VTWO vs STIP

Comparison between VANGUARD RUSSELL 2000 INDEX FUND ETF SHARES (VTWO, ETF) and ISHARES 0-5 YEAR TIPS BOND ETF (STIP, ETF).

5-Year PerformanceVTWO has outperformed STIP, delivering a return of +6.2% compared to +3.4%

VTWO vs STIP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VTWO(ETF)	STIP(ETF)
Net Assets	$15B	$15B
Expense Ratio	0.06%	0.03%
Max Drawdown	42.44%	10.26%
Sharpe Ratio	1.86	0.46
5Y Beta	1.10	-0.00
P/E Ratio	303.71	N/A
Forward P/E	14.47	N/A
5Y Dividends CAGR	15.52%	22.62%
5Y EPS CAGR	11.41%	N/A
P/S Ratio	1.41	N/A
P/B Ratio	2.12	N/A

Net Assets

VTWO

$15B

Winner

STIP

$15B

Expense Ratio

VTWO

0.06%

Winner

STIP

0.03%

Max Drawdown

VTWO

42.44%

Winner

STIP

10.26%

Sharpe Ratio

Winner

VTWO

1.86

STIP

0.46

5Y Beta

VTWO

1.10

Winner

STIP

-0.00

P/E Ratio

VTWO

303.71

STIP

N/A

Forward P/E

VTWO

14.47

STIP

N/A

5Y Dividends CAGR

VTWO

15.52%

Winner

STIP

22.62%

5Y EPS CAGR

VTWO

11.41%

STIP

N/A

P/S Ratio

VTWO

1.41

STIP

N/A

P/B Ratio

VTWO

2.12

STIP

N/A

VTWO vs STIP - Historical Returns

Returns include dividend reinvestment.

Period	VTWO	STIP
1 month	+9.13%	+0.80%
3 months	+6.74%	+1.37%
6 months	+18.34%	+2.17%
1 year	+43.07%	+4.56%
5 years(CAGR)	+6.22%	+3.43%
10 years(CAGR)	+11.40%	+3.20%
Max(CAGR)	+11.42%	+2.41%

Winner

VTWO

+9.13%

STIP

+0.80%

Winner

VTWO

+6.74%

STIP

+1.37%

Winner

VTWO

+18.34%

STIP

+2.17%

Winner

VTWO

+43.07%

STIP

+4.56%

5Y(CAGR)

Winner

VTWO

+6.22%

STIP

+3.43%

10Y(CAGR)

Winner

VTWO

+11.40%

STIP

+3.20%

Max(CAGR)

Winner

VTWO

+11.42%

STIP

+2.41%

VTWO vs STIP - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	VTWO	STIP
2026	+14.52%	+1.96%
2025	+12.81%	+5.96%
2024	+12.23%	+4.84%
2023	+17.77%	+4.59%
2022	-21.39%	-2.92%
2021	+16.50%	+5.58%
2020	+20.23%	+5.02%
2019	+24.88%	+4.87%
2018	-11.97%	+0.52%
2017	+13.93%	+0.75%
2016	+24.32%	+2.66%
2015	-3.94%	-0.19%
2014	+6.11%	-1.27%
2013	+34.82%	-1.75%
2012	+14.49%	+2.10%
2011	-5.96%	+4.36%
2010	+20.09%	+0.22%

VTWO vs STIP Drawdown Comparison

The maximum drawdown for VTWO was -41.18%, occurring on Mar 23, 2020. Recovery took 551 trading sessions.

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

The current VTWO drawdown is -0.91%. The current STIP drawdown is -0.06%.

Rank	VTWO	STIP
#1	-41.18% Aug 31, 2018 - Nov 9, 2020	-5.49% Mar 11, 2022 - Dec 14, 2023
#2	-31.87% Nov 8, 2021 - Nov 6, 2024	-5.29% Mar 5, 2020 - May 29, 2020
#3	-29.01% Apr 29, 2011 - Sep 13, 2012	-3.85% Sep 14, 2012 - Apr 13, 2017
#4	-27.56% Nov 25, 2024 - Sep 11, 2025	-2.00% Nov 17, 2021 - Feb 28, 2022
#5	-25.71% Jun 23, 2015 - Nov 11, 2016	-1.61% Aug 1, 2011 - Nov 4, 2011
#6	-12.72% Jul 3, 2014 - Dec 22, 2014	-1.01% Nov 7, 2011 - Jan 27, 2012
#7	-10.99% Jan 22, 2026 - Apr 15, 2026	-0.98% Mar 9, 2012 - Aug 31, 2012
#8	-10.91% Sep 14, 2012 - Jan 2, 2013	-0.98% Apr 13, 2017 - Sep 7, 2017
#9	-9.62% Mar 15, 2021 - Nov 1, 2021	-0.97% Feb 1, 2011 - Feb 22, 2011
#10	-9.15% Jan 23, 2018 - May 11, 2018	-0.95% Apr 3, 2025 - Apr 28, 2025
#11	-9.00% Mar 4, 2014 - Jul 1, 2014	-0.88% Aug 24, 2018 - Jan 30, 2019
#12	-8.47% Oct 15, 2025 - Dec 4, 2025	-0.84% Apr 30, 2025 - Jun 26, 2025
#13	-7.39% Jan 22, 2014 - Feb 26, 2014	-0.76% Sep 24, 2024 - Jan 15, 2025
#14	-6.52% Feb 9, 2021 - Mar 11, 2021	-0.69% Mar 17, 2026 - Apr 13, 2026
#15	-6.29% Jul 25, 2017 - Sep 22, 2017	-0.69% Dec 6, 2010 - Jan 3, 2011

Correlation

Correlation between VTWO and STIP is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2010 - 2026)

VTWO vs STIP dividend yield comparison.

Year	VTWO	STIP
2026	0.23%	0.76%
2025	1.25%	4.11%
2024	1.21%	2.62%
2023	1.45%	2.84%
2022	1.48%	6.04%
2021	1.13%	4.15%
2020	0.92%	1.40%
2019	1.36%	2.06%
2018	1.41%	2.44%
2017	1.18%	1.59%
2016	1.27%	0.89%
2015	1.23%	0.00%
2014	1.12%	0.74%
2013	1.04%	0.31%
2012	1.56%	1.05%
2011	0.92%	2.47%
2010	0.37%	0.07%