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XVV vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XVV vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) 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, XVV achieves a 9.37% return, which is significantly higher than TIP's 1.54% return.


XVV

1D
-0.86%
1M
4.81%
YTD
9.37%
6M
9.29%
1Y
26.65%
3Y*
22.30%
5Y*
13.55%
10Y*

TIP

1D
-0.18%
1M
-0.09%
YTD
1.54%
6M
1.06%
1Y
4.96%
3Y*
3.88%
5Y*
0.97%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XVV
iShares ESG Screened S&P 500 ETF
9.37%17.53%25.87%29.78%-21.46%29.19%16.13%
TIP
iShares TIPS Bond ETF
1.54%6.77%1.65%3.80%-12.26%5.68%1.84%

Correlation

The correlation between XVV 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 (3Y)
Calculated over the trailing 3-year period

0.21

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.18

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Return for Risk

XVV vs. TIP — Risk / Return Rank

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

XVV
XVV Risk / Return Rank: 5959
Overall Rank
XVV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 6060
Sortino Ratio Rank
XVV Omega Ratio Rank: 6161
Omega Ratio Rank
XVV Calmar Ratio Rank: 5050
Calmar Ratio Rank
XVV Martin Ratio Rank: 6161
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4444
Overall Rank
TIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIP Omega Ratio Rank: 3939
Omega Ratio Rank
TIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
TIP Martin Ratio Rank: 4545
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.

XVV vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.


XVVTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.38

1.26

+0.12

Calmar ratioReturn relative to maximum drawdown

2.53

2.52

+0.01

Martin ratioReturn relative to average drawdown

11.18

7.57

+3.61

XVV vs. TIP - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 2.11, which is higher than the TIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XVV 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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Sharpe Ratios by Period


XVVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.46

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.16

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.57

+0.43

Drawdowns

XVV vs. TIP - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for XVV and TIP.


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Drawdown Indicators


XVVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-14.57%

-12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-1.98%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-4.54%

-15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-14.51%

-12.69%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-0.86%

-0.32%

-0.54%

Average Drawdown

Average peak-to-trough decline

-5.88%

-3.43%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

0.66%

+1.73%

Volatility

XVV vs. TIP - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 3.09% compared to iShares TIPS Bond ETF (TIP) at 0.89%. This indicates that XVV'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


XVVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

0.89%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

2.29%

+7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

3.41%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

6.21%

+11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

5.74%

+11.61%

XVV vs. TIP - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than TIP's 0.18% 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%.


Dividends

XVV vs. TIP - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.88%, 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%
XVV
iShares ESG Screened S&P 500 ETF
0.88%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XVV 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.

XVV has higher volatility (3.09%) compared to TIP (0.89%). In terms of maximum drawdown, XVV dropped -27.20% vs TIP's -14.57%.

On 5-year performance, XVV leads with 13.55% vs 0.97% for TIP. On fees, XVV is cheaper at 0.08% per year. On volatility, TIP has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XVV has performed better with a 13.55% return vs 0.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XVV is cheaper with a 0.08% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 0.88% for XVV.

XVV is categorized as S&P 500, while TIP is Inflation-Protected Bonds. XVV tracks S&P 500 Sustainablility Screened Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. Their fees differ too: 0.08% for XVV and 0.18% for TIP.

XVV currently has the higher Sharpe Ratio (2.11 vs 1.46), 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

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