ILS vs. STIP
ILS (Brookmont Catastrophic Bond ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both exchange-traded funds - ILS is a Nontraditional Bonds fund actively managed by Brookmont, while STIP is a Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). ILS is actively managed, while STIP is passively managed. Over the past year, ILS returned 7.67% vs 4.68% for STIP. At a correlation of -0.03, they often move in opposite directions. ILS charges 1.58%/yr vs 0.06%/yr for STIP.
Performance
ILS vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, ILS achieves a 1.81% return, which is significantly lower than STIP's 2.04% return.
ILS
- 1D
- 0.05%
- 1M
- 0.45%
- YTD
- 1.81%
- 6M
- 2.12%
- 1Y
- 7.67%
- 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%
ILS vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ILS Brookmont Catastrophic Bond ETF | 1.81% | 5.60% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 2.91% |
Correlation
The correlation between ILS and STIP is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | -0.03 |
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Return for Risk
ILS vs. STIP — Risk / Return Rank
ILS
STIP
ILS vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) 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.
| ILS | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.69 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 13.93 | 6.76 | +7.17 |
| Martin ratioReturn relative to average drawdown | 46.57 | 26.37 | +20.21 |
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
| ILS | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 3.23 | -0.44 |
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 | 1.90 | 1.07 | +0.83 |
Drawdowns
ILS vs. STIP - Drawdown Comparison
The maximum ILS drawdown since its inception was -1.56%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for ILS and STIP.
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Drawdown Indicators
| ILS | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.56% | -5.50% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -0.55% | -0.69% | +0.14% |
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 | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -0.99% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 0.18% | -0.01% |
Volatility
ILS vs. STIP - Volatility Comparison
Brookmont Catastrophic Bond ETF (ILS) has a higher volatility of 0.88% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that ILS'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
| ILS | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.40% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 0.99% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 1.46% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.38% | 2.75% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.38% | 2.45% | +0.93% |
ILS vs. STIP - Expense Ratio Comparison
ILS has a 1.58% expense ratio, which is higher than STIP's 0.06% expense ratio.
Dividends
ILS vs. STIP - Dividend Comparison
ILS's dividend yield for the trailing twelve months is around 8.09%, more than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ILS Brookmont Catastrophic Bond ETF | 8.09% | 6.06% | 0.00% | 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
ILS and STIP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ILS has higher volatility (0.88%) compared to STIP (0.40%). In terms of maximum drawdown, ILS dropped -1.56% vs STIP's -5.50%.
On 1-year performance, ILS leads with 7.67% 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, ILS has performed better with a 7.67% 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 1.58% for ILS.
ILS has the higher dividend yield at 8.09%, compared with 4.30% for STIP.
ILS is categorized as Nontraditional Bonds, while STIP is Inflation-Protected Bonds. They also come from different issuers: Brookmont and iShares. Their fees differ too: 1.58% for ILS and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (3.23 vs 2.79), 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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