STPZ vs. LDRI
STPZ (PIMCO 1-5 Year US TIPS Index ETF) and LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) are both Inflation-Protected Bonds funds - STPZ tracks the ICE BofA US Inflation-Linked Treasury (1-5 Y) while LDRI tracks the BlackRock iBonds® 1-5 Year TIPS Ladder Index. Both are passively managed. Over the past year, STPZ returned 3.26% vs 3.55% for LDRI. A 0.65 correlation means they provide meaningful diversification when combined. STPZ charges 0.20%/yr vs 0.10%/yr for LDRI.
Performance
STPZ vs. LDRI - Performance Comparison
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Returns By Period
In the year-to-date period, STPZ achieves a 1.01% return, which is significantly lower than LDRI's 1.37% return.
STPZ
- 1D
- 0.06%
- 1M
- -0.36%
- YTD
- 1.01%
- 6M
- 1.22%
- 1Y
- 3.26%
- 3Y*
- 4.81%
- 5Y*
- 2.83%
- 10Y*
- 2.78%
LDRI
- 1D
- 0.00%
- 1M
- -0.16%
- YTD
- 1.37%
- 6M
- 1.71%
- 1Y
- 3.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STPZ vs. LDRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.01% | 6.40% | -0.08% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.37% | 5.94% | 0.10% |
Correlation
The correlation between STPZ and LDRI is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.65 |
The correlation between STPZ and LDRI has been stable across timeframes, ranging from 0.65 to 0.65 - a consistent structural relationship.
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Return for Risk
STPZ vs. LDRI — Risk / Return Rank
STPZ
LDRI
STPZ vs. LDRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI). 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.
| STPZ | LDRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 5.96 | -2.45 |
| Martin ratioReturn relative to average drawdown | 10.76 | 15.28 | -4.52 |
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Drawdowns
STPZ vs. LDRI - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.77%, which is greater than LDRI's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for STPZ and LDRI.
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Drawdown Indicators
| STPZ | LDRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -0.85% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -0.60% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -1.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -6.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -0.58% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -0.20% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.23% | +0.07% |
Volatility
STPZ vs. LDRI - Volatility Comparison
PIMCO 1-5 Year US TIPS Index ETF (STPZ) has a higher volatility of 0.82% compared to iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) at 0.64%. This indicates that STPZ's price experiences larger fluctuations and is considered to be riskier than LDRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STPZ | LDRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 0.64% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 1.48% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 1.95% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.29% | 2.29% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.99% | 2.29% | +0.70% |
STPZ vs. LDRI - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is higher than LDRI's 0.10% 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
STPZ vs. LDRI - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 4.14%, more than LDRI's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 3.54% | 4.23% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 4.14% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Frequently Asked Questions
STPZ and LDRI have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STPZ has higher volatility (0.82%) compared to LDRI (0.64%). In terms of maximum drawdown, STPZ dropped -6.77% vs LDRI's -0.85%.
On 1-year performance, LDRI leads with 3.55% vs 3.26% for STPZ. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRI has performed better with a 3.55% return vs 3.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRI is cheaper with a 0.10% expense ratio, compared with 0.20% for STPZ.
STPZ has the higher dividend yield at 4.14%, compared with 3.54% for LDRI.
STPZ tracks ICE BofA US Inflation-Linked Treasury (1-5 Y), while LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.20% for STPZ and 0.10% for LDRI.
LDRI currently has the higher Sharpe Ratio (1.84 vs 1.68), 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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