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STIP vs. SCHO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STIP and SCHO is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

STIP vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
38.36%
19.22%
STIP
SCHO

Key characteristics

Sharpe Ratio

STIP:

3.98

SCHO:

3.51

Sortino Ratio

STIP:

6.54

SCHO:

5.84

Omega Ratio

STIP:

1.91

SCHO:

1.79

Calmar Ratio

STIP:

7.96

SCHO:

6.33

Martin Ratio

STIP:

26.57

SCHO:

18.80

Ulcer Index

STIP:

0.28%

SCHO:

0.33%

Daily Std Dev

STIP:

1.90%

SCHO:

1.77%

Max Drawdown

STIP:

-5.50%

SCHO:

-5.69%

Current Drawdown

STIP:

-0.05%

SCHO:

-0.00%

Returns By Period

In the year-to-date period, STIP achieves a 3.50% return, which is significantly higher than SCHO's 2.42% return. Over the past 10 years, STIP has outperformed SCHO with an annualized return of 2.82%, while SCHO has yielded a comparatively lower 1.48% annualized return.


STIP

YTD

3.50%

1M

1.02%

6M

3.87%

1Y

7.71%

5Y*

4.00%

10Y*

2.82%

SCHO

YTD

2.42%

1M

0.76%

6M

2.60%

1Y

6.26%

5Y*

1.18%

10Y*

1.48%

*Annualized

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STIP vs. SCHO - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is higher than SCHO's 0.05% 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%.


Expense ratio chart for STIP: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STIP: 0.06%
Expense ratio chart for SCHO: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHO: 0.05%

Risk-Adjusted Performance

STIP vs. SCHO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STIP
The Risk-Adjusted Performance Rank of STIP is 9898
Overall Rank
The Sharpe Ratio Rank of STIP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of STIP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of STIP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of STIP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of STIP is 9898
Martin Ratio Rank

SCHO
The Risk-Adjusted Performance Rank of SCHO is 9898
Overall Rank
The Sharpe Ratio Rank of SCHO is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHO is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SCHO is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SCHO is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SCHO is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STIP vs. SCHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.


The chart of Sharpe ratio for STIP, currently valued at 3.98, compared to the broader market-1.000.001.002.003.004.00
STIP: 3.98
SCHO: 3.51
The chart of Sortino ratio for STIP, currently valued at 6.54, compared to the broader market-2.000.002.004.006.008.00
STIP: 6.54
SCHO: 5.84
The chart of Omega ratio for STIP, currently valued at 1.91, compared to the broader market0.501.001.502.002.50
STIP: 1.91
SCHO: 1.79
The chart of Calmar ratio for STIP, currently valued at 7.96, compared to the broader market0.002.004.006.008.0010.0012.00
STIP: 7.96
SCHO: 6.33
The chart of Martin ratio for STIP, currently valued at 26.57, compared to the broader market0.0020.0040.0060.00
STIP: 26.57
SCHO: 18.80

The current STIP Sharpe Ratio is 3.98, which is comparable to the SCHO Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of STIP and SCHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
3.98
3.51
STIP
SCHO

Dividends

STIP vs. SCHO - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 3.33%, less than SCHO's 4.21% yield.


TTM20242023202220212020201920182017201620152014
STIP
iShares 0-5 Year TIPS Bond ETF
3.33%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.21%4.29%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%

Drawdowns

STIP vs. SCHO - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, roughly equal to the maximum SCHO drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for STIP and SCHO. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.05%
0
STIP
SCHO

Volatility

STIP vs. SCHO - Volatility Comparison

iShares 0-5 Year TIPS Bond ETF (STIP) has a higher volatility of 1.01% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.71%. This indicates that STIP's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%NovemberDecember2025FebruaryMarchApril
1.01%
0.71%
STIP
SCHO