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iShares TIPS Bond ETF (TIP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642871762
CUSIP464287176
IssueriShares
Inception DateDec 4, 2003
RegionNorth America (U.S.)
CategoryInflation-Protected Bonds
Index TrackedBarclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L)
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

TIP features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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.


iShares TIPS Bond ETF

Popular comparisons: TIP vs. VTIP, TIP vs. STIP, TIP vs. SPIP, TIP vs. SCHP, TIP vs. TLT, TIP vs. BND, TIP vs. IEF, TIP vs. TIPZ, TIP vs. DBC, TIP vs. VGSH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares TIPS Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%2024FebruaryMarchAprilMayJune
99.34%
414.80%
TIP (iShares TIPS Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares TIPS Bond ETF had a return of 0.99% year-to-date (YTD) and 2.72% in the last 12 months. Over the past 10 years, iShares TIPS Bond ETF had an annualized return of 1.81%, while the S&P 500 had an annualized return of 10.88%, indicating that iShares TIPS Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.99%14.57%
1 month0.99%2.97%
6 months1.05%14.93%
1 year2.72%24.71%
5 years (annualized)1.96%13.14%
10 years (annualized)1.81%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.33%-1.05%0.65%-1.69%1.78%0.99%
20232.08%-1.35%2.86%0.05%-1.20%-0.34%0.04%-0.81%-1.92%-0.72%2.78%2.44%3.80%
2022-2.06%0.86%-1.88%-2.18%-0.99%-3.12%4.31%-2.70%-6.73%1.42%1.83%-1.32%-12.26%
20210.27%-1.69%-0.26%1.43%1.02%0.73%2.68%-0.16%-0.78%1.11%0.86%0.40%5.68%
20202.14%0.92%-1.76%3.03%0.65%0.99%2.33%0.89%-0.38%-0.68%1.21%1.10%10.84%
20191.42%-0.17%1.98%0.22%1.75%0.75%0.31%2.33%-1.11%-0.03%0.29%0.35%8.35%
2018-0.85%-1.03%1.01%-0.13%0.33%0.65%-0.53%0.64%-0.97%-1.52%0.48%0.53%-1.42%
20170.89%0.41%0.00%0.45%-0.04%-0.87%0.46%1.04%-0.70%0.24%0.09%0.94%2.92%
20161.57%1.22%1.67%0.21%-0.64%2.25%0.64%-0.34%0.75%-0.54%-2.07%-0.04%4.68%
20153.23%-1.29%-0.48%0.68%-1.01%-1.02%0.54%-0.95%-0.52%0.30%-0.14%-1.01%-1.75%
20142.10%0.44%-0.53%1.32%2.00%0.37%-0.09%0.61%-2.59%0.90%0.16%-1.05%3.59%
2013-0.52%0.19%0.21%0.79%-4.19%-3.80%0.90%-1.83%1.76%0.34%-1.06%-1.45%-8.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TIP is 20, indicating that it is in the bottom 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TIP is 2020
TIP (iShares TIPS Bond ETF)
The Sharpe Ratio Rank of TIP is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of TIP is 1919Sortino Ratio Rank
The Omega Ratio Rank of TIP is 1818Omega Ratio Rank
The Calmar Ratio Rank of TIP is 1919Calmar Ratio Rank
The Martin Ratio Rank of TIP is 2323Martin 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 iShares TIPS Bond ETF (TIP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TIP
Sharpe ratio
The chart of Sharpe ratio for TIP, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Sortino ratio
The chart of Sortino ratio for TIP, currently valued at 0.64, compared to the broader market0.005.0010.000.64
Omega ratio
The chart of Omega ratio for TIP, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.07
Calmar ratio
The chart of Calmar ratio for TIP, currently valued at 0.16, compared to the broader market0.005.0010.0015.0020.000.16
Martin ratio
The chart of Martin ratio for TIP, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.36

Sharpe Ratio

The current iShares TIPS Bond ETF Sharpe ratio is 0.40. 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 iShares TIPS Bond ETF 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 Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.40
2.24
TIP (iShares TIPS Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares TIPS Bond ETF granted a 3.19% dividend yield in the last twelve months. The annual payout for that period amounted to $3.41 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.41$2.94$7.41$5.53$1.49$2.04$2.97$2.37$1.67$0.37$1.87$1.26

Dividend yield

3.19%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for iShares TIPS Bond ETF. 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$0.06$0.69$0.73$1.48
2023$0.00$0.00$0.00$0.13$0.57$0.31$0.50$0.22$0.32$0.17$0.45$0.26$2.94
2022$0.00$0.44$0.23$0.80$0.94$1.37$0.57$1.15$1.44$0.00$0.00$0.48$7.41
2021$0.00$0.00$0.00$0.30$0.52$0.68$0.83$0.78$0.90$0.43$0.12$0.97$5.53
2020$0.00$0.13$0.00$0.18$0.30$0.00$0.00$0.00$0.00$0.42$0.32$0.16$1.49
2019$0.00$0.00$0.00$0.00$0.03$0.64$0.61$0.27$0.06$0.20$0.02$0.21$2.04
2018$0.00$0.02$0.00$0.29$0.50$0.34$0.43$0.47$0.39$0.10$0.09$0.34$2.97
2017$0.00$0.00$0.00$0.16$0.28$0.26$0.29$0.22$0.24$0.05$0.22$0.66$2.37
2016$0.00$0.00$0.00$0.00$0.00$0.04$0.51$0.46$0.42$0.00$0.00$0.24$1.67
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.06$0.00$0.00$0.37
2014$0.00$0.00$0.00$0.00$0.26$0.65$0.34$0.36$0.19$0.00$0.00$0.06$1.87
2013$0.08$0.31$0.29$0.15$0.07$0.10$0.05$0.12$0.09$1.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-8.50%
-0.41%
TIP (iShares TIPS Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares TIPS Bond 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 TIPS Bond ETF was 14.56%, occurring on Nov 24, 2008. Recovery took 214 trading sessions.

The current iShares TIPS Bond ETF drawdown is 8.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.56%Mar 11, 2008181Nov 24, 2008214Oct 1, 2009395
-14.51%Nov 10, 2021479Oct 6, 2023
-11.2%Mar 9, 20208Mar 18, 202028Apr 28, 202036
-11.06%Dec 11, 2012185Sep 5, 20131393Mar 20, 20191578
-6.3%Mar 18, 200437May 10, 200493Sep 22, 2004130

Volatility

Volatility Chart

The current iShares TIPS Bond ETF volatility is 1.48%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
1.48%
2.38%
TIP (iShares TIPS Bond ETF)
Benchmark (^GSPC)