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USRD vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRD vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US R&D Champions ETF (USRD) 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, USRD achieves a 12.31% return, which is significantly higher than TIP's 1.39% return.


USRD

1D
1.76%
1M
4.18%
YTD
12.31%
6M
9.99%
1Y
21.33%
3Y*
5Y*
10Y*

TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRD vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023
USRD
Themes US R&D Champions ETF
12.31%12.44%15.53%5.32%
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%2.17%

Correlation

The correlation between USRD and TIP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2023

0.17

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Return for Risk

USRD vs. TIP — Risk / Return Rank

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

USRD
USRD Risk / Return Rank: 3737
Overall Rank
USRD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRD Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRD Omega Ratio Rank: 3737
Omega Ratio Rank
USRD Calmar Ratio Rank: 3737
Calmar Ratio Rank
USRD Martin Ratio Rank: 3636
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
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.

USRD vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) 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.


USRDTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.59

2.49

-0.90

Martin ratioReturn relative to average drawdown

4.81

7.44

-2.64

USRD vs. TIP - Sharpe Ratio Comparison

The current USRD Sharpe Ratio is 1.21, which is comparable to the TIP Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of USRD 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

USRD vs. TIP - Drawdown Comparison

The maximum USRD drawdown since its inception was -23.79%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for USRD and TIP.


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Drawdown Indicators


USRDTIPDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-14.57%

-9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-1.98%

-11.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-7.42%

-0.47%

-6.95%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.43%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

0.66%

+3.79%

Volatility

USRD vs. TIP - Volatility Comparison

Themes US R&D Champions ETF (USRD) has a higher volatility of 8.08% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that USRD's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRDTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

1.03%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

2.35%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

3.39%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

6.21%

+13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

5.74%

+13.75%

USRD vs. TIP - Expense Ratio Comparison

USRD has a 0.29% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

USRD vs. TIP - Dividend Comparison

USRD's dividend yield for the trailing twelve months is around 0.38%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
USRD
Themes US R&D Champions ETF
0.38%0.42%2.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USRD and TIP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRD has higher volatility (8.08%) compared to TIP (1.03%). In terms of maximum drawdown, USRD dropped -23.79% vs TIP's -14.57%.

On 1-year performance, USRD leads with 21.33% vs 4.90% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USRD has performed better with a 21.33% return vs 4.90%. 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 0.29% for USRD.

TIP has the higher dividend yield at 3.76%, compared with 0.38% for USRD.

USRD is categorized as Large Cap Blend Equities, while TIP is Inflation-Protected Bonds. USRD tracks Solactive US R&D Champions Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: Themes and iShares. Their fees differ too: 0.29% for USRD and 0.18% for TIP.

TIP currently has the higher Sharpe Ratio (1.45 vs 1.21), 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.

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