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IBIK vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIK vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2034 Term TIPS ETF (IBIK) 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, IBIK achieves a 1.45% return, which is significantly lower than STIP's 2.04% return.


IBIK

1D
-0.25%
1M
-0.38%
YTD
1.45%
6M
0.91%
1Y
6.15%
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)

IBIK vs. STIP - Yearly Performance Comparison


2026 (YTD)20252024
IBIK
iShares iBonds Oct 2034 Term TIPS ETF
1.45%8.78%1.43%
STIP
iShares 0-5 Year TIPS Bond ETF
2.04%6.03%3.27%

Correlation

The correlation between IBIK and STIP is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

Correlation (All Time)
Calculated using the full available price history since May 28, 2024

0.78

The correlation between IBIK and STIP has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

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Return for Risk

IBIK vs. STIP — Risk / Return Rank

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

IBIK
IBIK Risk / Return Rank: 4646
Overall Rank
IBIK Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IBIK Sortino Ratio Rank: 4646
Sortino Ratio Rank
IBIK Omega Ratio Rank: 4040
Omega Ratio Rank
IBIK Calmar Ratio Rank: 5151
Calmar Ratio Rank
IBIK Martin Ratio Rank: 5151
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.

IBIK vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2034 Term TIPS ETF (IBIK) 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.


IBIKSTIPDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

1.26

1.69

-0.44

Calmar ratioReturn relative to maximum drawdown

2.47

6.76

-4.30

Martin ratioReturn relative to average drawdown

8.52

26.37

-17.85

IBIK vs. STIP - Sharpe Ratio Comparison

The current IBIK Sharpe Ratio is 1.47, which is lower than the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of IBIK 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


IBIKSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

3.23

-1.76

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

1.08

1.07

+0.01

Drawdowns

IBIK vs. STIP - Drawdown Comparison

The maximum IBIK drawdown since its inception was -5.59%, roughly equal to the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for IBIK and STIP.


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Drawdown Indicators


IBIKSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-5.59%

-5.50%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-0.69%

-1.81%

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%

-0.03%

-0.62%

Average Drawdown

Average peak-to-trough decline

-1.24%

-0.99%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.18%

+0.54%

Volatility

IBIK vs. STIP - Volatility Comparison

iShares iBonds Oct 2034 Term TIPS ETF (IBIK) has a higher volatility of 1.20% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that IBIK'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


IBIKSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.40%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

0.99%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

1.46%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

2.75%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

2.45%

+2.89%

IBIK vs. STIP - Expense Ratio Comparison

IBIK 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

IBIK vs. STIP - Dividend Comparison

IBIK's dividend yield for the trailing twelve months is around 3.73%, less than STIP's 4.30% yield.


PositionTTM2025202420232022202120202019201820172016
IBIK
iShares iBonds Oct 2034 Term TIPS ETF
3.73%4.43%2.67%0.00%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


IBIK and STIP have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIK has higher volatility (1.20%) compared to STIP (0.40%). In terms of maximum drawdown, IBIK dropped -5.59% vs STIP's -5.50%.

On 1-year performance, IBIK leads with 6.15% 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, IBIK has performed better with a 6.15% 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 IBIK.

STIP has the higher dividend yield at 4.30%, compared with 3.73% for IBIK.

IBIK tracks iBonds Oct 2034 Term TIPS 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 IBIK and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (3.23 vs 1.47), 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

Find the right allocation for IBIK and STIP

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