Data Source: from January 1985 to September 2023 (~39 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Fixed Income
ETF: iShares TIPS Bond (TIP)
ETF • LIVE PERFORMANCE (USD currency)
0.77%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.77%
Current Month
October 2023
In the last 30 Years, the iShares TIPS Bond (TIP) ETF obtained a 4.79% compound annual return, with a 6.04% standard deviation.
Table of contents
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 part of the following Lazy Portfolios:
| Portfolio Name | Author | TIP Weight▾ |
|---|---|---|
| US Inflation Protection | 100.00% | |
| Couch Potato | Scott Burns | 50.00% |
| Sheltered Sam 0/100 | Bill Bernstein | 40.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 36.00% |
| Eliminate Fat Tails | Larry Swedroe | 35.00% |
| Margaritaville | Scott Burns | 33.00% |
| Sheltered Sam 20/80 | Bill Bernstein | 32.00% |
| Dimensional 2030 Retirement Income | DFA | 31.90% |
| Zefiro Portfolio | Zefiro SCF | 30.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 28.00% |
| Four Square | Scott Burns | 25.00% |
| Sheltered Sam 40/60 | Bill Bernstein | 24.00% |
| Nano Portfolio | John Wasik | 20.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 20.00% |
| Five Fold | Scott Burns | 20.00% |
| Conservative Income | Charles Schwab | 18.00% |
| Six Ways from Sunday | Scott Burns | 16.66% |
| Sheltered Sam 60/40 | Bill Bernstein | 16.00% |
| Lazy Portfolio | David Swensen | 15.00% |
| Yale Endowment | David Swensen | 15.00% |
| Family Taxable Portfolio | Ted Aronson | 15.00% |
| Seven Value | Scott Burns | 14.25% |
| Sheltered Sam 70/30 | Bill Bernstein | 12.00% |
| Four Funds | Bogleheads | 10.00% |
| Rob Arnott Portfolio | Rob Arnott | 10.00% |
| Gone Fishin' Portfolio | Alexander Green | 10.00% |
| Jane Bryant Quinn Portfolio | Jane Bryant Quinn | 10.00% |
| Lifepath Fund | iShares | 8.76% |
| Ultimate Buy&Hold | FundAdvice | 8.00% |
| Sheltered Sam 80/20 | Bill Bernstein | 8.00% |
| Gretchen Tai Portfolio | Gretchen Tai | 8.00% |
| Robo Advisor 50 | Betterment | 6.30% |
| Sheltered Sam 90/10 | Bill Bernstein | 4.00% |
| Robo Advisor 20 | Betterment | 3.30% |
| Robo Advisor 80 | Betterment | 2.40% |
| Global Market Portfolio | Credit Suisse | 2.00% |
| GAA Global Asset Allocation | Mebane Faber | 1.80% |
| Robo Advisor 10 | Betterment | 1.70% |
| Robo Advisor 90 | Betterment | 1.20% |
Investment Returns as of Sep 30, 2023
The iShares TIPS Bond (TIP) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES TIPS BOND (TIP) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~39Y) |
|||
| iShares TIPS Bond (TIP) ETF | -0.77 | -0.77 | -1.92 | -4.61 | 0.70 | 1.62 | 1.43 | 4.79 | 6.66 | |||
| US Inflation Adjusted return | -1.92 | -6.22 | -2.65 | -2.28 | -1.28 | 2.20 | 3.75 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the iShares TIPS Bond (TIP) ETF granted a 5.89% dividend yield. If you are interested in getting periodic income, please refer to the iShares TIPS Bond (TIP) ETF: Dividend Yield page.
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 4.07$, with a total return of 306.54% (4.79% annualized).
The Inflation Adjusted Capital now would be 1.92$, with a net total return of 92.13% (2.20% annualized).
The Inflation Adjusted Capital now would be 1.92$, with a net total return of 92.13% (2.20% annualized).
An investment of 1$, since January 1985,
now would be worth 12.16$, with a total return of 1116.21% (6.66% annualized).
