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

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.22%
2.75%
XVV
TIP

Returns By Period

In the year-to-date period, XVV achieves a 27.12% return, which is significantly higher than TIP's 2.48% return.


XVV

YTD

27.12%

1M

3.19%

6M

13.22%

1Y

33.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

TIP

YTD

2.48%

1M

-0.55%

6M

2.75%

1Y

5.52%

5Y (annualized)

1.85%

10Y (annualized)

2.04%

Key characteristics


XVVTIP
Sharpe Ratio2.491.12
Sortino Ratio3.311.66
Omega Ratio1.461.20
Calmar Ratio3.630.45
Martin Ratio15.884.65
Ulcer Index2.10%1.19%
Daily Std Dev13.39%4.91%
Max Drawdown-27.20%-14.56%
Current Drawdown-0.58%-7.15%

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XVV vs. TIP - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than TIP's 0.19% 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%.


TIP
iShares TIPS Bond ETF
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for XVV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.2

The correlation between XVV and TIP is 0.18, 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.

Risk-Adjusted Performance

XVV vs. TIP - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for XVV, currently valued at 2.49, compared to the broader market0.002.004.002.491.12
The chart of Sortino ratio for XVV, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.311.66
The chart of Omega ratio for XVV, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.20
The chart of Calmar ratio for XVV, currently valued at 3.63, compared to the broader market0.005.0010.0015.003.630.45
The chart of Martin ratio for XVV, currently valued at 15.88, compared to the broader market0.0020.0040.0060.0080.00100.0015.884.65
XVV
TIP

The current XVV Sharpe Ratio is 2.49, which is higher than the TIP Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of XVV 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.49
1.12
XVV
TIP

Dividends

XVV vs. TIP - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.00%, less than TIP's 2.40% yield.


TTM20232022202120202019201820172016201520142013
XVV
iShares ESG Screened S&P 500 ETF
1.00%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
2.40%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%

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 -14.56%. Use the drawdown chart below to compare losses from any high point for XVV and TIP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.58%
-7.15%
XVV
TIP

Volatility

XVV vs. TIP - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 4.18% compared to iShares TIPS Bond ETF (TIP) at 1.10%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.18%
1.10%
XVV
TIP