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STIP vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. BIL - 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 Bloomberg 1-3 Month T-Bill ETF (BIL). 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 1.87% return, which is significantly higher than BIL's 1.60% return. Over the past 10 years, STIP has outperformed BIL with an annualized return of 3.14%, while BIL has yielded a comparatively lower 2.20% annualized return.


STIP

1D
-0.02%
1M
-0.09%
YTD
1.87%
6M
1.97%
1Y
4.54%
3Y*
5.26%
5Y*
3.38%
10Y*
3.14%

BIL

1D
0.03%
1M
0.29%
YTD
1.60%
6M
1.76%
1Y
3.85%
3Y*
4.63%
5Y*
3.43%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STIP
iShares 0-5 Year TIPS Bond ETF
1.87%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.60%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between STIP and BIL is 0.02, 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

0.02

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

0.06

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

0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2010

0.02

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Return for Risk

STIP vs. BIL — Risk / Return Rank

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

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9595
Omega Ratio Rank
STIP Calmar Ratio Rank: 9595
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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. BIL - 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 Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


STIPBILDifference
Sharpe ratioReturn per unit of total volatility

-16.46

Sortino ratioReturn per unit of downside risk

-169.69

Omega ratioGain probability vs. loss probability

1.68

88.41

-86.73

Calmar ratioReturn relative to maximum drawdown

6.63

357.44

-350.81

Martin ratioReturn relative to average drawdown

25.91

2,834.34

-2,808.43

STIP vs. BIL - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.17, which is lower than the BIL Sharpe Ratio of 19.63. The chart below compares the historical Sharpe Ratios of STIP and BIL, 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

STIP vs. BIL - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for STIP and BIL.


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Drawdown Indicators


STIPBILDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-0.78%

-4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-0.01%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-0.01%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-0.09%

-5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

-0.21%

-5.29%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-0.99%

-0.26%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.00%

+0.18%

Volatility

STIP vs. BIL - Volatility Comparison

iShares 0-5 Year TIPS Bond ETF (STIP) has a higher volatility of 0.41% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that STIP's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

0.06%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

0.14%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

0.20%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

0.26%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

0.26%

+2.19%

STIP vs. BIL - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than BIL's 0.14% 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. BIL - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.31%, more than BIL's 3.86% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
STIP
iShares 0-5 Year TIPS Bond ETF
4.31%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 BIL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STIP has higher volatility (0.41%) compared to BIL (0.06%). In terms of maximum drawdown, STIP dropped -5.50% vs BIL's -0.78%.

On 10-year performance, STIP leads with 3.14% vs 2.20% for BIL. On fees, STIP is cheaper at 0.06% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, STIP has performed better with a 3.14% return vs 2.20%. 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 0.14% for BIL.

STIP has the higher dividend yield at 4.31%, compared with 3.86% for BIL.

STIP is categorized as Inflation-Protected Bonds, while BIL is Government Bonds. STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for STIP and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.63 vs 3.17), 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 STIP and BIL

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