DBSDY vs. STIP
DBSDY (DBS Group Holdings Ltd ADR) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, DBSDY returned 23.56%/yr vs 3.18%/yr for STIP. At a 0.09 correlation, their price movements are largely independent.
Performance
DBSDY vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, DBSDY achieves a 17.53% return, which is significantly higher than STIP's 2.04% return. Over the past 10 years, DBSDY has outperformed STIP with an annualized return of 23.56%, while STIP has yielded a comparatively lower 3.18% annualized return.
DBSDY
- 1D
- -0.38%
- 1M
- 11.44%
- YTD
- 17.53%
- 6M
- 22.56%
- 1Y
- 51.93%
- 3Y*
- 41.59%
- 5Y*
- 26.20%
- 10Y*
- 23.56%
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
DBSDY vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 17.53% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 18.17% | -0.93% | 63.53% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between DBSDY and STIP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2010 | 0.09 |
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Return for Risk
DBSDY vs. STIP — Risk / Return Rank
DBSDY
STIP
DBSDY vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
| DBSDY | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.69 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.52 | 6.76 | -1.25 |
| Martin ratioReturn relative to average drawdown | 16.56 | 26.37 | -9.81 |
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
| DBSDY | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 3.23 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.40 | 1.23 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | 1.30 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.07 | -0.66 |
Drawdowns
DBSDY vs. STIP - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -74.39%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for DBSDY and STIP.
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Drawdown Indicators
| DBSDY | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -5.50% | -68.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -0.69% | -8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -0.95% | -17.80% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -5.50% | -16.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -5.50% | -38.44% |
Current DrawdownCurrent decline from peak | -0.38% | -0.03% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -14.98% | -0.99% | -13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 0.18% | +2.96% |
Volatility
DBSDY vs. STIP - Volatility Comparison
DBS Group Holdings Ltd ADR (DBSDY) has a higher volatility of 3.37% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that DBSDY'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
| DBSDY | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 0.40% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 0.99% | +10.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 1.46% | +14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 2.75% | +16.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 2.45% | +19.27% |
Dividends
DBSDY vs. STIP - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 4.11%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 4.11% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
DBSDY and STIP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBSDY has higher volatility (3.37%) compared to STIP (0.40%). In terms of maximum drawdown, DBSDY dropped -74.39% vs STIP's -5.50%.
DBSDY currently has the higher Sharpe Ratio (3.24 vs 3.23), 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.
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