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IBIC vs. STPZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIC vs. STPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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 STPZ's 1.79% return.


IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*

STPZ

1D
-0.00%
1M
-0.09%
YTD
1.79%
6M
1.77%
1Y
4.51%
3Y*
5.03%
5Y*
2.90%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIC vs. STPZ - Yearly Performance Comparison


2026 (YTD)202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
1.79%6.40%4.30%2.29%

Correlation

The correlation between IBIC and STPZ is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.67

Over the past year, the correlation between IBIC and STPZ has dropped to 0.29 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

IBIC vs. STPZ — 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

STPZ
STPZ Risk / Return Rank: 8282
Overall Rank
STPZ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8080
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8181
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. STPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.


IBICSTPZDifference
Sharpe ratioReturn per unit of total volatility

+2.56

Sortino ratioReturn per unit of downside risk

+5.18

Omega ratioGain probability vs. loss probability

2.24

1.49

+0.76

Calmar ratioReturn relative to maximum drawdown

17.27

4.87

+12.41

Martin ratioReturn relative to average drawdown

67.45

16.28

+51.17

IBIC vs. STPZ - Sharpe Ratio Comparison

The current IBIC Sharpe Ratio is 5.05, which is higher than the STPZ Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of IBIC and STPZ, 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


IBICSTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.05

2.49

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

3.49

0.90

+2.59

Drawdowns

IBIC vs. STPZ - Drawdown Comparison

The maximum IBIC drawdown since its inception was -0.90%, smaller than the maximum STPZ drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for IBIC and STPZ.


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Drawdown Indicators


IBICSTPZDifference

Max Drawdown

Largest peak-to-trough decline

-0.90%

-6.77%

+5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.26%

-0.93%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

Current Drawdown

Current decline from peak

-0.13%

-0.11%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.10%

-1.31%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.28%

-0.21%

Volatility

IBIC vs. STPZ - Volatility Comparison

The current volatility for iShares iBonds Oct 2026 Term TIPS ETF (IBIC) is 0.33%, while PIMCO 1-5 Year US TIPS Index ETF (STPZ) has a volatility of 0.46%. This indicates that IBIC experiences smaller price fluctuations and is considered to be less risky than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBICSTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.46%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

1.20%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.90%

1.83%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

3.29%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

2.98%

-1.40%

IBIC vs. STPZ - Expense Ratio Comparison

IBIC has a 0.10% expense ratio, which is lower than STPZ's 0.20% 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%.


Dividends

IBIC vs. STPZ - Dividend Comparison

IBIC's dividend yield for the trailing twelve months is around 3.59%, less than STPZ's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
4.10%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%

Frequently Asked Questions


IBIC and STPZ have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STPZ has higher volatility (0.46%) compared to IBIC (0.33%). In terms of maximum drawdown, IBIC dropped -0.90% vs STPZ's -6.77%.

On 1-year performance, IBIC leads with 4.54% vs 4.51% for STPZ. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIC has performed better with a 4.54% return vs 4.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.20% for STPZ.

STPZ has the higher dividend yield at 4.10%, compared with 3.59% for IBIC.

IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index, while STPZ tracks ICE BofA US Inflation-Linked Treasury (1-5 Y). They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.10% for IBIC and 0.20% for STPZ.

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.49), 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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