.00%26.00%28.00%NovemberDecember2025FebruaryMarchApril
28.24%
25.10%
TIPX
TIP

Key characteristics

Sharpe Ratio

TIPX:

2.26

TIP:

1.49

Sortino Ratio

TIPX:

3.26

TIP:

2.07

Omega Ratio

TIPX:

1.45

TIP:

1.27

Calmar Ratio

TIPX:

1.44

TIP:

0.63

Martin Ratio

TIPX:

8.13

TIP:

4.47

Ulcer Index

TIPX:

0.93%

TIP:

1.56%

Daily Std Dev

TIPX:

3.36%

TIP:

4.68%

Max Drawdown

TIPX:

-10.06%

TIP:

-14.56%

Current Drawdown

TIPX:

-0.57%

TIP:

-4.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with TIPX having a 3.92% return and TIP slightly lower at 3.73%. Over the past 10 years, TIPX has outperformed TIP with an annualized return of 2.68%, while TIP has yielded a comparatively lower 2.22% annualized return.


TIPX

YTD

3.92%

1M

0.90%

6M

3.50%

1Y

7.88%

5Y*

2.93%

10Y*

2.68%

TIP

YTD

3.73%

1M

0.61%

6M

2.50%

1Y

7.36%

5Y*

1.37%

10Y*

2.22%

*Annualized

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TIPX vs. TIP - Expense Ratio Comparison

TIPX has a 0.15% expense ratio, which is lower than TIP's 0.19% 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%.


Expense ratio chart for TIP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIP: 0.19%
Expense ratio chart for TIPX: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIPX: 0.15%

Risk-Adjusted Performance

TIPX vs. TIP — 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 9393
Overall Rank
The Sharpe Ratio Rank of TIPX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TIPX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of TIPX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of TIPX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TIPX is 9191
Martin Ratio Rank

TIP
The Risk-Adjusted Performance Rank of TIP is 8383
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8282
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. TIP - 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 iShares TIPS Bond ETF (TIP). 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 chart of Sharpe ratio for TIPX, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.00
TIPX: 2.26
TIP: 1.49
The chart of Sortino ratio for TIPX, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.00
TIPX: 3.26
TIP: 2.07
The chart of Omega ratio for TIPX, currently valued at 1.45, compared to the broader market0.501.001.502.002.50
TIPX: 1.45
TIP: 1.27
The chart of Calmar ratio for TIPX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.00
TIPX: 1.44
TIP: 0.63
The chart of Martin ratio for TIPX, currently valued at 8.13, compared to the broader market0.0020.0040.0060.00
TIPX: 8.13
TIP: 4.47

The current TIPX Sharpe Ratio is 2.26, which is higher than the TIP Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of TIPX and TIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.26
1.49
TIPX
TIP

Dividends

TIPX vs. TIP - Dividend Comparison

TIPX's dividend yield for the trailing twelve months is around 3.43%, more than TIP's 3.03% yield.


TTM20242023202220212020201920182017201620152014
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.43%3.57%3.57%6.08%4.26%1.73%2.52%1.90%2.84%1.04%0.06%1.52%
TIP
iShares TIPS Bond ETF
3.03%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

Drawdowns

TIPX vs. TIP - Drawdown Comparison

The maximum TIPX drawdown since its inception was -10.06%, smaller than the maximum TIP drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for TIPX and TIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.57%
-4.46%
TIPX
TIP

Volatility

TIPX vs. TIP - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) is 1.73%, while iShares TIPS Bond ETF (TIP) has a volatility of 2.31%. This indicates that TIPX experiences smaller price fluctuations and is considered to be less risky than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.73%
2.31%
TIPX
TIP