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TIPZ vs. IVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIPZ vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Broad US TIPS Index ETF (TIPZ) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

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TIPZ vs. IVOL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TIPZ
PIMCO Broad US TIPS Index ETF
1.47%5.87%1.52%3.37%-12.67%5.48%10.98%4.81%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
-1.46%11.97%-11.07%-5.18%-12.69%-0.31%14.56%3.23%

Returns By Period

In the year-to-date period, TIPZ achieves a 1.47% return, which is significantly higher than IVOL's -1.46% return.


TIPZ

1D
0.08%
1M
-1.41%
YTD
1.47%
6M
0.35%
1Y
2.98%
3Y*
2.97%
5Y*
1.07%
10Y*
2.40%

IVOL

1D
-0.05%
1M
-1.70%
YTD
-1.46%
6M
-1.19%
1Y
3.84%
3Y*
-2.83%
5Y*
-4.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIPZ vs. IVOL - Expense Ratio Comparison

TIPZ has a 0.20% expense ratio, which is lower than IVOL's 0.99% expense ratio.


Return for Risk

TIPZ vs. IVOL — Risk / Return Rank

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

TIPZ
TIPZ Risk / Return Rank: 3737
Overall Rank
TIPZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 3232
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 3131
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 4848
Calmar Ratio Rank
TIPZ Martin Ratio Rank: 3838
Martin Ratio Rank

IVOL
IVOL Risk / Return Rank: 2323
Overall Rank
IVOL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IVOL Sortino Ratio Rank: 2323
Sortino Ratio Rank
IVOL Omega Ratio Rank: 2323
Omega Ratio Rank
IVOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
IVOL Martin Ratio Rank: 2020
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.

TIPZ vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.


TIPZIVOLDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.37

+0.28

Sortino ratio

Return per unit of downside risk

0.90

0.64

+0.26

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

1.19

0.55

+0.64

Martin ratio

Return relative to average drawdown

3.44

1.06

+2.38

TIPZ vs. IVOL - Sharpe Ratio Comparison

The current TIPZ Sharpe Ratio is 0.65, which is higher than the IVOL Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TIPZ and IVOL, 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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Sharpe Ratios by Period


TIPZIVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.37

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.36

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.05

+0.57

Correlation

The correlation between TIPZ and IVOL is 0.38, 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.


Dividends

TIPZ vs. IVOL - Dividend Comparison

TIPZ's dividend yield for the trailing twelve months is around 4.44%, more than IVOL's 3.73% yield.


TTM20252024202320222021202020192018201720162015
TIPZ
PIMCO Broad US TIPS Index ETF
4.44%4.74%4.44%4.69%7.14%4.41%1.47%1.65%2.23%1.70%1.06%0.56%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
3.73%3.61%3.83%3.73%3.92%3.93%3.44%2.02%0.00%0.00%0.00%0.00%

Drawdowns

TIPZ vs. IVOL - Drawdown Comparison

The maximum TIPZ drawdown since its inception was -15.77%, smaller than the maximum IVOL drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for TIPZ and IVOL.


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Drawdown Indicators


TIPZIVOLDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-31.16%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-6.72%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-31.16%

+15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

Current Drawdown

Current decline from peak

-2.51%

-22.51%

+20.00%

Average Drawdown

Average peak-to-trough decline

-4.36%

-13.02%

+8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.50%

-2.51%

Volatility

TIPZ vs. IVOL - Volatility Comparison

The current volatility for PIMCO Broad US TIPS Index ETF (TIPZ) is 1.45%, while Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) has a volatility of 2.34%. This indicates that TIPZ experiences smaller price fluctuations and is considered to be less risky than IVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPZIVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

2.34%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

4.41%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

10.40%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

12.82%

-6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

12.11%

-6.25%