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Issuer
iShares
Inception Date
Sep 19, 2023
Leveraged
1x (No leverage)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

IBIJ Performance Chart

iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) is up 1.6% since the beginning of the year. IBIJ is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) has returned 1.61% so far this year and 4.51% over the past 12 months.


iShares iBonds Oct 2033 Term TIPS ETF

1D
0.09%
1M
-0.33%
YTD
1.61%
6M
1.33%
1Y
4.51%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.18%
1M
-1.84%
YTD
8.69%
6M
7.74%
1Y
20.53%
3Y*
18.69%
5Y*
11.60%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIJ Monthly Returns History

Based on dividend-adjusted daily data since Sep 21, 2023, IBIJ's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Dec 2023 with a return of +3.7%, while the worst month was Oct 2024 at -2.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, IBIJ closed higher 52% of trading days. The best single day was Dec 13, 2023 with a return of +1.7%, while the worst single day was Apr 7, 2025 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%1.53%-1.60%1.40%0.04%-0.33%1.61%
20251.08%2.65%1.00%0.11%-0.45%1.39%0.10%2.23%0.11%0.34%0.46%-0.68%8.59%
20240.25%-1.67%1.02%-2.58%1.98%1.10%2.22%0.84%1.80%-2.65%0.48%-1.92%0.69%
2023-0.94%-1.41%3.64%3.71%4.98%

Benchmark Metrics

iShares iBonds Oct 2033 Term TIPS ETF has an annualized alpha of 4.79%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 21, 2023.

  • This ETF participated in 27.00% of S&P 500 Index downside but only 23.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.79%
Beta
0.05
0.02
Upside Capture
23.27%
Downside Capture
27.00%

Expense Ratio

IBIJ has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

IBIJ ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IBIJ Risk / Return Rank: 3838
Overall Rank
IBIJ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBIJ Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBIJ Omega Ratio Rank: 3232
Omega Ratio Rank
IBIJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBIJ Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBIJBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.95

2.27

-0.31

Martin ratioReturn relative to average drawdown

6.23

9.90

-3.66

Dividends

Dividend History

iShares iBonds Oct 2033 Term TIPS ETF provided a 3.93% dividend yield over the last twelve months, with an annual payout of $1.03 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.03$1.20$1.10$0.16

Dividend yield

3.93%4.66%4.42%0.60%

Monthly Dividends

The table displays the monthly dividend distributions for iShares iBonds Oct 2033 Term TIPS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.08$0.00$0.00$0.08
2025$0.00$0.00$0.00$0.26$0.00$0.00$0.38$0.00$0.00$0.25$0.00$0.31$1.20
2024$0.00$0.00$0.00$0.18$0.00$0.00$0.51$0.00$0.00$0.20$0.00$0.21$1.10
2023$0.16$0.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares iBonds Oct 2033 Term TIPS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares iBonds Oct 2033 Term TIPS ETF was 5.27%, occurring on Jan 14, 2025. Recovery took 52 trading sessions.

The current iShares iBonds Oct 2033 Term TIPS ETF drawdown is 0.61%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-5.27%Jan 2025
3mo 14d2mo 16d
6moOct 2024 - Mar 2025
2024 pullback2024
-3.68%Apr 2024
3mo 29d2mo 11d
6mo 10dDec 2023 - Jul 2024
2025 selloff2025
-3.48%Apr 2025
7d2mo 16d
2mo 23dApr 2025 - Jun 2025
2023 pullback2023
-3.27%Oct 2023
11d1mo 3d
1mo 14dSep 2023 - Nov 2023
2026 pullback2026
-2.32%Mar 2026
24d1mo 6d
2moMar 2026 - May 2026

Drawdown Indicators


IBIJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.27%

-56.78%

+51.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-9.10%

+6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.61%

-2.23%

+1.62%

Average Drawdown

Average peak-to-trough decline

-1.29%

-10.71%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.08%

-1.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IBIJ

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