DFIP vs. STIP
Compare and contrast key facts about Dimensional Inflation-Protected Securities ETF (DFIP) and iShares 0-5 Year TIPS Bond ETF (STIP).
DFIP and STIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIP is an actively managed fund by Dimensional. It was launched on Nov 15, 2021. 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
DFIP vs. STIP - Performance Comparison
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DFIP vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 0.40% | 7.54% | 1.72% | 4.07% | -12.39% | -0.05% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | -0.31% |
Returns By Period
In the year-to-date period, DFIP achieves a 0.40% return, which is significantly lower than STIP's 1.02% return.
DFIP
- 1D
- 0.01%
- 1M
- -1.44%
- YTD
- 0.40%
- 6M
- 0.24%
- 1Y
- 3.35%
- 3Y*
- 3.18%
- 5Y*
- —
- 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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DFIP vs. STIP - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is higher than STIP's 0.06% expense ratio. However, 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
DFIP vs. STIP — Risk / Return Rank
DFIP
STIP
DFIP vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) 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.
| DFIP | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.19 | -1.39 |
Sortino ratioReturn per unit of downside risk | 1.13 | 3.34 | -2.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.47 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 4.30 | -3.09 |
Martin ratioReturn relative to average drawdown | 3.84 | 14.63 | -10.79 |
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
| DFIP | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.19 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.27 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.05 | -1.05 |
Correlation
The correlation between DFIP and STIP is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFIP vs. STIP - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 4.24%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 4.24% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% | 0.00% | 0.00% | 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
DFIP vs. STIP - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for DFIP and STIP.
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Drawdown Indicators
| DFIP | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -5.50% | -9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -0.95% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -1.44% | -0.24% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -1.00% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.28% | +0.67% |
Volatility
DFIP vs. STIP - Volatility Comparison
Dimensional Inflation-Protected Securities ETF (DFIP) has a higher volatility of 1.38% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that DFIP'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
| DFIP | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 0.59% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 0.97% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 1.83% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 2.76% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 2.45% | +4.47% |