Summary
STIP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.45% 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: 01/12/2010

Latest date: 02/06/2026

Current price: $102.55

Expense ratio: 0.03%

Assets under management
$15.0B
-0.04% 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

-1.06%

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

0.07%

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

0.98%

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

3.45%

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

9.30%

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

14.39%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

0.389%

01/08/2025
Worst day

-0.971%

26/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $102.59 $102.60 $102.54 $102.55 768,800
01/06/2026 $102.54 $102.57 $102.50 $102.56 1,682,600
29/05/2026 $103.62 $103.68 $103.59 $103.67 2,234,300
28/05/2026 $103.57 $103.65 $103.54 $103.62 3,124,700
27/05/2026 $103.41 $103.49 $103.40 $103.46 685,500
26/05/2026 $103.35 $103.43 $103.32 $103.41 817,300
22/05/2026 $103.37 $103.39 $103.16 $103.28 635,600
21/05/2026 $103.37 $103.40 $103.30 $103.32 1,028,300
20/05/2026 $103.37 $103.46 $103.37 $103.40 1,097,300
19/05/2026 $103.42 $103.44 $103.31 $103.39 886,200