TIP vs SCZ

Comparison between iShares TIPS Bond ETF (TIP, ETF) and ISHARES MSCI EAFE SMALL-CAP ETF (SCZ, ETF).

5-Year PerformanceSCZ has outperformed TIP, delivering a return of +5.9% compared to +1.1%

TIP vs SCZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TIP(ETF)	SCZ(ETF)
Net Assets	$15B	$14B
Expense Ratio	0.18%	0.40%
Max Drawdown	21.96%	62.65%
Sharpe Ratio	0.39	1.74
5Y Beta	0.04	0.65
5Y Dividends CAGR	19.66%	10.71%

Net Assets

Winner

TIP

$15B

SCZ

$14B

Expense Ratio

Winner

TIP

0.18%

SCZ

0.40%

Max Drawdown

Winner

TIP

21.96%

SCZ

62.65%

Sharpe Ratio

TIP

0.39

Winner

SCZ

1.74

5Y Beta

Winner

TIP

0.04

SCZ

0.65

5Y Dividends CAGR

Winner

TIP

19.66%

SCZ

10.71%

TIP vs SCZ - Historical Returns

Returns include dividend reinvestment.

Period	TIP	SCZ
1 month	+0.77%	+3.72%
3 months	+0.96%	+0.63%
6 months	+1.06%	+14.49%
1 year	+5.79%	+30.24%
5 years(CAGR)	+1.13%	+5.92%
10 years(CAGR)	+2.60%	+8.49%
Max(CAGR)	+3.54%	+5.64%

TIP

+0.77%

Winner

SCZ

+3.72%

Winner

TIP

+0.96%

SCZ

+0.63%

TIP

+1.06%

Winner

SCZ

+14.49%

TIP

+5.79%

Winner

SCZ

+30.24%

5Y(CAGR)

TIP

+1.13%

Winner

SCZ

+5.92%

10Y(CAGR)

TIP

+2.60%

Winner

SCZ

+8.49%

Max(CAGR)

TIP

+3.54%

Winner

SCZ

+5.64%

TIP vs SCZ - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	TIP	SCZ
2026	+1.83%	+9.82%
2025	+6.61%	+32.40%
2024	+1.79%	+2.77%
2023	+3.44%	+12.31%
2022	-11.74%	-21.61%
2021	+5.56%	+9.90%
2020	+10.30%	+10.70%
2019	+8.18%	+24.72%
2018	-1.18%	-18.18%
2017	+2.82%	+31.99%
2016	+4.27%	+3.60%
2015	-2.38%	+9.15%
2014	+3.25%	-4.99%
2013	-8.44%	+26.25%
2012	+6.43%	+17.53%
2011	+13.75%	-16.00%
2010	+5.86%	+18.39%
2009	+11.02%	+41.36%
2008	-1.32%	-47.82%
2007	+11.43%	-0.31%
2006	+0.06%	N/A
2005	+2.52%	N/A
2004	+8.51%	N/A
2003	-0.02%	N/A

TIP vs SCZ Drawdown Comparison

The maximum drawdown for TIP was -14.58%, occurring on Nov 24, 2008. Recovery took 395 trading sessions.

The maximum drawdown for SCZ was -61.87%, occurring on Mar 9, 2009. Recovery took 1348 trading sessions.

The current TIP drawdown is -0.08%.

Rank	TIP	SCZ
#1	-14.58% Mar 10, 2008 - Oct 1, 2009	-61.87% Dec 13, 2007 - Apr 24, 2013
#2	-14.48% Nov 9, 2021 - Feb 27, 2026	-41.07% Jan 26, 2018 - Nov 23, 2020
#3	-11.20% Mar 6, 2020 - Apr 28, 2020	-36.83% Sep 3, 2021 - Jun 2, 2025
#4	-11.06% Dec 6, 2012 - Mar 20, 2019	-17.42% May 15, 2015 - Sep 6, 2016
#5	-6.30% Mar 17, 2004 - Sep 27, 2004	-16.12% Jul 3, 2014 - May 13, 2015
#6	-5.77% Oct 14, 2010 - Apr 19, 2011	-11.43% Feb 27, 2026 - May 8, 2026
#7	-3.84% Jun 1, 2005 - Aug 4, 2006	-10.32% May 8, 2013 - Aug 5, 2013
#8	-3.79% Aug 10, 2011 - Nov 2, 2011	-6.64% Sep 28, 2016 - Feb 1, 2017
#9	-3.39% Dec 4, 2006 - Mar 21, 2007	-6.18% Jan 15, 2014 - Feb 18, 2014
#10	-3.16% Feb 9, 2005 - Apr 20, 2005	-5.77% Oct 27, 2025 - Dec 11, 2025
#11	-3.15% Apr 30, 2007 - Jul 26, 2007	-5.67% Jun 14, 2021 - Aug 13, 2021
#12	-2.99% Jan 28, 2021 - May 5, 2021	-4.87% Mar 6, 2014 - Jun 6, 2014
#13	-2.94% Nov 26, 2007 - Jan 3, 2008	-4.34% May 7, 2021 - Jun 1, 2021
#14	-2.55% Nov 27, 2009 - Apr 29, 2010	-4.09% Aug 13, 2013 - Sep 9, 2013
#15	-2.46% Aug 29, 2019 - Jan 3, 2020	-3.85% Feb 16, 2021 - Mar 16, 2021

Correlation

Correlation between TIP and SCZ is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2003 - 2026)

TIP vs SCZ dividend yield comparison.

Year	TIP	SCZ
2026	0.50%	0.00%
2025	3.46%	3.30%
2024	2.52%	3.50%
2023	2.73%	2.96%
2022	6.96%	1.99%
2021	4.28%	2.96%
2020	1.17%	1.52%
2019	1.75%	3.52%
2018	2.71%	2.79%
2017	2.07%	2.38%
2016	1.48%	2.82%
2015	0.34%	2.06%
2014	1.67%	2.61%
2013	1.15%	2.39%
2012	2.22%	3.26%
2011	4.10%	3.28%
2010	2.50%	2.84%
2009	3.89%	2.28%
2008	6.30%	2.79%
2007	4.25%	0.08%
2006	4.32%	0.00%
2005	5.42%	0.00%
2004	3.92%	0.00%
2003	0.12%	0.00%