STIP vs. BTC-USD
STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, STIP returned 3.12%/yr vs 59.68%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
STIP vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, STIP achieves a 1.78% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, STIP has underperformed BTC-USD with an annualized return of 3.12%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
STIP
- 1D
- 0.01%
- 1M
- -0.17%
- YTD
- 1.78%
- 6M
- 1.92%
- 1Y
- 4.65%
- 3Y*
- 5.17%
- 5Y*
- 3.38%
- 10Y*
- 3.12%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
STIP vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 1.78% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between STIP and BTC-USD is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.02 |
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Return for Risk
STIP vs. BTC-USD — Risk / Return Rank
STIP
BTC-USD
STIP vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.17 | ||
| Sortino ratioReturn per unit of downside risk | +6.91 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 0.86 | +0.84 |
| Calmar ratioReturn relative to maximum drawdown | 6.72 | -0.80 | +7.52 |
| Martin ratioReturn relative to average drawdown | 26.62 | -1.42 | +28.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STIP | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.22 | -0.95 | +4.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.20 | +1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.28 | 0.87 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.13 | -0.07 |
Drawdowns
STIP vs. BTC-USD - Drawdown Comparison
The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for STIP and BTC-USD.
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Drawdown Indicators
| STIP | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.50% | -85.30% | +79.80% |
Max Drawdown (1Y)Largest decline over 1 year | -0.69% | -51.21% | +50.52% |
Max Drawdown (3Y)Largest decline over 3 years | -0.95% | -51.21% | +50.26% |
Max Drawdown (5Y)Largest decline over 5 years | -5.50% | -76.67% | +71.17% |
Max Drawdown (10Y)Largest decline over 10 years | -5.50% | -83.80% | +78.30% |
Current DrawdownCurrent decline from peak | -0.29% | -49.86% | +49.57% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -42.32% | +41.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 34.46% | -34.29% |
Volatility
STIP vs. BTC-USD - Volatility Comparison
The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.44%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STIP | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 11.59% | -11.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 34.53% | -33.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.45% | 35.67% | -34.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 44.95% | -42.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 56.71% | -54.26% |
Frequently Asked Questions
STIP and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to STIP (0.44%). In terms of maximum drawdown, STIP dropped -5.50% vs BTC-USD's -85.30%.
STIP currently has the higher Sharpe Ratio (3.22 vs -0.95), 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.
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