Summary
STIP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.53% Volatility 1.87% Sharpe 0.16
Official loaded data — not a live quote.

ISHARES 0-5 YEAR TIPS BOND ETF

Symbol: STIP

Exchange: NYSE

Sector: N/A

Category: Short-Term Inflation-Protected Bond

Inception date: N/A

Latest date: 16/07/2026

Current price: $101.32

Expense ratio: 0.03%

Assets under management
N/A
-0.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.04%

Ann. 0.53% (Sharpe / Sortino numerator)

Volatility

2.32%

Sharpe ratio

-1.337

VaR 95%

-0.20%

CVaR 95%: -0.26%
Max drawdown: -0.69%
Sortino ratio: -2.273
Calmar ratio: 0.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.33%

Ann. 3.74% (Sharpe / Sortino numerator)

Volatility

1.69%

Sharpe ratio

0.067

VaR 95%

-0.15%

CVaR 95%: -0.21%
Max drawdown: -0.69%
Sortino ratio: 0.100
Calmar ratio: 5.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.75%

Ann. 2.43% (Sharpe / Sortino numerator)

Volatility

1.46%

Sharpe ratio

-0.822

VaR 95%

-0.14%

CVaR 95%: -0.20%
Max drawdown: -0.69%
Sortino ratio: -1.223
Calmar ratio: 3.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.53%

Ann. 3.94% (Sharpe / Sortino numerator)

Volatility

1.87%

Sharpe ratio

0.164

VaR 95%

-0.15%

CVaR 95%: -0.27%
Max drawdown: -0.95%
Sortino ratio: 0.223
Calmar ratio: 4.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.93%

Ann. 5.49% (Sharpe / Sortino numerator)

Volatility

1.80%

Sharpe ratio

1.033

VaR 95%

-0.14%

CVaR 95%: -0.25%
Max drawdown: -0.95%
Sortino ratio: 1.459
Calmar ratio: 5.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.12%

Ann. 4.66% (Sharpe / Sortino numerator)

Volatility

2.07%

Sharpe ratio

0.499

VaR 95%

-0.20%

CVaR 95%: -0.28%
Max drawdown: -1.52%
Sortino ratio: 0.774
Calmar ratio: 3.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

0.389%

01/08/2025
Worst day

-0.44%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $101.35 $101.37 $101.31 $101.32 549,000
15/07/2026 $101.28 $101.39 $101.27 $101.36 915,200
14/07/2026 $101.25 $101.32 $101.21 $101.28 677,500
13/07/2026 $101.33 $101.34 $101.22 $101.29 722,000
10/07/2026 $101.35 $101.35 $101.29 $101.34 576,300
09/07/2026 $101.41 $101.42 $101.35 $101.35 938,600
08/07/2026 $101.34 $101.37 $101.30 $101.35 743,100
07/07/2026 $101.32 $101.34 $101.29 $101.32 706,000
06/07/2026 $101.29 $101.36 $101.24 $101.36 883,900
02/07/2026 $101.25 $101.26 $101.20 $101.23 784,500