STIP vs EFG

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

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

STIP vs EFG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

STIP

$15B

Winner

EFG

$15B

Expense Ratio

Winner

STIP

0.03%

EFG

0.34%

Max Drawdown

Winner

STIP

10.26%

EFG

59.71%

Sharpe Ratio

STIP

0.60

Winner

EFG

0.85

5Y Beta

Winner

STIP

-0.00

EFG

0.85

5Y Dividends CAGR

Winner

STIP

22.62%

EFG

21.47%

STIP vs EFG - Historical Returns

Returns include dividend reinvestment.

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

STIP

+0.78%

Winner

EFG

+2.57%

Winner

STIP

+1.56%

EFG

-1.00%

STIP

+2.10%

Winner

EFG

+6.31%

STIP

+5.13%

Winner

EFG

+16.60%

5Y(CAGR)

STIP

+3.46%

Winner

EFG

+4.91%

10Y(CAGR)

STIP

+3.20%

Winner

EFG

+8.08%

Max(CAGR)

STIP

+2.42%

Winner

EFG

+6.10%

STIP vs EFG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

STIP vs EFG Drawdown Comparison

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

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

The current EFG drawdown is -1.52%.

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

Correlation

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

0.93

-101

Dividend Comparison (2005 - 2026)

STIP vs EFG dividend yield comparison.

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