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GTIP vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTIP vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTIP achieves a 1.70% return, which is significantly lower than STIP's 2.04% return.


GTIP

1D
-0.08%
1M
0.04%
YTD
1.70%
6M
1.11%
1Y
5.10%
3Y*
4.01%
5Y*
1.09%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTIP vs. STIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
1.70%6.63%2.04%3.88%-12.14%5.86%10.83%8.33%0.24%
STIP
iShares 0-5 Year TIPS Bond ETF
2.04%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%-0.14%

Correlation

The correlation between GTIP and STIP is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2018

0.81

The correlation between GTIP and STIP has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

GTIP vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTIP
GTIP Risk / Return Rank: 4747
Overall Rank
GTIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 4747
Sortino Ratio Rank
GTIP Omega Ratio Rank: 4343
Omega Ratio Rank
GTIP Calmar Ratio Rank: 5151
Calmar Ratio Rank
GTIP Martin Ratio Rank: 4848
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9494
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
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.

GTIP vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) 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.


GTIPSTIPDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

1.28

1.69

-0.42

Calmar ratioReturn relative to maximum drawdown

2.54

6.76

-4.23

Martin ratioReturn relative to average drawdown

8.00

26.37

-18.36

GTIP vs. STIP - Sharpe Ratio Comparison

The current GTIP Sharpe Ratio is 1.53, which is lower than the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of GTIP and STIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GTIPSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

3.23

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.23

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.07

-0.51

Drawdowns

GTIP vs. STIP - Drawdown Comparison

The maximum GTIP drawdown since its inception was -14.31%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for GTIP and STIP.


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Drawdown Indicators


GTIPSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.31%

-5.50%

-8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-0.69%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-0.95%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-5.50%

-8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.17%

-0.03%

-0.14%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.99%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.18%

+0.46%

Volatility

GTIP vs. STIP - Volatility Comparison

Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) has a higher volatility of 0.97% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that GTIP'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


GTIPSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.40%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

0.99%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

1.46%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

2.75%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

2.45%

+3.56%

GTIP vs. STIP - Expense Ratio Comparison

GTIP has a 0.12% 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%.


Dividends

GTIP vs. STIP - Dividend Comparison

GTIP's dividend yield for the trailing twelve months is around 4.69%, more than STIP's 4.30% yield.


PositionTTM2025202420232022202120202019201820172016
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.69%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%0.00%0.00%
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%

Frequently Asked Questions


GTIP and STIP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GTIP has higher volatility (0.97%) compared to STIP (0.40%). In terms of maximum drawdown, GTIP dropped -14.31% vs STIP's -5.50%.

On 5-year performance, STIP leads with 3.37% vs 1.09% for GTIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, STIP has performed better with a 3.37% return vs 1.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STIP is cheaper with a 0.06% expense ratio, compared with 0.12% for GTIP.

GTIP has the higher dividend yield at 4.69%, compared with 4.30% for STIP.

GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index, while STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.12% for GTIP and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (3.23 vs 1.53), 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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