The Inflation Adjusted Capital now would be 4.17$, with a net total return of 317.12% (3.75% annualized).
The Inflation Adjusted Capital now would be 4.17$, with a net total return of 317.12% (3.75% annualized).
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Investment Metrics as of Sep 30, 2023
Metrics of iShares TIPS Bond (TIP) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES TIPS BOND (TIP) ETF
Advanced Metrics
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | -1.92 | -2.67 | -4.61 | 0.70 | -2.67 | 1.62 | 1.43 | 3.26 | 4.79 | 6.66 |
| Infl. Adjusted Return (%) details | -1.92 | -3.28 | -6.22 | -2.65 | -7.88 | -2.28 | -1.28 | 0.68 | 2.20 | 3.75 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.80 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -4.66 | -14.74 | -14.74 | -14.74 | -14.74 | -14.74 | -14.74 | |||
| Start to Recovery (# months) details | 5* | 21* | 21* | 21* | 21* | 21* | 21* | |||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | |||
| Start to Bottom (# months) | 5 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 12 | 12 | 12 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-9.24 | -9.24 | -9.24 | |||
| Start to Recovery (# months) details | 76 | 76 | 76 | |||||||
| Start (yyyy mm) | 2023 05 | 2022 01 | 2022 01 | 2022 01 | 2012 12 | 2012 12 | 2012 12 | |||
| Start to Bottom (# months) | 5 | 9 | 9 | 9 | 13 | 13 | 13 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2013 12 | 2013 12 | 2013 12 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 63 | 63 | 63 | |||
| End (yyyy mm) | - | - | - | - | 2019 03 | 2019 03 | 2019 03 | |||
| Longest negative period (# months) details | 11* | 36* | 44* | 44* | 77 | 77 | 77 | |||
| Period Start (yyyy mm) | 2022 11 | 2020 10 | 2020 02 | 2020 02 | 2012 06 | 2012 06 | 2012 06 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2018 10 | 2018 10 | 2018 10 | |||
| Annualized Return (%) | -0.77 | -2.67 | -0.42 | -0.42 | -0.07 | -0.07 | -0.07 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -6.22 | -23.03 | -23.03 | -23.03 | -23.03 | -23.03 | -23.03 | |||
| Start to Recovery (# months) details | 6* | 33* | 33* | 33* | 33* | 33* | 33* | |||
| Start (yyyy mm) | 2023 04 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Start to Bottom (# months) | 6 | 33 | 33 | 33 | 33 | 33 | 33 | |||
| Bottom (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | |||
| Bottom to End (# months) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
-7.53 | -11.59 | -11.59 | -11.59 | |||
| Start to Recovery (# months) details | 55 | 90 | 90 | 90 | ||||||
| Start (yyyy mm) | 2023 04 | 2021 01 | 2021 01 | 2015 02 | 2012 12 | 2012 12 | 2012 12 | |||
