CUSUX vs. STIP
Compare and contrast key facts about Six Circles U.S. Unconstrained Equity Fund (CUSUX) and iShares 0-5 Year TIPS Bond ETF (STIP).
CUSUX is managed by Six Circles. It was launched on Jul 9, 2018. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
CUSUX vs. STIP - Performance Comparison
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CUSUX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | -9.56% | 19.35% | 24.86% | 30.38% | -21.28% | 30.27% | 22.69% | 24.95% | -11.01% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.06% |
Returns By Period
In the year-to-date period, CUSUX achieves a -9.56% return, which is significantly lower than STIP's 1.02% return.
CUSUX
- 1D
- -0.29%
- 1M
- -7.02%
- YTD
- -9.56%
- 6M
- -6.09%
- 1Y
- 13.27%
- 3Y*
- 17.56%
- 5Y*
- 10.79%
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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CUSUX vs. STIP - Expense Ratio Comparison
CUSUX has a 0.05% expense ratio, which is lower than STIP's 0.06% 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%.
Return for Risk
CUSUX vs. STIP — Risk / Return Rank
CUSUX
STIP
CUSUX vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles U.S. Unconstrained Equity Fund (CUSUX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| CUSUX | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.19 | -1.45 |
Sortino ratioReturn per unit of downside risk | 1.19 | 3.34 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 4.30 | -3.44 |
Martin ratioReturn relative to average drawdown | 3.43 | 14.63 | -11.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CUSUX | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.19 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.27 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.05 | -0.47 |
Correlation
The correlation between CUSUX and STIP is 0.11, 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.
Dividends
CUSUX vs. STIP - Dividend Comparison
CUSUX's dividend yield for the trailing twelve months is around 10.15%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CUSUX Six Circles U.S. Unconstrained Equity Fund | 10.15% | 9.18% | 6.64% | 1.19% | 2.68% | 16.48% | 1.55% | 1.67% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Drawdowns
CUSUX vs. STIP - Drawdown Comparison
The maximum CUSUX drawdown since its inception was -35.55%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for CUSUX and STIP.
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Drawdown Indicators
| CUSUX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -5.50% | -30.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -0.95% | -11.03% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -5.50% | -30.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -11.01% | -0.24% | -10.77% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -1.00% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 0.28% | +2.85% |
Volatility
CUSUX vs. STIP - Volatility Comparison
Six Circles U.S. Unconstrained Equity Fund (CUSUX) has a higher volatility of 4.10% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that CUSUX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CUSUX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 0.59% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 0.97% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 1.83% | +16.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 2.76% | +17.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 2.45% | +19.24% |