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LDRI vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LDRI having a 1.41% return and STIP slightly lower at 1.39%.


LDRI

1D
0.04%
1M
-0.12%
YTD
1.41%
6M
1.59%
1Y
3.78%
3Y*
5Y*
10Y*

STIP

1D
0.05%
1M
-0.24%
YTD
1.39%
6M
1.47%
1Y
3.65%
3Y*
5.01%
5Y*
3.28%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRI vs. STIP - Yearly Performance Comparison


2026 (YTD)20252024
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
1.41%5.94%0.10%
STIP
iShares 0-5 Year TIPS Bond ETF
1.39%6.03%0.13%

Correlation

The correlation between LDRI and STIP is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.70

The correlation between LDRI and STIP has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.

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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: 8181
Overall Rank
LDRI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LDRI Sortino Ratio Rank: 7272
Sortino Ratio Rank
LDRI Omega Ratio Rank: 8181
Omega Ratio Rank
LDRI Calmar Ratio Rank: 9494
Calmar Ratio Rank
LDRI Martin Ratio Rank: 8686
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 8888
Overall Rank
STIP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9090
Sortino Ratio Rank
STIP Omega Ratio Rank: 8888
Omega Ratio Rank
STIP Calmar Ratio Rank: 9090
Calmar Ratio Rank
STIP Martin Ratio Rank: 8989
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LDRISTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.43

1.50

-0.07

Calmar ratioReturn relative to maximum drawdown

6.33

5.05

+1.28

Martin ratioReturn relative to average drawdown

16.06

18.15

-2.09

LDRI vs. STIP - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 1.96, which is comparable to the STIP Sharpe Ratio of 2.39. 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.


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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.


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Drawdown Indicators


LDRISTIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.85%

-5.50%

+4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.60%

-0.73%

+0.13%

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

-0.55%

-0.67%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.20%

-0.99%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.20%

+0.04%

Volatility

LDRI vs. STIP - Volatility Comparison

iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and iShares 0-5 Year TIPS Bond ETF (STIP) have volatilities of 0.64% and 0.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRISTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.65%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

1.14%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.53%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.29%

2.74%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.29%

2.45%

-0.16%

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 3.54%, less than STIP's 4.33% yield.


PositionTTM2025202420232022202120202019201820172016
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
3.54%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
4.33%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions


LDRI and STIP have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STIP has higher volatility (0.65%) compared to LDRI (0.64%). In terms of maximum drawdown, LDRI dropped -0.85% vs STIP's -5.50%.

On 1-year performance, LDRI leads with 3.78% vs 3.65% for STIP. 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.

Over the 1-year period, LDRI has performed better with a 3.78% return vs 3.65%. 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 LDRI.

STIP has the higher dividend yield at 4.33%, compared with 3.54% for LDRI.

LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.10% for LDRI and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (2.39 vs 1.96), 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 LDRI and STIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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