LDRI vs. STIP

Last updated Jun 3, 2026

LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds from iShares - LDRI tracks the BlackRock iBonds® 1-5 Year TIPS Ladder 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, LDRI returned 4.59% vs 4.60% for STIP. A 0.70 correlation means they provide meaningful diversification when combined. LDRI charges 0.10%/yr vs 0.06%/yr for STIP.

Performance

LDRI vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRI achieves a 1.92% return, which is significantly lower than STIP's 2.04% return.

LDRI

• 1D: 0.00%
• 1M: 0.04%
• YTD: 1.92%
• 6M: 2.16%
• 1Y: 4.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

STIP

• 1D: -0.01%
• 1M: 0.02%
• YTD: 2.04%
• 6M: 2.10%
• 1Y: 4.60%
• 3Y*: 5.23%
• 5Y*: 3.40%
• 10Y*: 3.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRI vs. STIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF	1.92%	5.94%	0.10%
STIP iShares 0-5 Year TIPS Bond ETF	2.04%	6.03%	0.14%

Correlation

The correlation between LDRI and STIP is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024	0.70

The correlation between LDRI and STIP has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

Return for Risk

LDRI vs. STIP — Risk / Return Rank

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

LDRI

LDRI Risk / Return Rank: 85
LDRI Sharpe Ratio Rank: 74
LDRI Sortino Ratio Rank: 82
LDRI Omega Ratio Rank: 87
LDRI Calmar Ratio Rank: 94
LDRI Martin Ratio Rank: 89

STIP

STIP Risk / Return Rank: 93
STIP Sharpe Ratio Rank: 90
STIP Sortino Ratio Rank: 96
STIP Omega Ratio Rank: 94
STIP Calmar Ratio Rank: 93
STIP Martin Ratio Rank: 93

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.

LDRI vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) 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.

	LDRI	STIP	Difference
Sharpe ratio Return per unit of total volatility	2.45	3.17	-0.71
Sortino ratio Return per unit of downside risk	3.74	5.47	-1.73
Omega ratio Gain probability vs. loss probability	1.55	1.67	-0.13
Calmar ratio Return relative to maximum drawdown	7.56	6.50	+1.06
Martin ratio Return relative to average drawdown	20.29	25.40	-5.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRI vs. STIP - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 2.45, which is comparable to the STIP Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of LDRI 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.

Sharpe Ratios by Period

	LDRI	STIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	3.17	-0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.24	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.27	1.07	+1.20

Drawdowns

LDRI vs. STIP - Drawdown Comparison

The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LDRI and STIP.

Drawdown Indicators

	LDRI	STIP	Difference
Max Drawdown Largest peak-to-trough decline	-0.85%	-5.50%	+4.65%
Max Drawdown (1Y) Largest decline over 1 year	-0.60%	-0.69%	+0.09%
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	-0.04%	-0.03%	-0.01%
Average Drawdown Average peak-to-trough decline	-0.20%	-0.99%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	0.18%	+0.04%

Volatility

LDRI vs. STIP - Volatility Comparison

iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) has a higher volatility of 0.46% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that LDRI'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.

Volatility by Period

	LDRI	STIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.46%	0.40%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	1.40%	1.00%	+0.40%
Volatility (1Y) Calculated over the trailing 1-year period	1.88%	1.46%	+0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.28%	2.75%	-0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.28%	2.45%	-0.17%

LDRI vs. STIP - Expense Ratio Comparison

LDRI 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

LDRI vs. STIP - Dividend Comparison

LDRI's dividend yield for the trailing twelve months is around 3.52%, less than STIP's 4.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF	3.52%	4.23%	0.83%	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

Can I hold both LDRI and STIP in my portfolio?

LDRI and STIP have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LDRI or STIP?

LDRI has higher volatility (0.46%) compared to STIP (0.40%). In terms of maximum drawdown, LDRI dropped -0.85% vs STIP's -5.50%.

Which ETF is better, LDRI or STIP?

On 1-year performance, STIP leads with 4.60% vs 4.59% for LDRI. On fees, STIP is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LDRI or STIP?

Over the 1-year period, STIP has performed better with a 4.60% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LDRI or STIP?

STIP is cheaper with a 0.06% expense ratio, compared with 0.10% for LDRI.

Which ETF pays a higher dividend yield, LDRI or STIP?

STIP has the higher dividend yield at 4.30%, compared with 3.52% for LDRI.

What is the main difference between LDRI and STIP?

LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder 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 LDRI and 0.06% for STIP.

Which has better risk-adjusted returns?

STIP currently has the higher Sharpe Ratio (3.17 vs 2.45), 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.