| Start to Bottom (# months) | 6 | 33 | 33 | 45 | 71 | 71 | 71 | |||
| Bottom (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2018 10 | 2018 10 | 2018 10 | 2018 10 | |||
| Bottom to End (# months) | 0 | 0 | 0 | 10 | 19 | 19 | 19 | |||
| End (yyyy mm) | - | - | - | 2019 08 | 2020 05 | 2020 05 | 2020 05 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 188* | 188* | 188* | |||
| Period Start (yyyy mm) | 2022 10 | 2020 10 | 2018 10 | 2013 10 | 2008 02 | 2008 02 | 2008 02 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | |||
| Annualized Return (%) | -2.65 | -7.88 | -2.28 | -1.28 | -0.02 | -0.02 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 5.36 | 7.02 | 6.21 | 5.10 | 5.86 | 6.04 | 6.64 | |||
| Sharpe Ratio | -0.70 | -0.61 | 0.01 | 0.09 | 0.34 | 0.42 | 0.40 | |||
| Sortino Ratio | -1.08 | -0.81 | 0.01 | 0.12 | 0.46 | 0.57 | 0.56 | |||
| Ulcer Index | 1.84 | 7.76 | 6.06 | 4.49 | 4.19 | 3.98 | 3.66 | |||
| Ratio: Return / Standard Deviation | 0.13 | -0.38 | 0.26 | 0.28 | 0.56 | 0.79 | 1.00 | |||
| Ratio: Return / Deepest Drawdown | 0.15 | -0.18 | 0.11 | 0.10 | 0.22 | 0.32 | 0.45 | |||
| % Positive Months details | 50% | 50% | 60% | 57% | 63% | 64% | 65% | |||
| Positive Months | 6 | 18 | 36 | 69 | 152 | 231 | 306 | |||
| Negative Months | 6 | 18 | 24 | 51 | 88 | 129 | 159 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 1.43 | 5.13 | 9.83 | 11.39 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.72 | 0.72 | 0.72 | |||||||
| Best 10 Years Return (%) - Annualized | -1.28 | 2.87 | 7.18 | 7.52 | ||||||
| Worst 10 Years Return (%) - Annualized | -1.76 | -1.76 | -1.76 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 23.02 | 14.69 | 11.54 | 9.83 | 7.18 | 4.79 | ||||
| Worst Rolling Return (%) - Annualized | -13.10 | -2.67 | -0.28 | 0.72 | 3.26 | |||||
| % Positive Periods | 79% | 94% | 97% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 19.98 | 12.13 | 8.83 | 7.18 | 4.71 | 2.20 | ||||
| Worst Rolling Return (%) - Annualized | -19.31 | -7.88 | -2.28 | -1.76 | 0.68 | |||||
| % Positive Periods | 66% | 80% | 85% | 92% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Sep 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 40.52 | 17.65 | 14.27 | 11.39 | 10.27 | 8.32 | ||||
| Worst Rolling Return (%) - Annualized | -13.10 | -2.67 | -0.28 | 0.72 | 3.26 | 4.79 | ||||
| % Positive Periods | 82% | 95% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 37.42 | 13.96 | 9.87 | 7.52 | 7.05 | 5.49 | ||||
| Worst Rolling Return (%) - Annualized | -19.31 | -7.88 | -2.28 | -1.76 | 0.68 | 2.20 | ||||
