Last Update: 30 Nov 2019

Category: Fixed Income
ETF: iShares TIPS Bond (TIP)

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).

Capital Growth:

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

Swipe left to see all data
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

Drawdonws Chart:

Rolling Returns

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

Swipe left to see all data
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

Swipe left to see all data
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.

Share this page