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IBIG vs. STIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBIG vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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IBIG vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
0.80%7.90%2.60%4.26%
STIP
iShares 0-5 Year TIPS Bond ETF
1.02%6.03%4.77%2.50%

Returns By Period

In the year-to-date period, IBIG achieves a 0.80% return, which is significantly lower than STIP's 1.02% return.


IBIG

1D
0.13%
1M
-0.55%
YTD
0.80%
6M
0.95%
1Y
4.19%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

IBIG vs. STIP — Risk / Return Rank

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

IBIG
IBIG Risk / Return Rank: 6969
Overall Rank
IBIG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBIG Sortino Ratio Rank: 7171
Sortino Ratio Rank
IBIG Omega Ratio Rank: 6363
Omega Ratio Rank
IBIG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IBIG Martin Ratio Rank: 7171
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9696
Omega Ratio Rank
STIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
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.

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.


IBIGSTIPDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.19

-0.93

Sortino ratio

Return per unit of downside risk

1.85

3.34

-1.49

Omega ratio

Gain probability vs. loss probability

1.24

1.47

-0.23

Calmar ratio

Return relative to maximum drawdown

1.94

4.30

-2.36

Martin ratio

Return relative to average drawdown

7.60

14.63

-7.03

IBIG vs. STIP - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.26, which is lower than the STIP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IBIG and STIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBIGSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.19

-0.93

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

1.42

1.05

+0.37

Correlation

The correlation between IBIG and STIP is 0.91, 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

IBIG vs. STIP - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 4.66%, more than STIP's 3.93% yield.


TTM2025202420232022202120202019201820172016
IBIG
iShares iBonds Oct 2030 Term TIPS ETF
4.66%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
3.93%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

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


IBIGSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-5.50%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.95%

-1.39%

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

-0.63%

-0.24%

-0.39%

Average Drawdown

Average peak-to-trough decline

-0.81%

-1.00%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.28%

+0.32%

Volatility

IBIG vs. STIP - Volatility Comparison

iShares iBonds Oct 2030 Term TIPS ETF (IBIG) has a higher volatility of 1.00% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. 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


IBIGSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.59%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

0.97%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

1.83%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

2.76%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

2.45%

+1.94%