| % Positive Periods | 69% | 84% | 89% | 94% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 31.23 | 20.93 | 10.14 | 6.13 | 5.51 | 7.54 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.68 | 2.15 | 3.62 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Correlations as of Sep 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares TIPS Bond (TIP) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES TIPS BOND (TIP) ETF
Monthly correlations as of 30 September 2023
Swipe left to see all data
| Correlation vs TIP | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.73
|
0.59
|
0.45
|
0.20
|
0.19
|
|
SPY
|
US Large Cap |
0.76
|
0.60
|
0.46
|
0.21
|
0.21
|
|
IJR
|
US Small Cap |
0.46
|
0.44
|
0.31
|
0.11
|
0.11
|
|
VNQ
|
US REITs |
0.69
|
0.64
|
0.62
|
0.32
|
0.33
|
|
QQQ
|
US Technology |
0.67
|
0.64
|
0.49
|
0.12
|
0.11
|
|
PFF
|
Preferred Stocks |
0.40
|
0.58
|
0.56
|
0.35
|
0.35
|
|
EFA
|
EAFE Stocks |
0.81
|
0.56
|
0.45
|
0.21
|
0.21
|
|
VT
|
World All Countries |
0.80
|
0.59
|
0.47
|
0.21
|
0.21
|
|
EEM
|
Emerging Markets |
0.67
|
0.46
|
0.41
|
0.19
|
0.19
|
|
VGK
|
Europe |
0.80
|
0.56
|
0.44
|
0.20
|
0.20
|
|
VPL
|
Pacific |
0.76
|
0.54
|
0.44
|
0.21
|
0.21
|
|
FLLA
|
Latin America |
0.52
|
0.27
|
0.26
|
0.14
|
0.13
|
|
BND
|
US Total Bond Market |
0.84
|
0.85
|
0.84
|
0.83
|
0.84
|
|
TLT
|
Long Term Treasuries |
0.76
|
0.66
|
0.68
|
0.66
|
0.67
|
|
BIL
|
US Cash |
-0.42
|
-0.16
|
-0.11
|
0.09
|
0.10
|
|
LQD
|
Invest. Grade Bonds |
0.86
|
0.83
|
0.80
|
0.74
|
0.74
|
|
HYG
|
High Yield Bonds |
0.88
|
0.68
|
0.60
|
0.39
|
0.40
|
|
CWB
|
US Convertible Bonds |
0.56
|
0.53
|
0.45
|
0.24
|
0.24
|
|
BNDX
|
International Bonds |
0.87
|
0.83
|
0.78
|
0.61
|
0.63
|
|
EMB
|
Emerg. Market Bonds |
0.70
|
0.66
|
0.64
|
0.44
|
0.45
|
|
GLD
|
Gold |
0.77
|
0.50
|
0.52
|
0.34
|
0.33
|
|
DBC
|
Commodities |
0.39
|
0.14
|
0.12
|
0.27
|
0.25
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES TIPS BOND (TIP) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -14.74% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 10.05 |
| -11.79% | Sep 2008 | Oct 2008 | 2 | Sep 2009 | 11 | 13 | 5.42 |
| -10.68% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 | 7.40 |
| -9.24% | Dec 2012 | Dec 2013 | 13 | Mar 2019 | 63 | 76 | 4.32 |
| -6.47% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 | 4.44 |
| -5.32% | Feb 1999 | Dec 1999 | 11 | Mar 2000 | 3 | 14 | 3.77 |
| -5.32% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 | 2.32 |
| -4.82% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 | 2.77 |
| -4.37% | Dec 1996 | Mar 1997 | 4 | Jun 1997 | 3 | 7 | 2.17 |
| -3.37% | Nov 2001 | Dec 2001 | 2 | Apr 2002 | 4 | 6 | 2.07 |
| -3.05% | Nov 2010 | Dec 2010 | 2 | Apr 2011 | 4 | 6 | 2.01 |
