Last Update: 30 Nov 2019
In the last 10 years, the iShares TIPS Bond (TIP) ETF obtained a 2.95% compound annual return, with a 4.46% standard deviation.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: All-Term
The iShares TIPS Bond (TIP) ETF is present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| Rob Arnott Portfolio | Rob Arnott | 10.0% |
| Robo Advisor 80 | Betterment | 2.4% |
| Robo Advisor 90 | Betterment | 1.2% |
| Couch Potato | Scott Burns | 50.0% |
| Ultimate Buy&Hold | FundAdvice | 8.0% |
| Four Funds | Bogleheads | 10.0% |
| Lazy Portfolio | David Swensen | 15.0% |
| Yale Endowment | David Swensen | 15.0% |
| Dimensional 2030 Retirement Income | DFA | 31.9% |
| Lifepath Fund | iShares | 8.8% |
| Margaritaville | Scott Burns | 33.0% |
| Conservative Income | Charles Schwab | 18.0% |
| Family Taxable Portfolio | Ted Aronson | 15.0% |
Capital Growth and Historical Returns
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
ETF Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
| Period | Returns Nov 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.29%
|
0.00%
|
1 - 0 | |
|
3M
|
-0.85%
|
-1.14%
Sep 2019 - Oct 2019
|
1 - 2 | |
|
6M
|
+2.55%
|
-1.14%
Sep 2019 - Oct 2019
|
4 - 2 | |
|
YTD
|
+7.97%
|
-1.14%
Sep 2019 - Oct 2019
|
8 - 3 | |
|
1Y
|
+8.55%
|
3.32%
|
-1.14%
Sep 2019 - Oct 2019
|
9 - 3 |
|
3Y
|
+3.07%
annualized
|
2.98%
|
-2.48%
Sep 2018 - Oct 2018
|
23 - 13 |
|
5Y
|
+2.20%
annualized
|
3.56%
|
-4.82%
Feb 2015 - Dec 2015
|
34 - 26 |
|
10Y
|
+2.95%
annualized
|
4.46%
|
-9.25%
Dec 2012 - Dec 2013
|
73 - 47 |
|
MAX
Dec 2000
|
+4.99%
annualized
|
5.83%
|
-11.79%
Sep 2008 - Oct 2008
|
150 - 77 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
iShares TIPS Bond (TIP) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.90% |
+19.05% Mar 2002 - Feb 2003 |
-8.49% Jan 2013 - Dec 2013 |
19.44% |
| 2 Years |
+4.72% |
+14.20% Apr 2002 - Mar 2004 |
-2.63% Jan 2013 - Dec 2014 |
10.29% |
| 3 Years |
+4.57% |
+11.80% Nov 2008 - Oct 2011 |
-2.34% Jan 2013 - Dec 2015 |
6.25% |
| 5 Years |
+4.45% |
+8.53% Jun 2007 - May 2012 |
-0.28% Dec 2012 - Nov 2017 |
4.17% |
| 7 Years |
+4.64% |
+8.01% Feb 2001 - Jan 2008 |
+0.61% Feb 2012 - Jan 2019 |
0.00% |
| 10 Years |
+4.84% |
+7.65% Feb 2002 - Jan 2012 |
+2.71% Mar 2008 - Feb 2018 |
0.00% |
| 15 Years |
+4.46% |
+5.38% Jul 2001 - Jun 2016 |
+3.53% Mar 2004 - Feb 2019 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+7.97% | 1.4 | -0.2 | 2.0 | 0.2 | 1.8 | 0.8 | 0.3 | 2.3 | -1.1 | -0.0 | 0.3 | |
| 2018 |
-1.42% | -0.9 | -1.0 | 1.0 | -0.1 | 0.3 | 0.7 | -0.5 | 0.7 | -1.0 | -1.5 | 0.5 | 0.5 |
| 2017 |
+2.92% | 0.9 | 0.4 | 0.0 | 0.5 | -0.0 | -0.9 | 0.5 | 1.0 | -0.7 | 0.2 | 0.1 | 0.9 |
| 2016 |
+4.68% | 1.6 | 1.2 | 1.7 | 0.2 | -0.6 | 2.3 | 0.6 | -0.3 | 0.8 | -0.5 | -2.1 | -0.0 |
| 2015 |
-1.75% | 3.2 | -1.3 | -0.5 | 0.7 | -1.0 | -1.0 | 0.5 | -1.0 | -0.5 | 0.3 | -0.1 | -1.0 |
| 2014 |
+3.59% | 2.1 | 0.4 | -0.5 | 1.3 | 2.0 | 0.4 | -0.1 | 0.6 | -2.6 | 0.9 | 0.2 | -1.1 |
| 2013 |
-8.49% | -0.5 | 0.2 | 0.2 | 0.8 | -4.2 | -3.8 | 0.9 | -1.8 | 1.8 | 0.3 | -1.1 | -1.5 |
| 2012 |
+6.39% | 2.3 | -0.6 | -0.9 | 1.8 | 2.0 | -0.7 | 1.8 | -0.3 | 0.5 | 0.6 | 0.6 | -0.8 |
| 2011 |
+13.28% | 0.0 | 0.7 | 1.2 | 2.4 | 0.3 | 0.8 | 3.9 | 0.6 | -0.0 | 2.1 | 0.5 | 0.2 |
| 2010 |
+6.14% | 1.5 | -1.3 | -0.0 | 2.5 | 0.2 | 1.3 | -0.2 | 1.9 | 0.8 | 2.5 | -1.7 | -1.4 |
| 2009 |
+8.94% | -0.0 | -2.2 | 5.9 | -1.8 | 2.0 | 0.2 | 0.1 | 0.8 | 2.0 | 1.1 | 2.8 | -2.1 |
| 2008 |
+0.04% | 3.6 | 1.4 | -0.1 | -1.4 | 0.1 | 1.8 | -0.6 | 0.8 | -4.0 | -8.1 | 0.9 | 6.5 |
| 2007 |
+11.92% | 0.2 | 2.0 | 0.3 | 0.7 | -1.3 | -0.2 | 2.3 | 0.8 | 1.3 | 1.2 | 4.1 | 0.1 |
| 2006 |
+0.28% | 0.0 | 0.0 | -2.1 | -0.2 | 0.3 | 0.4 | 1.5 | 1.7 | 0.1 | -0.1 | 1.1 | -2.3 |
| 2005 |
+2.49% | 0.0 | -0.5 | 0.2 | 1.8 | 0.8 | 0.5 | -2.5 | 2.5 | -0.2 | -1.3 | 0.2 | 1.0 |
| 2004 |
+8.28% | 1.2 | 2.2 | 1.7 | -4.8 | 2.0 | -0.1 | 0.8 | 2.7 | 0.1 | 1.1 | -0.3 | 1.8 |
| 2003 |
+8.00% | 0.6 | 3.7 | -1.6 | -0.3 | 4.7 | -0.9 | -4.5 | 1.7 | 3.2 | 0.5 | 0.1 | 0.9 |
| 2002 |
+16.61% | 0.6 | 1.6 | -0.6 | 2.8 | 1.5 | 1.3 | 1.7 | 3.6 | 2.5 | -2.8 | 0.0 | 3.5 |
| 2001 |
+7.61% | 1.9 | 1.7 | 0.9 | 0.6 | 1.1 | -0.1 | 1.6 | 0.3 | 0.5 | 2.3 | -2.3 | -1.1 |
ETF Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.