PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
RINF vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RINF vs. STIP

Last updated Jun 3, 2026

RINF (ProShares Inflation Expectations ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds - RINF tracks the FTSE 30-Year TIPS (Treasury Rate-Hedged) 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 10 years, RINF returned 4.69%/yr vs 3.18%/yr for STIP. At a 0.15 correlation, their price movements are largely independent. RINF charges 0.30%/yr vs 0.06%/yr for STIP.

Performance

RINF vs. STIP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RINF achieves a 2.44% return, which is significantly higher than STIP's 2.04% return. Over the past 10 years, RINF has outperformed STIP with an annualized return of 4.69%, while STIP has yielded a comparatively lower 3.18% annualized return.

RINF

1D
-0.13%
1M
0.68%
YTD
2.44%
6M
3.07%
1Y
2.72%
3Y*
4.87%
5Y*
5.34%
10Y*
4.69%

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)

RINF vs. STIP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RINF
ProShares Inflation Expectations ETF		2.44%1.64%9.79%0.21%8.77%16.20%1.98%1.82%-0.79%-1.70%
STIP
iShares 0-5 Year TIPS Bond ETF		2.04%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%

Correlation

The correlation between RINF 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 (3Y)
Calculated over the trailing 3-year period

-0.11

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

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.15

The correlation between RINF and STIP shifts across timeframes, from -0.11 (3 years) to 0.16 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ProShares Inflation Expectations ETF

iShares 0-5 Year TIPS Bond ETF

Often compared with RINF:
RINF vs. COMM.LRINF vs. TUARINF vs. TYARINF vs. IEFRINF vs. IRVHRINF vs. TIPZRINF vs. SPY
Often compared with STIP:
STIP vs. VTIPSTIP vs. TIPSTIP vs. SCHPSTIP vs. SCHOSTIP vs. BNDSTIP vs. SCHRSTIP vs. STPZ

Return for Risk

RINF vs. STIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RINF
RINF Risk / Return Rank: 1818
Overall Rank
RINF Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
RINF Sortino Ratio Rank: 1818
Sortino Ratio Rank
RINF Omega Ratio Rank: 1717
Omega Ratio Rank
RINF Calmar Ratio Rank: 2121
Calmar Ratio Rank
RINF Martin Ratio Rank: 1717
Martin Ratio Rank
STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9090
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: 9393
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.

RINF vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) 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.

RINFSTIPDifference

Sharpe ratio

Return per unit of total volatility

0.61

3.17

-2.56

Sortino ratio

Return per unit of downside risk

0.90

5.47

-4.57

Omega ratio

Gain probability vs. loss probability

1.10

1.67

-0.57

Calmar ratio

Return relative to maximum drawdown

0.96

6.50

-5.54

Martin ratio

Return relative to average drawdown

1.83

25.40

-23.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RINF vs. STIP - Sharpe Ratio Comparison

The current RINF Sharpe Ratio is 0.61, which is lower than the STIP Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of RINF 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.

Loading charts...

Sharpe Ratios by Period

RINFSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

3.17

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.24

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

1.30

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.07

-0.99

Drawdowns

RINF vs. STIP - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.51%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for RINF and STIP.

Loading charts...

Drawdown Indicators

RINFSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-5.50%

-38.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-0.69%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

-0.95%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.58%

-5.50%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-5.50%

-23.68%

Current Drawdown

Current decline from peak

-0.60%

-0.03%

-0.57%

Average Drawdown

Average peak-to-trough decline

-16.46%

-0.99%

-15.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.18%

+1.19%

Volatility

RINF vs. STIP - Volatility Comparison

ProShares Inflation Expectations ETF (RINF) has a higher volatility of 1.20% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that RINF'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.

Loading charts...

Volatility by Period

RINFSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.40%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

1.00%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.50%

1.46%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

2.75%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.58%

2.45%

+10.13%

RINF vs. STIP - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than STIP's 0.06% expense ratio.

Dividends

RINF vs. STIP - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 3.70%, less than STIP's 4.30% yield.

PositionTTM20252024202320222021202020192018201720162015
RINF
ProShares Inflation Expectations ETF		3.70%3.89%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%
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%0.00%

Frequently Asked Questions

RINF 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.

RINF has higher volatility (1.20%) compared to STIP (0.40%). In terms of maximum drawdown, RINF dropped -43.51% vs STIP's -5.50%.

On 10-year performance, RINF leads with 4.69% vs 3.18% 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 10-year period, RINF has performed better with a 4.69% return vs 3.18%. 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 0.30% for RINF.

STIP has the higher dividend yield at 4.30%, compared with 3.70% for RINF.

RINF tracks FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). They also come from different issuers: ProShares and iShares. Their fees differ too: 0.30% for RINF and 0.06% for STIP.

STIP currently has the higher Sharpe Ratio (3.17 vs 0.61), 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 RINF 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.

Open Portfolio Optimizer