| -2.75% | Oct 2002 | Oct 2002 | 1 | Dec 2002 | 2 | 3 | 1.95 |
| -2.60% | Sep 2005 | Apr 2006 | 8 | Aug 2006 | 4 | 12 | 1.40 |
| -2.47% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 1 | 2 | 1.42 |
| -2.30% | Dec 2006 | Dec 2006 | 1 | Mar 2007 | 3 | 4 | 1.39 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.03% | Jan 2021 | Sep 2023 | 33 | in progress | 33 | 13.46 | |
| -13.36% | Mar 2008 | Oct 2008 | 8 | Oct 2009 | 12 | 20 | 5.02 |
| -12.66% | Feb 1994 | Oct 1994 | 9 | Aug 1995 | 10 | 19 | 8.26 |
| -11.59% | Dec 2012 | Oct 2018 | 71 | May 2020 | 19 | 90 | 7.64 |
| -8.24% | Jan 1996 | May 1996 | 5 | Jul 1997 | 14 | 19 | 4.61 |
| -7.57% | Feb 1999 | Dec 1999 | 11 | Oct 2000 | 10 | 21 | 4.81 |
| -6.17% | Jul 2005 | May 2006 | 11 | Oct 2007 | 17 | 28 | 3.43 |
| -5.52% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 | 2.59 |
| -5.13% | Apr 2004 | Apr 2004 | 1 | Dec 2004 | 8 | 9 | 2.66 |
| -3.70% | Nov 2010 | Jan 2011 | 3 | Jul 2011 | 6 | 9 | 2.39 |
| -2.92% | Oct 2002 | Oct 2002 | 1 | Dec 2002 | 2 | 3 | 2.06 |
| -2.82% | Nov 2001 | Dec 2001 | 2 | May 2002 | 5 | 7 | 1.84 |
| -2.60% | Feb 2012 | Mar 2012 | 2 | May 2012 | 2 | 4 | 1.35 |
| -2.48% | Dec 2009 | Mar 2010 | 4 | Jun 2010 | 3 | 7 | 1.36 |
| -2.32% | Mar 2003 | Apr 2003 | 2 | May 2003 | 1 | 3 | 1.60 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -14.74% | Jan 2022 | Sep 2022 | 9 | in progress | 12 | 21 | 10.05 |
| -11.79% | Sep 2008 | Oct 2008 | 2 | Sep 2009 | 11 | 13 | 5.42 |
| -10.68% | Feb 1994 | Oct 1994 | 9 | May 1995 | 7 | 16 | 7.40 |
| -9.45% | Mar 1987 | Sep 1987 | 7 | Jan 1988 | 4 | 11 | 4.91 |
| -9.24% | Dec 2012 | Dec 2013 | 13 | Mar 2019 | 63 | 76 | 4.32 |
| -6.47% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 | 4.44 |
| -5.32% | Feb 1999 | Dec 1999 | 11 | Mar 2000 | 3 | 14 | 3.77 |
| -5.32% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 | 2.32 |
| -4.82% | Apr 2004 | Apr 2004 | 1 | Aug 2004 | 4 | 5 | 2.77 |
| -4.70% | Mar 1988 | May 1988 | 3 | Sep 1988 | 4 | 7 | 2.66 |
| -4.42% | Dec 1989 | Apr 1990 | 5 | Jun 1990 | 2 | 7 | 2.28 |
| -4.37% | Dec 1996 | Mar 1997 | 4 | Jun 1997 | 3 | 7 | 2.17 |
| -4.18% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 | 2.41 |
| -3.82% | Jan 1992 | Apr 1992 | 4 | Jun 1992 | 2 | 6 | 2.47 |
| -3.65% | Feb 1985 | Feb 1985 | 1 | Apr 1985 | 2 | 3 | 1.98 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.03% | Jan 2021 | Sep 2023 | 33 | in progress | 33 | 13.46 | |
| -13.36% | Mar 2008 | Oct 2008 | 8 | Oct 2009 | 12 | 20 | 5.02 |
| -12.66% | Feb 1994 | Oct 1994 | 9 | Aug 1995 | 10 | 19 | 8.26 |
| -12.37% | Sep 1986 | Sep 1987 | 13 | May 1989 | 20 | 33 | 5.01 |
