STIP vs. EDIV
STIP (iShares 0-5 Year TIPS Bond ETF) and EDIV (SPDR S&P Emerging Markets Dividend ETF) are both exchange-traded funds - STIP is a Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while EDIV is a Emerging Markets Equities fund tracking the S&P Emerging Markets Dividend Opportunities Index. Both are passively managed. Over the past 10 years, STIP returned 3.14%/yr vs 9.49%/yr for EDIV. At a 0.12 correlation, their price movements are largely independent. STIP charges 0.06%/yr vs 0.49%/yr for EDIV.
Performance
STIP vs. EDIV - Performance Comparison
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Returns By Period
In the year-to-date period, STIP achieves a 1.87% return, which is significantly lower than EDIV's 7.76% return. Over the past 10 years, STIP has underperformed EDIV with an annualized return of 3.14%, while EDIV has yielded a comparatively higher 9.49% 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%
EDIV
- 1D
- 0.70%
- 1M
- 0.84%
- YTD
- 7.76%
- 6M
- 9.12%
- 1Y
- 15.09%
- 3Y*
- 18.11%
- 5Y*
- 10.84%
- 10Y*
- 9.49%
STIP vs. EDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 7.76% | 16.45% | 12.75% | 41.91% | -15.31% | 11.21% | -9.95% | 11.80% | -6.16% | 28.20% |
Correlation
The correlation between STIP and EDIV is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2011 | 0.12 |
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Return for Risk
STIP vs. EDIV — Risk / Return Rank
STIP
EDIV
STIP vs. EDIV - 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 S&P Emerging Markets Dividend ETF (EDIV). 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.
| STIP | EDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +3.87 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.21 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 6.63 | 1.33 | +5.30 |
| Martin ratioReturn relative to average drawdown | 25.91 | 4.01 | +21.90 |
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Drawdowns
STIP vs. EDIV - Drawdown Comparison
The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for STIP and EDIV.
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Drawdown Indicators
| STIP | EDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.50% | -53.36% | +47.86% |
Max Drawdown (1Y)Largest decline over 1 year | -0.69% | -10.36% | +9.67% |
Max Drawdown (3Y)Largest decline over 3 years | -0.95% | -13.84% | +12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -5.50% | -28.32% | +22.82% |
Max Drawdown (10Y)Largest decline over 10 years | -5.50% | -40.76% | +35.26% |
Current DrawdownCurrent decline from peak | -0.20% | -2.86% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -19.33% | +18.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.18% | 3.43% | -3.25% |
Volatility
STIP vs. EDIV - Volatility Comparison
The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.41%, while SPDR S&P Emerging Markets Dividend ETF (EDIV) has a volatility of 4.64%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STIP | EDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.41% | 4.64% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.01% | 10.57% | -9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.45% | 12.64% | -11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.74% | 13.90% | -11.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 17.49% | -15.04% |
STIP vs. EDIV - Expense Ratio Comparison
STIP has a 0.06% expense ratio, which is lower than EDIV's 0.49% expense ratio.
Dividends
STIP vs. EDIV - Dividend Comparison
STIP's dividend yield for the trailing twelve months is around 4.31%, less than EDIV's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.45% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
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 EDIV have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDIV has higher volatility (4.64%) compared to STIP (0.41%). In terms of maximum drawdown, STIP dropped -5.50% vs EDIV's -53.36%.
On 10-year performance, EDIV leads with 9.49% vs 3.14% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EDIV has performed better with a 9.49% return vs 3.14%. 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 0.49% for EDIV.
EDIV has the higher dividend yield at 4.45%, compared with 4.31% for STIP.
STIP is categorized as Inflation-Protected Bonds, while EDIV is Emerging Markets Equities. STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while EDIV tracks S&P Emerging Markets Dividend Opportunities Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for STIP and 0.49% for EDIV.
STIP currently has the higher Sharpe Ratio (3.17 vs 1.09), 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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