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PBTP vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBTP vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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, PBTP achieves a 1.42% return, which is significantly higher than STIP's 1.33% return.


PBTP

1D
-0.18%
1M
-0.30%
YTD
1.42%
6M
1.44%
1Y
3.62%
3Y*
4.97%
5Y*
3.22%
10Y*

STIP

1D
-0.22%
1M
-0.30%
YTD
1.33%
6M
1.45%
1Y
3.64%
3Y*
4.99%
5Y*
3.26%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBTP vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
1.42%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%
STIP
iShares 0-5 Year TIPS Bond ETF
1.33%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.16%

Correlation

The correlation between PBTP and STIP is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.88

The correlation between PBTP and STIP has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

PBTP vs. STIP — Risk / Return Rank

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

PBTP
PBTP Risk / Return Rank: 8282
Overall Rank
PBTP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 8282
Sortino Ratio Rank
PBTP Omega Ratio Rank: 8282
Omega Ratio Rank
PBTP Calmar Ratio Rank: 8888
Calmar Ratio Rank
PBTP Martin Ratio Rank: 8686
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 8585
Overall Rank
STIP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 8787
Sortino Ratio Rank
STIP Omega Ratio Rank: 8585
Omega Ratio Rank
STIP Calmar Ratio Rank: 8989
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.

PBTP vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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.


PBTPSTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.47

1.49

-0.02

Calmar ratioReturn relative to maximum drawdown

4.98

5.04

-0.06

Martin ratioReturn relative to average drawdown

17.63

19.01

-1.38

PBTP vs. STIP - Sharpe Ratio Comparison

The current PBTP Sharpe Ratio is 2.25, which is comparable to the STIP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PBTP 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

PBTP vs. STIP - Drawdown Comparison

The maximum PBTP drawdown since its inception was -5.44%, roughly equal to the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for PBTP and STIP.


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Drawdown Indicators


PBTPSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-5.50%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-0.73%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-0.95%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

-5.50%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.73%

-0.73%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.75%

-0.99%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.19%

+0.02%

Volatility

PBTP vs. STIP - Volatility Comparison

Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) and iShares 0-5 Year TIPS Bond ETF (STIP) have volatilities of 0.63% 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


PBTPSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.65%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

1.14%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

1.54%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

2.74%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.64%

2.46%

+0.18%

PBTP vs. STIP - Expense Ratio Comparison

PBTP has a 0.07% 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

PBTP vs. STIP - Dividend Comparison

PBTP's dividend yield for the trailing twelve months is around 5.86%, more than STIP's 4.33% yield.


PositionTTM2025202420232022202120202019201820172016
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
5.86%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%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


With a correlation of 0.91, PBTP and STIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

STIP has higher volatility (0.65%) compared to PBTP (0.63%). In terms of maximum drawdown, PBTP dropped -5.44% vs STIP's -5.50%.

On 5-year performance, STIP leads with 3.26% vs 3.22% for PBTP. 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 5-year period, STIP has performed better with a 3.26% return vs 3.22%. 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 0.07% for PBTP.

PBTP has the higher dividend yield at 5.86%, compared with 4.33% for STIP.

PBTP tracks ICE BofA U.S. Treasuries Inflation-Linked (0-5 Y), while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.07% for PBTP and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (2.38 vs 2.25), 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 PBTP and STIP

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