| -11.59% | Dec 2012 | Oct 2018 | 71 | May 2020 | 19 | 90 | 7.64 |
| -8.24% | Jan 1996 | May 1996 | 5 | Jul 1997 | 14 | 19 | 4.61 |
| -7.57% | Feb 1999 | Dec 1999 | 11 | Oct 2000 | 10 | 21 | 4.81 |
| -6.65% | Dec 1989 | Apr 1990 | 5 | Dec 1990 | 8 | 13 | 3.49 |
| -6.17% | Jul 2005 | May 2006 | 11 | Oct 2007 | 17 | 28 | 3.43 |
| -5.52% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 | 2.59 |
| -5.13% | Apr 2004 | Apr 2004 | 1 | Dec 2004 | 8 | 9 | 2.66 |
| -4.92% | Jan 1992 | Apr 1992 | 4 | Jul 1992 | 3 | 7 | 2.91 |
| -4.44% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 | 2.57 |
| -4.10% | Feb 1985 | Feb 1985 | 1 | May 1985 | 3 | 4 | 2.15 |
| -3.70% | Nov 2010 | Jan 2011 | 3 | Jul 2011 | 6 | 9 | 2.39 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES TIPS BOND (TIP) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -13.10 |
01/2022 12/2022 |
0.86$ | -1.50 | 0.98$ | 5.63 | 1.05$ | 12.71 | 1.12$ | 23.02 |
01/1995 12/1995 |
1.23$ | 0.70 | 20.06% |
| 2Y | -6.24 |
10/2021 09/2023 |
0.87$ | 0.83 | 1.01$ | 5.94 | 1.12$ | 10.24 | 1.21$ | 15.27 |
10/2000 09/2002 |
1.32$ | -6.24 | 10.39% |
| 3Y | -2.67 |
10/2020 09/2023 |
0.92$ | 1.51 | 1.04$ | 5.85 | 1.18$ | 9.55 | 1.31$ | 14.69 |
06/2000 05/2003 |
1.50$ | -2.67 | 5.54% |
| 5Y | -0.28 |
12/2012 11/2017 |
0.98$ | 2.05 | 1.10$ | 5.43 | 1.30$ | 8.81 | 1.52$ | 11.54 |
01/2000 12/2004 |
1.72$ | 1.62 | 2.33% |
| 7Y | 0.61 |
02/2012 01/2019 |
1.04$ | 2.37 | 1.17$ | 5.73 | 1.47$ | 8.63 | 1.78$ | 10.58 |
04/1997 03/2004 |
2.02$ | 1.06 | 0.00% |
| 10Y | 0.72 |
10/2012 09/2022 |
1.07$ | 3.10 | 1.35$ | 5.12 | 1.64$ | 7.99 | 2.15$ | 9.83 |
11/1994 10/2004 |
2.55$ | 1.43 | 0.00% |
| 15Y | 2.51 |
09/2008 08/2023 |
1.45$ | 3.81 | 1.75$ | 5.34 | 2.18$ | 7.62 | 3.00$ | 8.29 |
12/1994 11/2009 |
3.30$ | 2.66 | 0.00% |
| 20Y | 3.26 |
10/2003 09/2023 |
1.89$ | 4.68 | 2.49$ | 5.51 | 2.92$ | 6.44 | 3.48$ | 7.18 |
07/1994 06/2014 |
3.99$ | 3.26 | 0.00% |
| 30Y | 4.79 |
10/1993 09/2023 |
4.06$ | 4.79 | 4.06$ | 4.79 | 4.06$ | 4.79 | 4.06$ | 4.79 |
10/1993 09/2023 |
4.06$ | 4.79 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -19.31 |
10/2021 09/2022 |
0.80$ | -3.27 | 0.96$ | 2.97 | 1.02$ | 9.83 | 1.09$ | 19.98 |
01/1995 12/1995 |
1.19$ | -2.65 | 33.24% |
| 2Y | -11.37 |
10/2021 09/2023 |
0.78$ | -1.36 | 0.97$ | 3.63 | 1.07$ | 7.73 | 1.16$ | 12.92 |
10/2000 09/2002 |
1.27$ | -11.37 | 24.93% |
| 3Y | -7.88 |
10/2020 09/2023 |
0.78$ | -0.40 | 0.98$ | 3.45 | 1.10$ | 6.93 | 1.22$ | 12.13 |
06/2000 05/2003 |
1.40$ | -7.88 | 19.69% |
| 5Y | -2.28 |
10/2018 09/2023 |
0.89$ | 0.03 | 1.00$ | 3.11 | 1.16$ | 6.32 | 1.35$ | 8.83 |
01/2000 12/2004 |
1.52$ | -2.28 | 14.29% |
| 7Y | -2.36 |
