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

Correlation

The correlation between TIPZ and TIP is -0.08. 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: -0.1

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.

52.00%54.00%56.00%58.00%60.00%62.00%NovemberDecember2025FebruaryMarchApril
59.83%
58.65%
TIPZ
TIP

Key characteristics

Sharpe Ratio

TIPZ:

1.37

TIP:

1.50

Sortino Ratio

TIPZ:

1.92

TIP:

2.09

Omega Ratio

TIPZ:

1.24

TIP:

1.27

Calmar Ratio

TIPZ:

0.60

TIP:

0.64

Martin Ratio

TIPZ:

3.95

TIP:

4.51

Ulcer Index

TIPZ:

1.71%

TIP:

1.56%

Daily Std Dev

TIPZ:

4.95%

TIP:

4.68%

Max Drawdown

TIPZ:

-15.41%

TIP:

-14.56%

Current Drawdown

TIPZ:

-5.05%

TIP:

-4.51%

Returns By Period

The year-to-date returns for both investments are quite close, with TIPZ having a 3.62% return and TIP slightly higher at 3.68%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TIPZ at 2.16% and TIP at 2.16%.


TIPZ

YTD

3.62%

1M

0.33%

6M

1.97%

1Y

6.88%

5Y*

1.30%

10Y*

2.16%

TIP

YTD

3.68%

1M

0.43%

6M

2.18%

1Y

7.15%

5Y*

1.37%

10Y*

2.16%

*Annualized

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TIPZ vs. TIP - Expense Ratio Comparison

TIPZ has a 0.20% expense ratio, which is higher than TIP's 0.19% 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%.


Expense ratio chart for TIPZ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIPZ: 0.20%
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%

Risk-Adjusted Performance

TIPZ vs. TIP — Risk-Adjusted Performance Rank

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

TIPZ
The Risk-Adjusted Performance Rank of TIPZ is 8282
Overall Rank
The Sharpe Ratio Rank of TIPZ is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of TIPZ is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TIPZ is 8686
Omega Ratio Rank
The Calmar Ratio Rank of TIPZ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TIPZ is 8080
Martin Ratio Rank

TIP
The Risk-Adjusted Performance Rank of TIP is 8585
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7272
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8383
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.

TIPZ vs. TIP - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for TIPZ, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.00
TIPZ: 1.37
TIP: 1.50
The chart of Sortino ratio for TIPZ, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.00
TIPZ: 1.92
TIP: 2.09
The chart of Omega ratio for TIPZ, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
TIPZ: 1.24
TIP: 1.27
The chart of Calmar ratio for TIPZ, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
TIPZ: 0.60
TIP: 0.64
The chart of Martin ratio for TIPZ, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
TIPZ: 3.95
TIP: 4.51

The current TIPZ Sharpe Ratio is 1.37, which is comparable to the TIP Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of TIPZ 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 Ratio0.501.001.50NovemberDecember2025FebruaryMarchApril
1.37
1.50
TIPZ
TIP

Dividends

TIPZ vs. TIP - Dividend Comparison

TIPZ's dividend yield for the trailing twelve months is around 4.72%, more than TIP's 3.03% yield.


TTM20242023202220212020201920182017201620152014
TIPZ
PIMCO Broad US TIPS Index ETF
4.72%4.44%5.21%7.14%4.83%1.47%1.65%2.41%1.70%1.06%0.56%1.09%
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

TIPZ vs. TIP - Drawdown Comparison

The maximum TIPZ drawdown since its inception was -15.41%, which is greater than TIP's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for TIPZ and TIP. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-5.05%
-4.51%
TIPZ
TIP

Volatility

TIPZ vs. TIP - Volatility Comparison

PIMCO Broad US TIPS Index ETF (TIPZ) and iShares TIPS Bond ETF (TIP) have volatilities of 2.41% and 2.32%, 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.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.41%
2.32%
TIPZ
TIP