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STIP vs. BGRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. BGRN - Performance Comparison

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

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Returns By Period

In the year-to-date period, STIP achieves a 2.04% return, which is significantly higher than BGRN's 0.43% return.


STIP

1D
0.00%
1M
0.03%
YTD
2.04%
6M
2.03%
1Y
4.68%
3Y*
5.23%
5Y*
3.37%
10Y*
3.18%

BGRN

1D
-0.20%
1M
0.31%
YTD
0.43%
6M
0.49%
1Y
5.19%
3Y*
4.75%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. BGRN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
STIP
iShares 0-5 Year TIPS Bond ETF
2.04%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.34%
BGRN
iShares USD Green Bond ETF
0.43%7.27%2.77%6.50%-13.06%-2.80%6.86%9.70%1.14%

Correlation

The correlation between STIP and BGRN is 0.50, 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

0.50

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

0.65

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

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2018

0.49

The correlation between STIP and BGRN shifts across timeframes, from 0.49 (all time) to 0.65 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

STIP vs. BGRN — Risk / Return Rank

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

STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9191
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: 9494
Martin Ratio Rank

BGRN
BGRN Risk / Return Rank: 5050
Overall Rank
BGRN Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BGRN Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGRN Omega Ratio Rank: 5151
Omega Ratio Rank
BGRN Calmar Ratio Rank: 4848
Calmar Ratio Rank
BGRN Martin Ratio Rank: 4747
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.

STIP vs. BGRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and iShares USD Green Bond ETF (BGRN). 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.


STIPBGRNDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.69

1.32

+0.38

Calmar ratioReturn relative to maximum drawdown

6.76

2.34

+4.42

Martin ratioReturn relative to average drawdown

26.37

7.85

+18.52

STIP vs. BGRN - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.23, which is higher than the BGRN Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of STIP and BGRN, 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


STIPBGRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

1.76

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.10

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.45

+0.62

Drawdowns

STIP vs. BGRN - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum BGRN drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for STIP and BGRN.


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Drawdown Indicators


STIPBGRNDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-19.16%

+13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-2.23%

+1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-4.55%

+3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-18.73%

+13.23%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.03%

-0.83%

+0.80%

Average Drawdown

Average peak-to-trough decline

-0.99%

-5.79%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.66%

-0.48%

Volatility

STIP vs. BGRN - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.40%, while iShares USD Green Bond ETF (BGRN) has a volatility of 1.06%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than BGRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPBGRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

1.06%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

2.24%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

2.97%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

5.46%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

5.00%

-2.55%

STIP vs. BGRN - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than BGRN's 0.20% 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

STIP vs. BGRN - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.30%, which matches BGRN's 4.29% yield.


PositionTTM2025202420232022202120202019201820172016
BGRN
iShares USD Green Bond ETF
4.29%4.21%4.07%3.52%2.66%0.78%1.82%3.66%0.21%0.00%0.00%
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%

Frequently Asked Questions


STIP and BGRN have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGRN has higher volatility (1.06%) compared to STIP (0.40%). In terms of maximum drawdown, STIP dropped -5.50% vs BGRN's -19.16%.

On 5-year performance, STIP leads with 3.37% vs 0.54% for BGRN. 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 5-year period, STIP has performed better with a 3.37% return vs 0.54%. 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 0.20% for BGRN.

STIP and BGRN have nearly identical dividend yields, around 4.30%.

STIP is categorized as Inflation-Protected Bonds, while BGRN is Global Bonds. STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while BGRN tracks Bloomberg MSCI USD Green Bond Select Index. Their fees differ too: 0.06% for STIP and 0.20% for BGRN.

STIP currently has the higher Sharpe Ratio (3.23 vs 1.76), 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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