10/2016 09/2023 |
0.84$ | 0.41 | 1.02$ | 3.34 | 1.25$ | 5.94 | 1.49$ | 8.11 |
04/1997 03/2004 |
1.72$ | -2.36 | 13.00% |
| 10Y | -1.76 |
10/2012 09/2022 |
0.83$ | 1.42 | 1.15$ | 2.81 | 1.31$ | 5.33 | 1.68$ | 7.18 |
11/1994 10/2004 |
2.00$ | -1.28 | 7.47% |
| 15Y | 0.17 |
03/2008 02/2023 |
1.02$ | 1.69 | 1.28$ | 3.24 | 1.61$ | 5.04 | 2.09$ | 5.67 |
12/1994 11/2009 |
2.28$ | 0.37 | 0.00% |
| 20Y | 0.68 |
10/2003 09/2023 |
1.14$ | 2.22 | 1.55$ | 3.31 | 1.91$ | 4.09 | 2.23$ | 4.71 |
12/1994 11/2014 |
2.51$ | 0.68 | 0.00% |
| 30Y | 2.20 |
10/1993 09/2023 |
1.92$ | 2.20 | 1.92$ | 2.20 | 1.92$ | 2.20 | 1.92$ | 2.20 |
10/1993 09/2023 |
1.92$ | 2.20 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -13.10 |
01/2022 12/2022 |
0.86$ | -0.97 | 0.99$ | 6.40 | 1.06$ | 15.12 | 1.15$ | 40.52 |
04/1985 03/1986 |
1.40$ | 0.70 | 17.40% |
| 2Y | -6.24 |
10/2021 09/2023 |
0.87$ | 1.20 | 1.02$ | 6.93 | 1.14$ | 12.02 | 1.25$ | 23.83 |
03/1985 02/1987 |
1.53$ | -6.24 | 7.92% |
| 3Y | -2.67 |
10/2020 09/2023 |
0.92$ | 2.00 | 1.06$ | 6.84 | 1.21$ | 10.89 | 1.36$ | 17.65 |
09/1990 08/1993 |
1.62$ | -2.67 | 4.19% |
| 5Y | -0.28 |
12/2012 11/2017 |
0.98$ | 2.48 | 1.13$ | 7.11 | 1.40$ | 10.06 | 1.61$ | 14.27 |
09/1988 08/1993 |
1.94$ | 1.62 | 1.72% |
| 7Y | 0.61 |
02/2012 01/2019 |
1.04$ | 3.07 | 1.23$ | 6.91 | 1.59$ | 10.03 | 1.95$ | 13.02 |
01/1985 12/1991 |
2.35$ | 1.06 | 0.00% |
| 10Y | 0.72 |
10/2012 09/2022 |
1.07$ | 3.38 | 1.39$ | 7.56 | 2.07$ | 9.34 | 2.44$ | 11.39 |
03/1985 02/1995 |
2.94$ | 1.43 | 0.00% |
| 15Y | 2.51 |
09/2008 08/2023 |
1.45$ | 4.01 | 1.80$ | 7.37 | 2.90$ | 9.48 | 3.88$ | 10.29 |
10/1987 09/2002 |
4.34$ | 2.66 | 0.00% |
| 20Y | 3.26 |
10/2003 09/2023 |
1.89$ | 5.06 | 2.68$ | 6.82 | 3.73$ | 8.54 | 5.15$ | 10.27 |
03/1985 02/2005 |
7.06$ | 3.26 | 0.00% |
| 30Y | 4.79 |
10/1993 09/2023 |
4.06$ | 5.82 | 5.45$ | 6.72 | 7.03$ | 7.17 | 7.97$ | 8.32 |
03/1985 02/2015 |
10.99$ | 4.79 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -19.31 |
10/2021 09/2022 |
0.80$ | -2.94 | 0.97$ | 3.92 | 1.03$ | 12.05 | 1.12$ | 37.42 |
04/1985 03/1986 |
1.37$ | -2.65 | 30.84% |
| 2Y | -11.37 |
10/2021 09/2023 |
0.78$ | -0.92 | 0.98$ | 4.07 | 1.08$ | 9.10 | 1.19$ | 20.68 |
03/1985 02/1987 |
1.45$ | -11.37 | 21.04% |
| 3Y | -7.88 |
10/2020 09/2023 |
0.78$ | -0.01 | 0.99$ | 3.92 | 1.12$ | 7.68 | 1.24$ | 13.96 |
09/1990 08/1993 |
1.48$ | -7.88 | 15.35% |
| 5Y | -2.28 |
10/2018 09/2023 |
0.89$ | 0.57 | 1.02$ | 4.30 | 1.23$ | 6.88 | 1.39$ | 9.87 |
09/1988 08/1993 |
1.60$ | -2.28 | 10.59% |
| 7Y | -2.36 |
10/2016 09/2023 |
0.84$ | 1.13 | 1.08$ | 4.33 | 1.34$ | 6.86 | 1.59$ | 8.75 |
01/1985 12/1991 |
1.79$ | -2.36 | 9.42% |
