IBIG vs. STIP
IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds from iShares - IBIG tracks the ICE 2030 Maturity US Inflation-Linked Treasury Index while STIP tracks the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Both are passively managed. Over the past year, IBIG returned 5.02% vs 4.68% for STIP. Their correlation of 0.91 suggests significant overlap in exposure. IBIG charges 0.10%/yr vs 0.06%/yr for STIP.
Performance
IBIG vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, IBIG achieves a 1.64% return, which is significantly lower than STIP's 2.04% return.
IBIG
- 1D
- -0.09%
- 1M
- -0.37%
- YTD
- 1.64%
- 6M
- 1.42%
- 1Y
- 5.02%
- 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%
IBIG vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 1.64% | 7.90% | 2.60% | 4.26% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 2.50% |
Correlation
The correlation between IBIG and STIP is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2023 | 0.91 |
The correlation between IBIG and STIP has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
IBIG vs. STIP — Risk / Return Rank
IBIG
STIP
IBIG vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) 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.
| IBIG | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.69 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 6.76 | -3.02 |
| Martin ratioReturn relative to average drawdown | 12.68 | 26.37 | -13.69 |
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
| IBIG | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 3.23 | -1.30 |
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 | 1.43 | 1.07 | +0.36 |
Drawdowns
IBIG vs. STIP - Drawdown Comparison
The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for IBIG and STIP.
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Drawdown Indicators
| IBIG | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.21% | -5.50% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -0.69% | -0.66% |
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 DrawdownCurrent decline from peak | -0.43% | -0.03% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -0.99% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.18% | +0.22% |
Volatility
IBIG vs. STIP - Volatility Comparison
iShares iBonds Oct 2030 Term TIPS ETF (IBIG) has a higher volatility of 0.62% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that IBIG'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
| IBIG | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 0.40% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.70% | 0.99% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.62% | 1.46% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.29% | 2.75% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.29% | 2.45% | +1.84% |
IBIG vs. STIP - Expense Ratio Comparison
IBIG 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
IBIG vs. STIP - Dividend Comparison
IBIG's dividend yield for the trailing twelve months is around 3.89%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBIG iShares iBonds Oct 2030 Term TIPS ETF | 3.89% | 4.70% | 4.15% | 0.78% | 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
With a correlation of 0.91, IBIG and STIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IBIG has higher volatility (0.62%) compared to STIP (0.40%). In terms of maximum drawdown, IBIG dropped -3.21% vs STIP's -5.50%.
On 1-year performance, IBIG leads with 5.02% vs 4.68% for STIP. 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 1-year period, IBIG has performed better with a 5.02% return vs 4.68%. 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 IBIG.
STIP has the higher dividend yield at 4.30%, compared with 3.89% for IBIG.
IBIG tracks ICE 2030 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 IBIG and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (3.23 vs 1.93), 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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