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TIPZ vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPZ vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Broad US TIPS Index ETF (TIPZ) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIPZ achieves a 1.90% return, which is significantly higher than TIP's 0.74% return. Both investments have delivered pretty close results over the past 10 years, with TIPZ having a 2.37% annualized return and TIP not far ahead at 2.43%.


TIPZ

1D
-0.01%
1M
-0.02%
YTD
1.90%
6M
0.95%
1Y
3.58%
3Y*
3.45%
5Y*
0.62%
10Y*
2.37%

TIP

1D
-0.04%
1M
-0.19%
YTD
0.74%
6M
0.81%
1Y
3.34%
3Y*
3.52%
5Y*
0.82%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPZ vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIPZ
PIMCO Broad US TIPS Index ETF
1.90%5.87%1.52%3.37%-12.67%5.48%10.98%8.64%-1.65%3.12%
TIP
iShares TIPS Bond ETF
0.74%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between TIPZ and TIP is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2009

0.93

The correlation between TIPZ and TIP has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

TIPZ vs. TIP — Risk / Return Rank

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

TIPZ
TIPZ Risk / Return Rank: 3030
Overall Rank
TIPZ Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 2525
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
TIPZ Martin Ratio Rank: 3535
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3030
Overall Rank
TIP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2828
Sortino Ratio Rank
TIP Omega Ratio Rank: 2525
Omega Ratio Rank
TIP Calmar Ratio Rank: 3535
Calmar Ratio Rank
TIP Martin Ratio Rank: 3434
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. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) 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.

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.


TIPZTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.17

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.65

1.70

-0.05

Martin ratioReturn relative to average drawdown

5.08

4.99

+0.09

TIPZ vs. TIP - Sharpe Ratio Comparison

The current TIPZ Sharpe Ratio is 0.92, which is comparable to the TIP Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TIPZ and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TIPZ vs. TIP - Drawdown Comparison

The maximum TIPZ drawdown since its inception was -15.77%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for TIPZ and TIP.


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Drawdown Indicators


TIPZTIPDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-14.57%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-1.98%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-4.54%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-14.51%

-1.26%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

-14.51%

-1.26%

Current Drawdown

Current decline from peak

-2.09%

-1.11%

-0.98%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.43%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.67%

+0.04%

Volatility

TIPZ vs. TIP - Volatility Comparison

PIMCO Broad US TIPS Index ETF (TIPZ) and iShares TIPS Bond ETF (TIP) have volatilities of 1.19% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPZTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.22%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.47%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

3.44%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

6.20%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

5.74%

+0.11%

TIPZ vs. TIP - Expense Ratio Comparison

TIPZ has a 0.20% expense ratio, which is higher than TIP's 0.18% 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

TIPZ vs. TIP - Dividend Comparison

TIPZ's dividend yield for the trailing twelve months is around 5.14%, more than TIP's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.79%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
TIPZ
PIMCO Broad US TIPS Index ETF
5.14%4.74%4.44%4.69%7.14%4.41%1.47%1.65%2.23%1.70%1.06%0.56%

Frequently Asked Questions


With a correlation of 0.95, TIPZ and TIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TIP has higher volatility (1.22%) compared to TIPZ (1.19%). In terms of maximum drawdown, TIPZ dropped -15.77% vs TIP's -14.57%.

On 10-year performance, TIP leads with 2.43% vs 2.37% for TIPZ. On fees, TIP is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TIP has performed better with a 2.43% return vs 2.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.20% for TIPZ.

TIPZ has the higher dividend yield at 5.14%, compared with 3.79% for TIP.

TIPZ tracks ICE BofA US Inflation-Linked Treasury, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.20% for TIPZ and 0.18% for TIP.

TIP currently has the higher Sharpe Ratio (0.97 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TIPZ and TIP

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