iShares TIPS Bond (TIP): Historical Returns

Last Update: 31 Aug 2020

Category: Fixed Income

ETF: iShares TIPS Bond (TIP)

In the last 10 years, the iShares TIPS Bond (TIP) ETF obtained a 3.54% compound annual return, with a 4.48% standard deviation.

In 2019, the portfolio granted a 1.88% dividend yield. If you are interested in getting periodic income, please refer to the iShares TIPS Bond (TIP): Dividend Yield page.

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%
Robo Advisor 10	Betterment	1.7%
Robo Advisor 20	Betterment	3.3%
Robo Advisor 50	Betterment	6.3%
Gone Fishin' Portfolio	Alexander Green	10.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares TIPS Bond (TIP): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period	Returns Aug 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.89%		0.00%	1 - 0
3M	+4.25%		0.00%	3 - 0
6M	+6.21%		-1.76% Mar 2020 - Mar 2020	5 - 1
YTD	+9.48%		-1.76% Mar 2020 - Mar 2020	7 - 1
1Y	+8.93%	4.52%	-1.76% Mar 2020 - Mar 2020	9 - 3
3Y	+5.54% annualized	3.81%	-2.48% Sep 2018 - Oct 2018	25 - 11
5Y	+4.44% annualized	3.62%	-2.64% Oct 2016 - Dec 2016	39 - 21
10Y	+3.54% annualized	4.48%	-9.25% Dec 2012 - Dec 2013	76 - 44
MAX 01 Jan 2001	+5.30% annualized	5.80%	-11.79% Sep 2008 - Oct 2008	158 - 78

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since August 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-9.25%	Dec 2012	Dec 2013	13	Mar 2019	63	76
-3.05%	Nov 2010	Dec 2010	2	Apr 2011	4	6
-1.76%	Mar 2020	Mar 2020	1	Apr 2020	1	2
-1.44%	Feb 2012	Mar 2012	2	Apr 2012	1	3
-1.14%	Sep 2019	Oct 2019	2	Jan 2020	3	5
-0.67%	Jun 2012	Jun 2012	1	Jul 2012	1	2
-0.25%	Aug 2012	Aug 2012	1	Sep 2012	1	2
-0.01%	Sep 2011	Sep 2011	1	Oct 2011	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-11.79%	Sep 2008	Oct 2008	2	Sep 2009	11	13
-9.25%	Dec 2012	Dec 2013	13	Mar 2019	63	76
-5.31%	Jun 2003	Jul 2003	2	Dec 2003	5	7
-4.82%	Apr 2004	Apr 2004	1	Aug 2004	4	5
-3.37%	Nov 2001	Dec 2001	2	Apr 2002	4	6
-3.05%	Nov 2010	Dec 2010	2	Apr 2011	4	6
-2.75%	Oct 2002	Oct 2002	1	Dec 2002	2	3
-2.60%	Jul 2005	Apr 2006	10	Aug 2006	4	14
-2.30%	Dec 2006	Dec 2006	1	Mar 2007	3	4
-2.09%	Dec 2009	Dec 2009	1	Apr 2010	4	5
-1.94%	Mar 2003	Apr 2003	2	May 2003	1	3
-1.76%	Mar 2020	Mar 2020	1	Apr 2020	1	2
-1.54%	Mar 2008	Apr 2008	2	Jun 2008	2	4
-1.52%	May 2007	Jun 2007	2	Jul 2007	1	3
-1.44%	Feb 2012	Mar 2012	2	Apr 2012	1	3
-1.14%	Sep 2019	Oct 2019	2	Jan 2020	3	5
-0.67%	Jun 2012	Jun 2012	1	Jul 2012	1	2
-0.61%	Jul 2008	Jul 2008	1	Aug 2008	1	2
-0.53%	Feb 2005	Feb 2005	1	Apr 2005	2	3
-0.32%	Nov 2004	Nov 2004	1	Dec 2004	1	2

Rolling Returns

iShares TIPS Bond (TIP) ETF: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.05%	+19.05% Mar 2002 - Feb 2003	-8.49% Jan 2013 - Dec 2013	18.67%
2 Years	+4.77%	+14.20% Apr 2002 - Mar 2004	-2.63% Jan 2013 - Dec 2014	9.86%
3 Years	+4.56%	+11.80% Nov 2008 - Oct 2011	-2.34% Jan 2013 - Dec 2015	5.97%
5 Years	+4.38%	+8.53% Jun 2007 - May 2012	-0.28% Dec 2012 - Nov 2017	3.95%
7 Years	+4.49%	+8.01% Feb 2001 - Jan 2008	+0.61% Feb 2012 - Jan 2019	0.00%
10 Years	+4.73%	+7.65% Feb 2002 - Jan 2012	+2.71% Mar 2008 - Feb 2018	0.00%
15 Years	+4.37%	+5.38% Jul 2001 - Jun 2016	+3.53% Mar 2004 - Feb 2019	0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares TIPS Bond (TIP) ETF Seasonality

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	1.1	0.5	0.3	0.5	0.6	0.2	0.5	1.0	0.2	-0.1	0.2	0.2
Best	3.6 2008	3.7 2003	5.9 2009	3.0 2020	4.7 2003	2.3 2016	3.9 2011	3.6 2002	3.2 2003	2.5 2010	4.1 2007	6.5 2008
Worst	-0.9 2018	-2.2 2009	-2.1 2006	-4.8 2004	-4.2 2013	-3.8 2013	-4.5 2003	-1.8 2013	-4.0 2008	-8.1 2008	-2.3 2001	-2.3 2006
Gain Frequency	85	65	55	70	75	60	70	80	58	63	68	53

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+9.48%	2.1	0.9	-1.8	3.0	0.7	1.0	2.3	0.9
2019	+8.35%	1.4	-0.2	2.0	0.2	1.8	0.8	0.3	2.3	-1.1	0.0	0.3	0.4
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.