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STIP vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

STIP vs. IVV

Last updated Jun 4, 2026

STIP (iShares 0-5 Year TIPS Bond ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - STIP is a Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while IVV is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, STIP returned 3.18%/yr vs 15.54%/yr for IVV. At a 0.05 correlation, their price movements are largely independent. STIP charges 0.06%/yr vs 0.03%/yr for IVV.

Performance

STIP vs. IVV - 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 Core S&P 500 ETF (IVV). 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 2.04% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, STIP has underperformed IVV with an annualized return of 3.18%, while IVV has yielded a comparatively higher 15.54% annualized return.

STIP

1D
0.00%
1M
0.03%
YTD
2.04%
6M
2.03%
1Y
4.68%
3Y*
5.23%
5Y*
3.37%
10Y*
3.18%

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STIP
iShares 0-5 Year TIPS Bond ETF		2.04%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.74%
IVV
iShares Core S&P 500 ETF		10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between STIP and IVV is 0.01, 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

0.01

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

0.11

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

0.15

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2010

0.05

The correlation between STIP and IVV shifts across timeframes, from 0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares 0-5 Year TIPS Bond ETF

iShares Core S&P 500 ETF

Often compared with STIP:
STIP vs. VTIPSTIP vs. TIPSTIP vs. SCHPSTIP vs. SCHOSTIP vs. BNDSTIP vs. SCHRSTIP vs. STPZ
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

STIP vs. IVV — 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
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - 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 Core S&P 500 ETF (IVV). 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.

STIPIVVDifference
Sharpe ratioReturn per unit of total volatility
3.23
2.39

+0.84

Sortino ratioReturn per unit of downside risk
5.59
3.25

+2.34

Omega ratioGain probability vs. loss probability

1.69

1.43

+0.26

Calmar ratioReturn relative to maximum drawdown

6.76

3.17

+3.60

Martin ratioReturn relative to average drawdown

26.37

14.71

+11.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STIP vs. IVV - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.23, which is higher than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of STIP and IVV, 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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Sharpe Ratios by Period

STIPIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

2.39

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.83

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

0.86

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.45

+0.62

Drawdowns

STIP vs. IVV - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for STIP and IVV.

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Drawdown Indicators

STIPIVVDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-55.25%

+49.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.69%

-8.89%

+8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-0.95%

-18.75%

+17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-24.53%

+19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

-33.90%

+28.40%

Current Drawdown

Current decline from peak

-0.03%

-0.76%

+0.73%

Average Drawdown

Average peak-to-trough decline

-0.99%

-10.78%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

1.91%

-1.73%

Volatility

STIP vs. IVV - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.40%, while iShares Core S&P 500 ETF (IVV) has a volatility of 2.87%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STIPIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

2.87%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

8.90%

-7.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

11.80%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

16.88%

-14.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

18.05%

-15.60%

STIP vs. IVV - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is higher than IVV'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. IVV - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.30%, more than IVV's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
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%0.00%

Frequently Asked Questions

STIP and IVV have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVV has higher volatility (2.87%) compared to STIP (0.40%). In terms of maximum drawdown, STIP dropped -5.50% vs IVV's -55.25%.

On 10-year performance, IVV leads with 15.54% vs 3.18% for STIP. On fees, IVV 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, IVV has performed better with a 15.54% return vs 3.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

STIP has the higher dividend yield at 4.30%, compared with 1.06% for IVV.

STIP is categorized as Inflation-Protected Bonds, while IVV is S&P 500. STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while IVV tracks S&P 500 Index. Their fees differ too: 0.06% for STIP and 0.03% for IVV.

STIP currently has the higher Sharpe Ratio (3.23 vs 2.39), 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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