SXRH.DE vs. STIP
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds from iShares - SXRH.DE tracks the ICE US Treasury Inflation-Linked Bond 0-5 Years while STIP tracks the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Both are passively managed. Over the past 5 years, SXRH.DE returned 5.69%/yr vs 4.32%/yr for STIP. A 0.78 correlation means they provide meaningful diversification when combined. SXRH.DE charges 0.10%/yr vs 0.06%/yr for STIP.
Performance
SXRH.DE vs. STIP - Performance Comparison
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Different Trading Currencies
SXRH.DE is traded in EUR, while STIP is traded in USD. To make them comparable, the STIP values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRH.DE achieves a 2.67% return, which is significantly lower than STIP's 3.17% return.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.08%
- YTD
- 2.67%
- 6M
- 1.76%
- 1Y
- 2.06%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
STIP
- 1D
- -0.17%
- 1M
- 0.79%
- YTD
- 3.17%
- 6M
- 2.28%
- 1Y
- 2.78%
- 3Y*
- 2.39%
- 5Y*
- 4.32%
- 10Y*
- 2.94%
SXRH.DE vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | 3.48% | 14.75% | -3.13% | 10.57% | 4.53% | -8.74% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.17% | -6.56% | 11.69% | 1.50% | 2.99% | 13.59% | -3.49% | 7.26% | 5.26% | -8.53% |
Correlation
The correlation between SXRH.DE and STIP is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.78 |
The correlation between SXRH.DE and STIP has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
SXRH.DE vs. STIP — Risk / Return Rank
SXRH.DE
STIP
SXRH.DE vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| SXRH.DE | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.08 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.67 | -0.12 |
| Martin ratioReturn relative to average drawdown | 1.37 | 1.83 | -0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRH.DE | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.46 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.42 | +0.10 |
Drawdowns
SXRH.DE vs. STIP - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum STIP drawdown of -16.51%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and STIP.
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Drawdown Indicators
| SXRH.DE | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -16.51% | +3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -4.18% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -10.55% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | -12.16% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.51% | — |
Current DrawdownCurrent decline from peak | -5.64% | -5.41% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -5.60% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.54% | -0.05% |
Volatility
SXRH.DE vs. STIP - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 1.10%. This indicates that SXRH.DE's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRH.DE | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.10% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 4.28% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 6.06% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 7.47% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 7.34% | +0.12% |
SXRH.DE vs. STIP - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than STIP's 0.06% 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
SXRH.DE vs. STIP - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, more than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.13% | 6.14% | 9.84% | 8.76% | 0.72% | 0.78% | 4.65% | 6.24% | 2.28% | 0.77% | 0.00% |
Frequently Asked Questions
SXRH.DE and STIP have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, STIP is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STIP is cheaper with a 0.06% expense ratio, compared with 0.10% for SXRH.DE.
SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.10% for SXRH.DE and 0.06% for STIP.
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