| 10Y | -1.76 |
10/2012 09/2022 |
0.83$ | 1.62 | 1.17$ | 4.75 | 1.59$ | 6.45 | 1.86$ | 7.52 |
03/1985 02/1995 |
2.06$ | -1.28 | 5.20% |
| 15Y | 0.17 |
03/2008 02/2023 |
1.02$ | 1.95 | 1.33$ | 4.82 | 2.02$ | 6.24 | 2.48$ | 7.08 |
04/1989 03/2004 |
2.79$ | 0.37 | 0.00% |
| 20Y | 0.68 |
10/2003 09/2023 |
1.14$ | 2.83 | 1.74$ | 4.40 | 2.36$ | 5.55 | 2.94$ | 7.05 |
03/1985 02/2005 |
3.90$ | 0.68 | 0.00% |
| 30Y | 2.20 |
10/1993 09/2023 |
1.92$ | 3.22 | 2.58$ | 4.16 | 3.40$ | 4.45 | 3.69$ | 5.49 |
03/1985 02/2015 |
4.96$ | 2.20 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the iShares TIPS Bond (TIP) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares TIPS Bond (TIP) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.77
80% |
-0.29
40% |
0.19
40% |
0.51
80% |
0.15
60% |
-0.20
60% |
1.93
100% |
-0.28
40% |
-2.18
0% |
0.06
40% |
0.94
100% |
0.21
80% |
| Best |
2.1 2020 |
0.9 2020 |
2.9 2023 |
3.0 2020 |
1.8 2019 |
1.0 2020 |
4.3 2022 |
2.3 2019 |
-0.4 2020 |
1.4 2022 |
1.8 2022 |
1.1 2020 |
| Worst |
-2.1 2022 |
-1.7 2021 |
-1.9 2022 |
-2.2 2022 |
-1.7 2023 |
-3.1 2022 |
0.0 2023 |
-3.7 2022 |
-6.7 2022 |
-1.5 2018 |
0.3 2019 |
-1.3 2022 |
Monthly Seasonality over the period Feb 1985 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.08
80% |
-0.17
50% |
0.26
44% |
0.51
80% |
0.14
50% |
0.04
60% |
1.07
80% |
-0.04
50% |
-1.49
10% |
0.15
60% |
0.17
70% |
-0.16
50% |
| Best |
3.2 2015 |
1.2 2016 |
2.9 2023 |
3.0 2020 |
2.0 2014 |
2.2 2016 |
4.3 2022 |
2.3 2019 |
0.8 2016 |
1.4 2022 |
1.8 2022 |
1.1 2020 |
| Worst |
-2.1 2022 |
-1.7 2021 |
-1.9 2022 |
-2.2 2022 |
-1.7 2023 |
-3.1 2022 |
-0.5 2018 |
-3.7 2022 |
-6.7 2022 |
-1.5 2018 |
-2.1 2016 |
-1.5 2013 |
Monthly Seasonality over the period Feb 1985 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.95
79% |
0.28
59% |
0.20
51% |
0.27
64% |
0.70
64% |
0.75
67% |
0.84
72% |
0.63
62% |
0.12
59% |
0.62
71% |
0.64
76% |
0.69
61% |
| Best |
4.5 1988 |
7.0 1986 |
5.9 2009 |
3.0 2020 |
7.7 1985 |
5.4 1986 |
4.7 1997 |
3.6 2002 |
3.2 1988 |
5.8 1987 |
4.1 2007 |
6.5 2008 |
| Worst |
-3.4 1992 |
-3.7 1985 |
-4.2 1994 |
-4.8 2004 |
-4.2 2013 |
-3.8 2013 |
-4.5 2003 |
-3.7 2022 |
-6.7 2022 |
-8.1 2008 |
-2.3 2001 |
-2.3 2006 |
Monthly Seasonality over the period Feb 1985 - Sep 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares TIPS Bond (TIP) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES TIPS BOND (TIP) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
231 Positive Months (64%) - 129 Negative Months (36%)
306 Positive Months (66%) - 159 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
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