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STIP vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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 1.91% return, which is significantly higher than BSV's 0.48% return. Over the past 10 years, STIP has outperformed BSV with an annualized return of 3.14%, while BSV has yielded a comparatively lower 1.94% annualized return.


STIP

1D
0.04%
1M
-0.01%
YTD
1.91%
6M
2.03%
1Y
4.58%
3Y*
5.18%
5Y*
3.47%
10Y*
3.14%

BSV

1D
0.06%
1M
0.47%
YTD
0.48%
6M
0.76%
1Y
3.74%
3Y*
4.57%
5Y*
1.70%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STIP
iShares 0-5 Year TIPS Bond ETF
1.91%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.48%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between STIP and BSV is 0.64, 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

0.64

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

0.78

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

0.68

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

0.63

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

0.59

The correlation between STIP and BSV shifts across timeframes, from 0.59 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

STIP vs. BSV — 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: 9494
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 7272
Overall Rank
BSV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8585
Sortino Ratio Rank
BSV Omega Ratio Rank: 7878
Omega Ratio Rank
BSV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSV Martin Ratio Rank: 6060
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. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


STIPBSVDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.68

1.41

+0.27

Calmar ratioReturn relative to maximum drawdown

6.62

2.91

+3.70

Martin ratioReturn relative to average drawdown

25.81

9.81

+16.00

STIP vs. BSV - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.16, which is higher than the BSV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of STIP and BSV, 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. BSV - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for STIP and BSV.


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Drawdown Indicators


STIPBSVDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-8.54%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-1.29%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-1.53%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-8.54%

+3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

-8.54%

+3.04%

Current Drawdown

Current decline from peak

-0.16%

-0.44%

+0.28%

Average Drawdown

Average peak-to-trough decline

-0.99%

-0.97%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.38%

-0.20%

Volatility

STIP vs. BSV - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.40%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.57%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.57%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

1.28%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

1.79%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

2.73%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.38%

+0.07%

STIP vs. BSV - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is higher than BSV's 0.03% expense ratio. However, 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. BSV - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.31%, more than BSV's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
3.99%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
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%0.00%

Frequently Asked Questions


STIP and BSV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.57%) compared to STIP (0.40%). In terms of maximum drawdown, STIP dropped -5.50% vs BSV's -8.54%.

On 10-year performance, STIP leads with 3.14% vs 1.94% for BSV. On fees, BSV is cheaper at 0.03% 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 10-year period, STIP has performed better with a 3.14% return vs 1.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.06% for STIP.

STIP has the higher dividend yield at 4.31%, compared with 3.99% for BSV.

STIP is categorized as Inflation-Protected Bonds, while BSV is Short-Term Bond. STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for STIP and 0.03% for BSV.

STIP currently has the higher Sharpe Ratio (3.16 vs 2.10), 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 BSV

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