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SHY vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHY vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year Treasury Bond ETF (SHY) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHY achieves a 0.43% return, which is significantly lower than TIP's 1.54% return. Over the past 10 years, SHY has underperformed TIP with an annualized return of 1.65%, while TIP has yielded a comparatively higher 2.57% annualized return.


SHY

1D
-0.05%
1M
0.08%
YTD
0.43%
6M
0.69%
1Y
3.32%
3Y*
4.03%
5Y*
1.71%
10Y*
1.65%

TIP

1D
-0.18%
1M
-0.09%
YTD
1.54%
6M
1.06%
1Y
4.96%
3Y*
3.88%
5Y*
0.97%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHY vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHY
iShares 1-3 Year Treasury Bond ETF
0.43%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%
TIP
iShares TIPS Bond ETF
1.54%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between SHY and TIP is 0.74, 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

0.74

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

0.77

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

0.69

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

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2003

0.62

The correlation between SHY and TIP shifts across timeframes, from 0.62 (all time) to 0.77 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHY vs. TIP — Risk / Return Rank

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

SHY
SHY Risk / Return Rank: 7979
Overall Rank
SHY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 8888
Sortino Ratio Rank
SHY Omega Ratio Rank: 8282
Omega Ratio Rank
SHY Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHY Martin Ratio Rank: 7777
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4444
Overall Rank
TIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4444
Sortino Ratio Rank
TIP Omega Ratio Rank: 3939
Omega Ratio Rank
TIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
TIP Martin Ratio Rank: 4545
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.

SHY vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year Treasury Bond ETF (SHY) and iShares TIPS Bond ETF (TIP). 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.


SHYTIPDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.51

1.26

+0.25

Calmar ratioReturn relative to maximum drawdown

3.75

2.52

+1.23

Martin ratioReturn relative to average drawdown

15.21

7.57

+7.64

SHY vs. TIP - Sharpe Ratio Comparison

The current SHY Sharpe Ratio is 2.49, which is higher than the TIP Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SHY and TIP, 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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Sharpe Ratios by Period


SHYTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.46

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.16

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.45

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.57

+0.71

Drawdowns

SHY vs. TIP - Drawdown Comparison

The maximum SHY drawdown since its inception was -5.71%, smaller than the maximum TIP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for SHY and TIP.


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Drawdown Indicators


SHYTIPDifference

Max Drawdown

Largest peak-to-trough decline

-5.71%

-14.57%

+8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.89%

-1.98%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-4.54%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-5.71%

-14.51%

+8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-5.71%

-14.51%

+8.80%

Current Drawdown

Current decline from peak

-0.31%

-0.32%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.52%

-3.43%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.66%

-0.44%

Volatility

SHY vs. TIP - Volatility Comparison

The current volatility for iShares 1-3 Year Treasury Bond ETF (SHY) is 0.35%, while iShares TIPS Bond ETF (TIP) has a volatility of 0.89%. This indicates that SHY experiences smaller price fluctuations and is considered to be less risky than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

0.89%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

2.29%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

1.34%

3.41%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

6.21%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

5.74%

-4.17%

SHY vs. TIP - Expense Ratio Comparison

SHY has a 0.15% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SHY vs. TIP - Dividend Comparison

SHY's dividend yield for the trailing twelve months is around 3.68%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


SHY and TIP have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIP has higher volatility (0.89%) compared to SHY (0.35%). In terms of maximum drawdown, SHY dropped -5.71% vs TIP's -14.57%.

On 10-year performance, TIP leads with 2.57% vs 1.65% for SHY. On fees, SHY is cheaper at 0.15% per year. On volatility, SHY has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TIP has performed better with a 2.57% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHY is cheaper with a 0.15% expense ratio, compared with 0.18% for TIP.

TIP has the higher dividend yield at 3.76%, compared with 3.68% for SHY.

SHY is categorized as Government Bonds, while TIP is Inflation-Protected Bonds. SHY tracks ICE US Treasury 1-3 Year Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. Their fees differ too: 0.15% for SHY and 0.18% for TIP.

SHY currently has the higher Sharpe Ratio (2.49 vs 1.46), 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

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