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STIP vs. ICPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. ICPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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 2.01% return, which is significantly lower than ICPI's 2.70% return.


STIP

1D
-0.03%
1M
0.12%
YTD
2.01%
6M
2.01%
1Y
4.53%
3Y*
5.18%
5Y*
3.36%
10Y*
3.17%

ICPI

1D
0.05%
1M
0.44%
YTD
2.70%
6M
2.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. ICPI - Yearly Performance Comparison


2026 (YTD)2025
STIP
iShares 0-5 Year TIPS Bond ETF
2.01%0.20%
ICPI
iShares 0-1 Year TIPS Bond ETF
2.70%0.32%

Correlation

The correlation between STIP and ICPI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 21, 2025

0.37

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Return for Risk

STIP vs. ICPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9494
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
Martin Ratio Rank

ICPI
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. ICPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and iShares 0-1 Year TIPS Bond ETF (ICPI). 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.


STIPICPIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.67

Calmar ratioReturn relative to maximum drawdown

6.56

Martin ratioReturn relative to average drawdown

26.11

STIP vs. ICPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


STIPICPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

6.20

-5.13

Drawdowns

STIP vs. ICPI - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, which is greater than ICPI's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for STIP and ICPI.


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Drawdown Indicators


STIPICPIDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-0.22%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

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

-0.06%

0.00%

-0.06%

Average Drawdown

Average peak-to-trough decline

-0.99%

-0.03%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

Volatility

STIP vs. ICPI - Volatility Comparison


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Volatility by Period


STIPICPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

0.95%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

0.95%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

0.95%

+1.50%

STIP vs. ICPI - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than ICPI's 0.09% 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. ICPI - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.30%, more than ICPI's 1.80% yield.


PositionTTM2025202420232022202120202019201820172016
ICPI
iShares 0-1 Year TIPS Bond ETF
1.80%0.54%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
4.30%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 ICPI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STIP is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STIP is cheaper with a 0.06% expense ratio, compared with 0.09% for ICPI.

STIP has the higher dividend yield at 4.30%, compared with 1.80% for ICPI.

STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while ICPI tracks ICE U.S. Treasury 0-1 Year Inflation Linked Bond Index. Their fees differ too: 0.06% for STIP and 0.09% for ICPI.

Portfolio Optimizer

Find the right allocation for STIP and ICPI

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