EFG vs STIP

Comparison between ISHARES MSCI EAFE GROWTH ETF (EFG, ETF) and ISHARES 0-5 YEAR TIPS BOND ETF (STIP, ETF).

5-Year PerformanceEFG has outperformed STIP, delivering a return of +4.9% compared to +3.5%

EFG vs STIP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFG(ETF)	STIP(ETF)
Net Assets	$15B	$15B
Expense Ratio	0.34%	0.03%
Max Drawdown	59.71%	10.26%
Sharpe Ratio	0.85	0.60
5Y Beta	0.85	-0.00
5Y Dividends CAGR	21.47%	22.62%

Net Assets

Winner

EFG

$15B

STIP

$15B

Expense Ratio

EFG

0.34%

Winner

STIP

0.03%

Max Drawdown

EFG

59.71%

Winner

STIP

10.26%

Sharpe Ratio

Winner

EFG

0.85

STIP

0.60

5Y Beta

EFG

0.85

Winner

STIP

-0.00

5Y Dividends CAGR

EFG

21.47%

Winner

STIP

22.62%

EFG vs STIP - Historical Returns

Returns include dividend reinvestment.

Period	EFG	STIP
1 month	+2.57%	+0.78%
3 months	-1.00%	+1.56%
6 months	+6.31%	+2.10%
1 year	+16.60%	+5.13%
5 years(CAGR)	+4.91%	+3.46%
10 years(CAGR)	+8.08%	+3.20%
Max(CAGR)	+6.10%	+2.42%

Winner

EFG

+2.57%

STIP

+0.78%

EFG

-1.00%

Winner

STIP

+1.56%

Winner

EFG

+6.31%

STIP

+2.10%

Winner

EFG

+16.60%

STIP

+5.13%

5Y(CAGR)

Winner

EFG

+4.91%

STIP

+3.46%

10Y(CAGR)

Winner

EFG

+8.08%

STIP

+3.20%

Max(CAGR)

Winner

EFG

+6.10%

STIP

+2.42%

EFG vs STIP - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	EFG	STIP
2026	+5.50%	+2.05%
2025	+21.02%	+5.96%
2024	+3.20%	+4.84%
2023	+16.74%	+4.59%
2022	-23.27%	-2.92%
2021	+10.16%	+5.58%
2020	+17.02%	+5.02%
2019	+28.17%	+4.87%
2018	-13.23%	+0.52%
2017	+28.68%	+0.75%
2016	-1.54%	+2.66%
2015	+3.93%	-0.19%
2014	-4.10%	-1.27%
2013	+19.68%	-1.75%
2012	+14.71%	+2.10%
2011	-13.55%	+4.36%
2010	+9.96%	+0.22%
2009	+22.85%	N/A
2008	-40.01%	N/A
2007	+14.32%	N/A
2006	+17.74%	N/A
2005	+10.98%	N/A

EFG vs STIP Drawdown Comparison

The maximum drawdown for EFG was -58.41%, occurring on Mar 9, 2009. Recovery took 1635 trading sessions.

The maximum drawdown for STIP was -5.49%, occurring on Sep 30, 2022. Recovery took 443 trading sessions.

The current EFG drawdown is -1.52%.

Rank	EFG	STIP
#1	-58.41% Oct 31, 2007 - May 1, 2014	-5.49% Mar 11, 2022 - Dec 14, 2023
#2	-35.76% Sep 7, 2021 - May 19, 2025	-5.29% Mar 5, 2020 - May 29, 2020
#3	-29.88% Jan 17, 2020 - Jul 22, 2020	-3.85% Sep 14, 2012 - Apr 13, 2017
#4	-20.72% Jan 26, 2018 - Nov 1, 2019	-2.00% Nov 17, 2021 - Feb 28, 2022
#5	-18.90% May 21, 2015 - May 2, 2017	-1.61% Aug 1, 2011 - Nov 4, 2011
#6	-16.38% May 9, 2006 - Nov 30, 2006	-1.01% Nov 7, 2011 - Jan 27, 2012
#7	-13.53% Jul 3, 2014 - Apr 23, 2015	-0.98% Mar 9, 2012 - Aug 31, 2012
#8	-12.78% Feb 25, 2026 - Mar 27, 2026	-0.98% Apr 13, 2017 - Sep 7, 2017
#9	-12.13% Jul 12, 2007 - Sep 27, 2007	-0.97% Feb 1, 2011 - Feb 22, 2011
#10	-7.80% Feb 16, 2021 - Apr 15, 2021	-0.95% Apr 3, 2025 - Apr 28, 2025
#11	-7.72% Feb 26, 2007 - Mar 21, 2007	-0.88% Aug 24, 2018 - Jan 30, 2019
#12	-7.08% Oct 12, 2020 - Nov 5, 2020	-0.84% Apr 30, 2025 - Jun 26, 2025
#13	-6.95% Oct 27, 2025 - Jan 5, 2026	-0.76% Sep 24, 2024 - Jan 15, 2025
#14	-5.44% Jul 23, 2025 - Sep 11, 2025	-0.69% Mar 17, 2026 - Apr 13, 2026
#15	-5.20% Sep 29, 2005 - Dec 1, 2005	-0.69% Dec 6, 2010 - Jan 3, 2011

Correlation

Correlation between EFG and STIP is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2005 - 2026)

EFG vs STIP dividend yield comparison.

Year	EFG	STIP
2026	0.00%	0.76%
2025	2.53%	4.11%
2024	1.64%	2.62%
2023	1.63%	2.84%
2022	1.27%	6.04%
2021	1.54%	4.15%
2020	0.85%	1.40%
2019	1.69%	2.06%
2018	1.98%	2.44%
2017	1.56%	1.59%
2016	2.20%	0.89%
2015	1.75%	0.00%
2014	2.34%	0.74%
2013	1.86%	0.31%
2012	2.29%	1.05%
2011	2.48%	2.47%
2010	1.78%	0.07%
2009	2.09%	0.00%
2008	2.91%	0.00%
2007	0.94%	0.00%
2006	1.01%	0.00%
2005	0.41%	0.00%