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STIP vs. BNKU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. BNKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU). 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 1.81% return, which is significantly lower than BNKU's 29.42% return.


STIP

1D
-0.05%
1M
0.13%
6M
1.26%
YTD
1.81%
1Y
3.05%
3Y*
5.11%
5Y*
3.06%
10Y*
3.14%
ALL TIME*
2.37%

BNKU

1D
1.30%
1M
5.51%
6M
25.35%
YTD
29.42%
1Y
97.48%
3Y*
5Y*
10Y*
ALL TIME*
47.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$317.79K$636.80K$487.95K
$80.85M$78.77M$101.18M

STIP vs. BNKU - Yearly Performance Comparison


Correlation

The correlation between STIP and BNKU is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.12

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Return for Risk

STIP vs. BNKU — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 9494
Sortino Ratio Rank
STIP Omega Ratio Rank: 9393
Omega Ratio Rank
STIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
STIP Martin Ratio Rank: 9191
Martin Ratio Rank

BNKU
BNKU Risk / Return Rank: 5555
Overall Rank
BNKU Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BNKU Sortino Ratio Rank: 5454
Sortino Ratio Rank
BNKU Omega Ratio Rank: 5555
Omega Ratio Rank
BNKU Calmar Ratio Rank: 5959
Calmar Ratio Rank
BNKU Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STIP vs. BNKU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU). 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.


STIPBNKUDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.47

1.24

+0.23

Calmar ratioReturn relative to maximum drawdown

4.78

2.05

+2.73

Martin ratioReturn relative to average drawdown

15.31

5.41

+9.90

STIP vs. BNKU - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 2.28, which is higher than the BNKU Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of STIP and BNKU, 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. BNKU - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum BNKU drawdown of -61.21%. Use the drawdown chart below to compare losses from any high point for STIP and BNKU.


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Drawdown Indicators


STIPBNKUDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-61.21%

+55.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-40.97%

+40.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

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

-0.25%

-7.55%

+7.30%

Average Drawdown

Average peak-to-trough decline

-0.99%

-16.77%

+15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

15.55%

-15.32%

Volatility

STIP vs. BNKU - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.38%, while MicroSectors U.S. Big Banks Index 3X Leveraged ETNs (BNKU) has a volatility of 18.44%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than BNKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPBNKUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

18.44%

-18.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

46.92%

-45.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

59.78%

-58.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

72.00%

-69.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

72.00%

-69.55%

STIP vs. BNKU - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than BNKU's 0.95% expense ratio.


Dividends

STIP vs. BNKU - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.91%, while BNKU has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BNKU
MicroSectors U.S. Big Banks Index 3X Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF
4.60%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 BNKU have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNKU has higher volatility (18.44%) compared to STIP (0.38%). In terms of maximum drawdown, STIP dropped -5.50% vs BNKU's -61.21%.

On 1-year performance, BNKU leads with 97.48% vs 3.05% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BNKU has performed better with a 97.48% return vs 3.05%. 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 0.95% for BNKU.

STIP has the higher dividend yield at 4.60%, compared with 0.00% for BNKU.

STIP is categorized as Inflation-Protected Bonds, while BNKU is Leveraged Equities. STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while BNKU tracks Solactive MicroSectors U.S. Big Banks Index (-300%). They also come from different issuers: iShares and BMO. Their fees differ too: 0.06% for STIP and 0.95% for BNKU.

STIP currently has the higher Sharpe Ratio (2.28 vs 1.41), 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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