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STIP vs. WNTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STIP vs. WNTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year TIPS Bond ETF (STIP) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). 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 1.74% return, which is significantly lower than WNTR's 10.13% return.


STIP

1D
-0.05%
1M
-0.12%
6M
1.61%
YTD
1.74%
1Y
3.59%
3Y*
5.13%
5Y*
3.19%
10Y*
3.09%

WNTR

1D
1.92%
1M
18.08%
6M
14.43%
YTD
10.13%
1Y
120.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STIP vs. WNTR - Yearly Performance Comparison


Correlation

The correlation between STIP and WNTR is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.07

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Return for Risk

STIP vs. WNTR — Risk / Return Rank

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

STIP
STIP Risk / Return Rank: 9191
Overall Rank
STIP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9393
Sortino Ratio Rank
STIP Omega Ratio Rank: 9292
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9191
Martin Ratio Rank

WNTR
WNTR Risk / Return Rank: 7070
Overall Rank
WNTR Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WNTR Sortino Ratio Rank: 6767
Sortino Ratio Rank
WNTR Omega Ratio Rank: 7272
Omega Ratio Rank
WNTR Calmar Ratio Rank: 7171
Calmar Ratio Rank
WNTR Martin Ratio Rank: 5454
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. WNTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) and YieldMax Short MSTR Option Income Strategy ETF (WNTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


STIPWNTRDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.48

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

4.96

2.84

+2.12

Martin ratioReturn relative to average drawdown

16.59

7.31

+9.29

STIP vs. WNTR - Sharpe Ratio Comparison

The current STIP Sharpe Ratio is 2.35, which is comparable to the WNTR Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of STIP and WNTR, 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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Drawdowns

STIP vs. WNTR - Drawdown Comparison

The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum WNTR drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for STIP and WNTR.


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Drawdown Indicators


STIPWNTRDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-42.65%

+37.15%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-42.65%

+41.92%

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

-0.32%

-10.15%

+9.83%

Average Drawdown

Average peak-to-trough decline

-0.99%

-20.53%

+19.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

16.58%

-16.36%

Volatility

STIP vs. WNTR - Volatility Comparison

The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.62%, while YieldMax Short MSTR Option Income Strategy ETF (WNTR) has a volatility of 18.84%. This indicates that STIP experiences smaller price fluctuations and is considered to be less risky than WNTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STIPWNTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

18.84%

-18.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.15%

47.46%

-46.31%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

53.83%

-52.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

53.56%

-50.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.46%

53.56%

-51.10%

STIP vs. WNTR - Expense Ratio Comparison

STIP has a 0.06% expense ratio, which is lower than WNTR's 1.01% expense ratio.


Dividends

STIP vs. WNTR - Dividend Comparison

STIP's dividend yield for the trailing twelve months is around 4.91%, less than WNTR's 102.14% yield.


PositionTTM2025202420232022202120202019201820172016
STIP
iShares 0-5 Year TIPS Bond ETF
4.91%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%
WNTR
YieldMax Short MSTR Option Income Strategy ETF
102.14%58.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STIP and WNTR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WNTR has higher volatility (18.84%) compared to STIP (0.62%). In terms of maximum drawdown, STIP dropped -5.50% vs WNTR's -42.65%.

On 1-year performance, WNTR leads with 120.64% vs 3.59% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WNTR has performed better with a 120.64% return vs 3.59%. 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 1.01% for WNTR.

WNTR has the higher dividend yield at 102.14%, compared with 4.91% for STIP.

STIP is categorized as Inflation-Protected Bonds, while WNTR is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.06% for STIP and 1.01% for WNTR.

STIP currently has the higher Sharpe Ratio (2.35 vs 2.26), 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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