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IBIC vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIC vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2026 Term TIPS ETF (IBIC) 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, IBIC achieves a 2.37% return, which is significantly higher than STIP's 2.04% return.


IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
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)

IBIC vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%
STIP
iShares 0-5 Year TIPS Bond ETF
2.04%6.03%4.77%2.20%

Correlation

The correlation between IBIC and STIP is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.71

Over the past year, the correlation between IBIC and STIP has dropped to 0.39 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

IBIC vs. STIP — Risk / Return Rank

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

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

IBIC vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) 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.


IBICSTIPDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

2.24

1.69

+0.55

Calmar ratioReturn relative to maximum drawdown

17.27

6.76

+10.51

Martin ratioReturn relative to average drawdown

67.45

26.37

+41.08

IBIC vs. STIP - Sharpe Ratio Comparison

The current IBIC Sharpe Ratio is 5.05, which is higher than the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of IBIC 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


IBICSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.05

3.23

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

3.49

1.07

+2.42

Drawdowns

IBIC vs. STIP - Drawdown Comparison

The maximum IBIC drawdown since its inception was -0.90%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for IBIC and STIP.


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Drawdown Indicators


IBICSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.90%

-5.50%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-0.69%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.13%

-0.03%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.10%

-0.99%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.18%

-0.11%

Volatility

IBIC vs. STIP - Volatility Comparison

The current volatility for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) is 0.33%, while iShares 0-5 Year TIPS Bond ETF (STIP) has a volatility of 0.40%. This indicates that IBIC experiences smaller price fluctuations and is considered to be less risky 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


IBICSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.40%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

0.99%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

1.46%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

2.75%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

2.45%

-0.87%

IBIC vs. STIP - Expense Ratio Comparison

IBIC has a 0.10% 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

IBIC vs. STIP - Dividend Comparison

IBIC's dividend yield for the trailing twelve months is around 3.59%, less than STIP's 4.30% yield.


PositionTTM2025202420232022202120202019201820172016
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%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


IBIC and STIP have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STIP has higher volatility (0.40%) compared to IBIC (0.33%). In terms of maximum drawdown, IBIC dropped -0.90% vs STIP's -5.50%.

On 1-year performance, STIP leads with 4.68% vs 4.54% for IBIC. On fees, STIP is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, STIP has performed better with a 4.68% return vs 4.54%. 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 0.10% for IBIC.

STIP has the higher dividend yield at 4.30%, compared with 3.59% for IBIC.

IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index, while STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.10% for IBIC and 0.06% for STIP.

IBIC currently has the higher Sharpe Ratio (5.05 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.

Portfolio Optimizer

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