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STIP vs. PBTP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, STIP achieves a 2.04% return, which is significantly lower than PBTP's 2.15% 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%

PBTP

1D
-0.02%
1M
0.08%
YTD
2.15%
6M
2.14%
1Y
4.68%
3Y*
5.23%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. PBTP - 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%0.06%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
2.15%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%

Correlation

The correlation between STIP and PBTP is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.93

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2017

0.88

The correlation between STIP and PBTP has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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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: 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

PBTP
PBTP Risk / Return Rank: 9393
Overall Rank
PBTP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9595
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9393
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9494
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9393
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 ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.69

1.66

+0.04

Calmar ratioReturn relative to maximum drawdown

6.76

7.08

-0.31

Martin ratioReturn relative to average drawdown

26.37

24.51

+1.86

STIP vs. PBTP - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 3.23, which is comparable to the PBTP Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of STIP and PBTP, 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


STIPPBTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

3.05

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.17

+0.06

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

1.30

-0.23

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

-0.69%

-0.66%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-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

-0.03%

-0.02%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.99%

-0.75%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

0.19%

-0.01%

Volatility

STIP vs. PBTP - Volatility Comparison

iShares 0-5 Year TIPS Bond ETF (STIP) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) have volatilities of 0.40% and 0.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

0.40%

0.40%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

1.03%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

1.54%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

2.85%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.64%

-0.19%

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%.


Dividends

STIP vs. PBTP - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.30%, more than PBTP's 3.10% yield.


PositionTTM2025202420232022202120202019201820172016
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.10%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%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


With a correlation of 0.91, STIP and PBTP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PBTP has higher volatility (0.40%) compared to STIP (0.40%). In terms of maximum drawdown, STIP dropped -5.50% vs PBTP's -5.44%.

On 5-year performance, STIP leads with 3.37% vs 3.32% for PBTP. On fees, STIP is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, STIP has performed better with a 3.37% return vs 3.32%. 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 0.07% for PBTP.

STIP has the higher dividend yield at 4.30%, compared with 3.10% for PBTP.

STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L), while PBTP tracks ICE BofA U.S. Treasuries Inflation-Linked (0-5 Y). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.06% for STIP and 0.07% for PBTP.

STIP currently has the higher Sharpe Ratio (3.23 vs 3.05), 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.

Portfolio Optimizer

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