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IBII vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBII vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2032 Term TIPS ETF (IBII) 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, IBII achieves a 1.63% return, which is significantly lower than STIP's 2.01% return.


IBII

1D
0.02%
1M
-0.38%
YTD
1.63%
6M
1.21%
1Y
5.28%
3Y*
5Y*
10Y*

STIP

1D
-0.03%
1M
0.12%
YTD
2.01%
6M
2.01%
1Y
4.53%
3Y*
5.18%
5Y*
3.36%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBII vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023
IBII
iShares iBonds Oct 2032 Term TIPS ETF
1.63%8.65%1.21%4.85%
STIP
iShares 0-5 Year TIPS Bond ETF
2.01%6.03%4.77%2.50%

Correlation

The correlation between IBII and STIP is 0.84, 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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.85

The correlation between IBII and STIP has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

IBII vs. STIP — Risk / Return Rank

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

IBII
IBII Risk / Return Rank: 5050
Overall Rank
IBII Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IBII Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBII Omega Ratio Rank: 4545
Omega Ratio Rank
IBII Calmar Ratio Rank: 5555
Calmar Ratio Rank
IBII Martin Ratio Rank: 5555
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.

IBII vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2032 Term TIPS ETF (IBII) 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.


IBIISTIPDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

1.28

1.67

-0.39

Calmar ratioReturn relative to maximum drawdown

2.68

6.56

-3.88

Martin ratioReturn relative to average drawdown

9.32

26.11

-16.79

IBII vs. STIP - Sharpe Ratio Comparison

The current IBII Sharpe Ratio is 1.56, which is lower than the STIP Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of IBII 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


IBIISTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

3.13

-1.58

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

1.12

1.07

+0.05

Drawdowns

IBII vs. STIP - Drawdown Comparison

The maximum IBII drawdown since its inception was -4.65%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for IBII and STIP.


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Drawdown Indicators


IBIISTIPDifference

Max Drawdown

Largest peak-to-trough decline

-4.65%

-5.50%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-0.69%

-1.29%

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

-0.65%

-0.06%

-0.59%

Average Drawdown

Average peak-to-trough decline

-1.12%

-0.99%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.18%

+0.40%

Volatility

IBII vs. STIP - Volatility Comparison

iShares iBonds Oct 2032 Term TIPS ETF (IBII) has a higher volatility of 0.89% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.38%. This indicates that IBII'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


IBIISTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.38%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

0.99%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

1.46%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

2.75%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

2.45%

+2.97%

IBII vs. STIP - Expense Ratio Comparison

IBII 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

IBII vs. STIP - Dividend Comparison

IBII's dividend yield for the trailing twelve months is around 4.05%, less than STIP's 4.30% yield.


PositionTTM2025202420232022202120202019201820172016
IBII
iShares iBonds Oct 2032 Term TIPS ETF
4.05%4.80%4.76%1.10%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


IBII and STIP have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBII has higher volatility (0.89%) compared to STIP (0.38%). In terms of maximum drawdown, IBII dropped -4.65% vs STIP's -5.50%.

On 1-year performance, IBII leads with 5.28% vs 4.53% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBII has performed better with a 5.28% return vs 4.53%. 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 IBII.

STIP has the higher dividend yield at 4.30%, compared with 4.05% for IBII.

IBII tracks ICE 2032 Maturity US Inflation-Linked Treasury Index, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.10% for IBII and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (3.13 vs 1.56), 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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