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FlexShares iBoxx 3-Year Target Duration TIPS Index...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L5066

CUSIP

33939L506

Issuer

Northern Trust

Inception Date

Sep 19, 2011

Region

North America (U.S.)

Leveraged

1x

Index Tracked

iBoxx 3-Year Target Duration TIPS

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TDTT vs. SPIP TDTT vs. TLTE TDTT vs. BKLN TDTT vs. IQDF TDTT vs. FLTR TDTT vs. STIP TDTT vs. SCHQ TDTT vs. VOO TDTT vs. TLH TDTT vs. VTIP
Popular comparisons:
TDTT vs. SPIP TDTT vs. TLTE TDTT vs. BKLN TDTT vs. IQDF TDTT vs. FLTR TDTT vs. STIP TDTT vs. SCHQ TDTT vs. VOO TDTT vs. TLH TDTT vs. VTIP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares iBoxx 3-Year Target Duration TIPS Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.13%
11.50%
TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund)
Benchmark (^GSPC)

Returns By Period

FlexShares iBoxx 3-Year Target Duration TIPS Index Fund had a return of 4.19% year-to-date (YTD) and 6.12% in the last 12 months. Over the past 10 years, FlexShares iBoxx 3-Year Target Duration TIPS Index Fund had an annualized return of 2.32%, while the S&P 500 had an annualized return of 11.13%, indicating that FlexShares iBoxx 3-Year Target Duration TIPS Index Fund did not perform as well as the benchmark.


TDTT

YTD

4.19%

1M

-0.13%

6M

3.13%

1Y

6.12%

5Y (annualized)

3.37%

10Y (annualized)

2.32%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of TDTT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.47%-0.51%0.59%-0.49%1.21%0.67%1.24%0.54%1.13%-0.89%4.19%
20230.98%-0.72%2.50%0.19%-0.94%-0.51%0.44%-0.03%-0.60%0.19%1.50%1.37%4.41%
2022-0.80%1.08%-1.08%-0.17%0.28%-1.92%2.64%-1.83%-3.92%0.98%0.72%-0.49%-4.58%
20210.71%-0.10%0.46%1.14%0.71%-0.10%1.62%-0.04%-0.15%0.65%-0.02%0.49%5.50%
20200.85%0.52%-1.84%1.53%0.96%0.88%1.23%1.33%-0.31%-0.26%0.65%1.16%6.85%
20190.97%0.08%1.06%0.43%0.82%0.80%0.06%0.81%-0.45%0.07%0.14%0.84%5.75%
2018-0.41%-0.17%0.74%-0.09%0.25%0.40%-0.46%0.53%-0.44%-0.65%0.20%0.35%0.25%
20170.53%0.12%0.36%-0.29%-0.01%-0.63%0.32%0.30%-0.22%0.16%-0.23%0.03%0.43%
20161.08%0.16%1.10%-0.04%-0.16%0.97%-0.02%-0.46%0.81%-0.12%-0.48%0.32%3.19%
20151.28%-0.33%-0.53%0.94%-0.20%0.04%-0.41%-0.49%0.08%0.04%-0.25%-0.62%-0.45%
20140.12%0.24%-0.32%0.48%0.68%0.35%-0.43%-0.05%-1.16%0.16%-0.20%-1.58%-1.72%
20130.04%-0.08%0.24%-0.55%-1.06%-1.12%0.89%-0.59%0.20%0.16%-0.08%-0.20%-2.16%

Expense Ratio

TDTT has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for TDTT: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TDTT is 71, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TDTT is 7171
Combined Rank
The Sharpe Ratio Rank of TDTT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TDTT is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TDTT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TDTT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TDTT is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TDTT, currently valued at 2.14, compared to the broader market0.002.004.002.142.46
The chart of Sortino ratio for TDTT, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.0012.003.463.31
The chart of Omega ratio for TDTT, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.46
The chart of Calmar ratio for TDTT, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.673.55
The chart of Martin ratio for TDTT, currently valued at 12.28, compared to the broader market0.0020.0040.0060.0080.00100.0012.2815.76
TDTT
^GSPC

The current FlexShares iBoxx 3-Year Target Duration TIPS Index Fund Sharpe ratio is 2.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FlexShares iBoxx 3-Year Target Duration TIPS Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.14
2.46
TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares iBoxx 3-Year Target Duration TIPS Index Fund provided a 3.83% dividend yield over the last twelve months, with an annual payout of $0.91 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.91$0.92$1.64$1.19$0.30$0.47$0.59$0.46$0.25$0.00$0.21$0.05

Dividend yield

3.83%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%0.85%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares iBoxx 3-Year Target Duration TIPS Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.12$0.17$0.19$0.12$0.07$0.04$0.06$0.05$0.82
2023$0.00$0.00$0.00$0.11$0.14$0.09$0.13$0.07$0.09$0.06$0.13$0.09$0.92
2022$0.00$0.14$0.05$0.16$0.19$0.30$0.11$0.25$0.31$0.00$0.00$0.15$1.64
2021$0.00$0.00$0.00$0.07$0.12$0.15$0.18$0.17$0.21$0.10$0.03$0.17$1.19
2020$0.00$0.00$0.00$0.07$0.07$0.00$0.00$0.00$0.00$0.04$0.07$0.05$0.30
2019$0.00$0.00$0.00$0.00$0.00$0.14$0.14$0.06$0.01$0.05$0.00$0.09$0.47
2018$0.00$0.00$0.00$0.06$0.11$0.06$0.10$0.12$0.04$0.01$0.02$0.08$0.59
2017$0.00$0.00$0.00$0.09$0.07$0.01$0.06$0.01$0.02$0.00$0.04$0.16$0.46
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.09$0.07$0.00$0.00$0.07$0.25
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.06$0.05$0.06$0.02$0.00$0.00$0.02$0.21
2013$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.05

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.01%
-1.40%
TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares iBoxx 3-Year Target Duration TIPS Index Fund. 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 FlexShares iBoxx 3-Year Target Duration TIPS Index Fund was 6.97%, occurring on Sep 27, 2022. Recovery took 433 trading sessions.

The current FlexShares iBoxx 3-Year Target Duration TIPS Index Fund drawdown is 1.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.97%Mar 14, 2022137Sep 27, 2022433Jun 18, 2024570
-6.62%Mar 6, 20208Mar 17, 202052Jun 1, 202060
-4.75%Sep 17, 2012828Dec 31, 2015790Feb 22, 20191618
-2.59%Nov 18, 202158Feb 10, 202212Mar 1, 202270
-1.51%Oct 4, 20117Oct 12, 201113Oct 31, 201120

Volatility

Volatility Chart

The current FlexShares iBoxx 3-Year Target Duration TIPS Index Fund volatility is 0.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.55%
4.07%
TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund)
Benchmark (^GSPC)