Observations of solar wind ion velocity distributions made by the Helios spacecraft between 0.3 and 1 AU are used to study the radial evolution of the so-called adiabatic invariants, for example, the ion magnetic moments. Significant differences between the parameters of protons and &agr; particles have been found in dependence on the wind velocity. On the average, adiabaticity is observed to be violated. We interpret this violation of adiabatic invariance as evidence that protons are heated perpendicular to the field in fast streams and, with less statistical significance, that &agr; particles are cooled more strongly than for adiabatic expansion parallel to the magnetic field. The contribution of the differential streaming energy to the total internal energy of the ions is briefly investigated. Also, average heliocentric radial profiles for the ion heat fluxes are presented, and the possible role of the ion heat flux in supplying thermal energy during the radial expansion of the wind is examined. Our findings suggest that wave-particle interactions and (or) Coulomb collisions (or other yet unknown processes) have to be invoked in order to explain the thermal energy state of solar wind ions and their radial temperature profiles.