STIP vs. ALLW

Last updated Apr 1, 2026

Compare and contrast key facts about iShares 0-5 Year TIPS Bond ETF (STIP) and SPDR Bridgewater All Weather ETF (ALLW).

STIP and ALLW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010. ALLW is an actively managed fund by State Street. It was launched on Mar 5, 2025.

Performance

STIP vs. ALLW - Performance Comparison

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

STIP vs. ALLW - Yearly Performance Comparison

	2026 (YTD)	2025
STIP iShares 0-5 Year TIPS Bond ETF	1.02%	4.01%
ALLW SPDR Bridgewater All Weather ETF	4.95%	15.04%

Returns By Period

In the year-to-date period, STIP achieves a 1.02% return, which is significantly lower than ALLW's 4.95% return.

STIP

• 1D: 0.05%
• 1M: 0.11%
• YTD: 1.02%
• 6M: 1.38%
• 1Y: 3.99%
• 3Y*: 4.69%
• 5Y*: 3.49%
• 10Y*: 3.11%

ALLW

• 1D: 1.98%
• 1M: -4.28%
• YTD: 4.95%
• 6M: 8.24%
• 1Y: 19.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STIP vs. ALLW - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than ALLW's 0.85% expense ratio.

ALLW

SPDR Bridgewater All Weather ETF

STIP

iShares 0-5 Year TIPS Bond ETF

Return for Risk

STIP vs. ALLW — Risk / Return Rank

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

STIP

STIP Risk / Return Rank: 95
STIP Sharpe Ratio Rank: 94
STIP Sortino Ratio Rank: 96
STIP Omega Ratio Rank: 96
STIP Calmar Ratio Rank: 96
STIP Martin Ratio Rank: 95

ALLW

ALLW Risk / Return Rank: 84
ALLW Sharpe Ratio Rank: 83
ALLW Sortino Ratio Rank: 82
ALLW Omega Ratio Rank: 83
ALLW Calmar Ratio Rank: 84
ALLW Martin Ratio Rank: 88

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.

STIP vs. ALLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and SPDR Bridgewater All Weather ETF (ALLW). 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.

	STIP	ALLW	Difference
Sharpe ratio Return per unit of total volatility	2.19	1.53	+0.66
Sortino ratio Return per unit of downside risk	3.34	2.06	+1.28
Omega ratio Gain probability vs. loss probability	1.47	1.31	+0.15
Calmar ratio Return relative to maximum drawdown	4.30	2.34	+1.96
Martin ratio Return relative to average drawdown	14.63	10.17	+4.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STIP vs. ALLW - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 2.19, which is higher than the ALLW Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of STIP and ALLW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STIP	ALLW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	1.53	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.27	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	1.51	-0.46

Correlation

The correlation between STIP and ALLW is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

STIP vs. ALLW - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 3.93%, less than ALLW's 4.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
STIP iShares 0-5 Year TIPS Bond ETF	3.93%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%
ALLW SPDR Bridgewater All Weather ETF	4.45%	4.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

STIP vs. ALLW - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum ALLW drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for STIP and ALLW.

Drawdown Indicators

	STIP	ALLW	Difference
Max Drawdown Largest peak-to-trough decline	-5.50%	-8.78%	+3.28%
Max Drawdown (1Y) Largest decline over 1 year	-0.95%	-8.78%	+7.83%
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	-0.24%	-4.28%	+4.04%
Average Drawdown Average peak-to-trough decline	-1.00%	-1.18%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.28%	2.02%	-1.74%

Volatility

STIP vs. ALLW - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.59%, while SPDR Bridgewater All Weather ETF (ALLW) has a volatility of 5.41%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than ALLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STIP	ALLW	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.59%	5.41%	-4.82%
Volatility (6M) Calculated over the trailing 6-month period	0.97%	8.56%	-7.59%
Volatility (1Y) Calculated over the trailing 1-year period	1.83%	13.08%	-11.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.76%	12.83%	-10.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.45%	12.83%	-10.38%