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

Correlation

The correlation between TIP and STIP is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

TIP vs. STIP - Performance Comparison

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

34.00%36.00%38.00%40.00%42.00%44.00%46.00%NovemberDecember2025FebruaryMarchApril
44.31%
38.36%
TIP
STIP

Key characteristics

Sharpe Ratio

TIP:

1.49

STIP:

3.98

Sortino Ratio

TIP:

2.07

STIP:

6.54

Omega Ratio

TIP:

1.27

STIP:

1.91

Calmar Ratio

TIP:

0.63

STIP:

7.96

Martin Ratio

TIP:

4.47

STIP:

26.57

Ulcer Index

TIP:

1.56%

STIP:

0.28%

Daily Std Dev

TIP:

4.68%

STIP:

1.90%

Max Drawdown

TIP:

-14.56%

STIP:

-5.50%

Current Drawdown

TIP:

-4.46%

STIP:

-0.05%

Returns By Period

In the year-to-date period, TIP achieves a 3.73% return, which is significantly higher than STIP's 3.50% return. Over the past 10 years, TIP has underperformed STIP with an annualized return of 2.22%, while STIP has yielded a comparatively higher 2.82% annualized return.


TIP

YTD

3.73%

1M

0.61%

6M

2.50%

1Y

7.36%

5Y*

1.37%

10Y*

2.22%

STIP

YTD

3.50%

1M

1.02%

6M

3.87%

1Y

7.71%

5Y*

4.00%

10Y*

2.82%

*Annualized

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TIP vs. STIP - Expense Ratio Comparison

TIP has a 0.19% 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%.


Expense ratio chart for TIP: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TIP: 0.19%
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%

Risk-Adjusted Performance

TIP vs. STIP — Risk-Adjusted Performance Rank

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

TIP
The Risk-Adjusted Performance Rank of TIP is 8383
Overall Rank
The Sharpe Ratio Rank of TIP is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of TIP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TIP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of TIP is 8282
Martin Ratio Rank

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
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.

TIP vs. STIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) 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.


The chart of Sharpe ratio for TIP, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.00
TIP: 1.49
STIP: 3.98
The chart of Sortino ratio for TIP, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.00
TIP: 2.07
STIP: 6.54
The chart of Omega ratio for TIP, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
TIP: 1.27
STIP: 1.91
The chart of Calmar ratio for TIP, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
TIP: 0.63
STIP: 7.96
The chart of Martin ratio for TIP, currently valued at 4.47, compared to the broader market0.0020.0040.0060.00
TIP: 4.47
STIP: 26.57

The current TIP Sharpe Ratio is 1.49, which is lower than the STIP Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of TIP and STIP, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.49
3.98
TIP
STIP

Dividends

TIP vs. STIP - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.03%, less than STIP's 3.33% yield.


TTM20242023202220212020201920182017201620152014
TIP
iShares TIPS Bond ETF
3.03%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%
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%

Drawdowns

TIP vs. STIP - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.56%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for TIP and STIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.46%
-0.05%
TIP
STIP

Volatility

TIP vs. STIP - Volatility Comparison

iShares TIPS Bond ETF (TIP) has a higher volatility of 2.31% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 1.01%. This indicates that TIP'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.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.31%
1.01%
TIP
STIP