Correlation
The correlation between WBND and STIP is 0.15, 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.
WBND vs. STIP
Compare and contrast key facts about Western Asset Total Return ETF (WBND) and iShares 0-5 Year TIPS Bond ETF (STIP).
WBND and STIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WBND is an actively managed fund by Franklin Templeton. It was launched on Oct 3, 2018. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBND or STIP.
Performance
WBND vs. STIP - Performance Comparison
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Key characteristics
WBND:
0.82
STIP:
3.44
WBND:
1.06
STIP:
5.27
WBND:
1.13
STIP:
1.77
WBND:
0.21
STIP:
7.28
WBND:
1.60
STIP:
21.72
WBND:
2.92%
STIP:
0.32%
WBND:
6.42%
STIP:
1.99%
WBND:
-29.22%
STIP:
-5.50%
WBND:
-17.32%
STIP:
-0.26%
Returns By Period
In the year-to-date period, WBND achieves a 3.01% return, which is significantly lower than STIP's 3.51% return.
WBND
3.01%
-0.08%
0.04%
4.68%
0.30%
-2.41%
N/A
STIP
3.51%
-0.17%
3.41%
6.63%
3.25%
3.80%
2.84%
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WBND vs. STIP - Expense Ratio Comparison
WBND has a 0.47% expense ratio, which is higher than STIP's 0.06% expense ratio.
Risk-Adjusted Performance
WBND vs. STIP — Risk-Adjusted Performance Rank
WBND
STIP
WBND vs. STIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Total Return ETF (WBND) 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.
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Dividends
WBND vs. STIP - Dividend Comparison
WBND's dividend yield for the trailing twelve months is around 4.40%, more than STIP's 3.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBND Western Asset Total Return ETF | 4.40% | 5.05% | 3.16% | 2.91% | 4.34% | 4.85% | 5.75% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.26% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% |
Drawdowns
WBND vs. STIP - Drawdown Comparison
The maximum WBND drawdown since its inception was -29.22%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for WBND and STIP.
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Volatility
WBND vs. STIP - Volatility Comparison
Western Asset Total Return ETF (WBND) has a higher volatility of 1.72% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.79%. This indicates that WBND'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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