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STIP vs. PBTP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STIP vs. PBTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). The values are adjusted to include any dividend payments, if applicable.

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STIP vs. PBTP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STIP
iShares 0-5 Year TIPS Bond ETF
1.02%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%0.54%0.06%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
1.05%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%

Returns By Period

The year-to-date returns for both investments are quite close, with STIP having a 1.02% return and PBTP slightly higher at 1.05%.


STIP

1D
0.05%
1M
0.11%
YTD
1.02%
6M
1.38%
1Y
3.99%
3Y*
4.69%
5Y*
3.49%
10Y*
3.11%

PBTP

1D
0.04%
1M
0.10%
YTD
1.05%
6M
1.35%
1Y
3.94%
3Y*
4.63%
5Y*
3.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STIP vs. PBTP - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than PBTP's 0.07% 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%.


Return for Risk

STIP vs. PBTP — 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: 9696
Omega Ratio Rank
STIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
Martin Ratio Rank

PBTP
PBTP Risk / Return Rank: 9393
Overall Rank
PBTP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9595
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9494
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9595
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9292
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. PBTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). 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.


STIPPBTPDifference

Sharpe ratio

Return per unit of total volatility

2.19

2.01

+0.18

Sortino ratio

Return per unit of downside risk

3.34

3.02

+0.32

Omega ratio

Gain probability vs. loss probability

1.47

1.43

+0.03

Calmar ratio

Return relative to maximum drawdown

4.30

3.91

+0.39

Martin ratio

Return relative to average drawdown

14.63

12.96

+1.67

STIP vs. PBTP - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 2.19, which is comparable to the PBTP Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of STIP and PBTP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STIPPBTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.01

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

1.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.27

-0.22

Correlation

The correlation between STIP and PBTP is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

STIP vs. PBTP - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 3.93%, more than PBTP's 3.14% yield.


TTM2025202420232022202120202019201820172016
STIP
iShares 0-5 Year TIPS Bond ETF
3.93%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.14%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%0.00%

Drawdowns

STIP vs. PBTP - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, roughly equal to the maximum PBTP drawdown of -5.44%. Use the drawdown chart below to compare losses from any high point for STIP and PBTP.


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Drawdown Indicators


STIPPBTPDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-5.44%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-1.03%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

-5.44%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.24%

-0.24%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.00%

-0.77%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.31%

-0.03%

Volatility

STIP vs. PBTP - Volatility Comparison

iShares 0-5 Year TIPS Bond ETF (STIP) has a higher volatility of 0.59% compared to Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) at 0.56%. This indicates that STIP's price experiences larger fluctuations and is considered to be riskier than PBTP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPPBTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.56%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

1.05%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

1.97%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

2.86%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.66%

-0.21%