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ISIN
US46429B7477
CUSIP
46429B747
Issuer
iShares
Inception Date
Dec 1, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$16B

Share Price Chart


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Performance

STIP Performance Chart

iShares 0-5 Year TIPS Bond ETF (STIP) is up 1.3% since the beginning of the year. STIP is currently trading at $102 per share. Investors who bought $1,000 worth of STIP shares 5 years ago would now be looking at an investment worth $1,174.


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S&P 500 Index

Returns By Period

iShares 0-5 Year TIPS Bond ETF (STIP) has returned 1.33% so far this year and 3.64% over the past 12 months. Over the last ten years, STIP has returned 3.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares 0-5 Year TIPS Bond ETF

1D
-0.22%
1M
-0.30%
YTD
1.33%
6M
1.45%
1Y
3.64%
3Y*
4.99%
5Y*
3.26%
10Y*
3.07%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP Monthly Returns History

Based on dividend-adjusted daily data since Dec 3, 2010, STIP's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Mar 2023 with a return of +2.0%, while the worst month was Sep 2022 at -3.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, STIP closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +1.1%, while the worst single day was Mar 11, 2020 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%0.36%0.11%0.91%0.08%-0.68%1.33%
20250.89%1.24%0.84%0.76%-0.26%0.49%0.31%1.33%-0.08%0.10%0.24%0.02%6.03%
20240.44%-0.15%0.57%-0.17%1.02%0.59%0.86%0.62%1.00%-0.44%0.46%-0.10%4.77%
20230.81%-0.45%1.97%0.13%-0.63%-0.13%0.40%0.15%-0.21%0.38%1.11%1.03%4.63%
2022-0.76%1.13%-0.79%-0.10%0.51%-1.50%1.82%-1.57%-3.02%1.14%0.48%-0.32%-3.02%
20210.51%0.17%0.55%0.86%0.75%0.08%1.32%0.02%-0.04%0.70%0.11%0.52%5.68%

Benchmark Metrics

iShares 0-5 Year TIPS Bond ETF has an annualized alpha of 2.15%, beta of 0.02, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since December 03, 2010.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (8.91%) than losses (3.42%) - typical of diversified or defensive assets.
  • Beta of 0.02 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.15%
Beta
0.02
0.02
Upside Capture
8.91%
Downside Capture
3.42%

Expense Ratio

STIP has an expense ratio of 0.06%, which is considered low.


Return for Risk

Risk / Return Rank

STIP ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


STIP Risk / Return Rank: 8585
Overall Rank
STIP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 8787
Sortino Ratio Rank
STIP Omega Ratio Rank: 8585
Omega Ratio Rank
STIP Calmar Ratio Rank: 8989
Calmar Ratio Rank
STIP Martin Ratio Rank: 8989
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and compare them to S&P 500 Index.

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.


STIPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.12

Calmar ratioReturn relative to maximum drawdown

5.04

2.78

+2.26

Martin ratioReturn relative to average drawdown

19.01

12.44

+6.57

Dividends

Dividend History

iShares 0-5 Year TIPS Bond ETF provided a 4.33% dividend yield over the last twelve months, with an annual payout of $4.41 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$4.41$4.21$2.63$2.80$5.86$4.40$1.46$2.07$2.39$1.59$0.90

Dividend yield

4.33%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 0-5 Year TIPS Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.22$0.57$1.14$1.92
2025$0.00$0.03$0.11$0.75$0.52$0.30$0.40$0.31$0.44$0.24$0.39$0.72$4.21
2024$0.00$0.00$0.00$0.09$0.61$0.66$0.40$0.19$0.06$0.14$0.11$0.38$2.63
2023$0.00$0.00$0.00$0.20$0.52$0.29$0.46$0.23$0.32$0.16$0.39$0.22$2.80
2022$0.00$0.32$0.16$0.60$0.69$1.11$0.42$0.90$1.25$0.00$0.00$0.41$5.86
2021$0.00$0.00$0.00$0.25$0.39$0.55$0.60$0.66$0.79$0.35$0.07$0.73$4.40

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 0-5 Year TIPS Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares 0-5 Year TIPS Bond ETF was 5.50%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.

The current iShares 0-5 Year TIPS Bond ETF drawdown is 0.73%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-5.50%Sep 2022
6mo 20d1y 2mo
1y 9moMar 2022 - Dec 2023
COVID crash2020
-5.29%Mar 2020
12d2mo 12d
2mo 24dMar 2020 - May 2020
2015 pullback2015
-3.85%Dec 2015
3y 3mo1y 3mo
4y 6moSep 2012 - Apr 2017
Bear market2022
-2.00%Feb 2022
2mo 24d18d
3mo 12dNov 2021 - Feb 2022
2011 pullback2011
-1.61%Oct 2011
2mo 9d25d
3mo 4dAug 2011 - Nov 2011

Drawdown Indicators


STIPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-56.78%

+51.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-9.10%

+8.37%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-18.90%

+17.95%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-25.43%

+19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

-33.92%

+28.42%

Current Drawdown

Current decline from peak

-0.73%

-1.80%

+1.07%

Average Drawdown

Average peak-to-trough decline

-0.99%

-10.71%

+9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

2.03%

-1.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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