SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX)
TIPX is a passive ETF by State Street tracking the investment results of the Bloomberg US Govt Inflation-Linked (1-10 Y). TIPX launched on May 29, 2013 and has a 0.15% expense ratio.
ETF Info
ISIN | US78468R8613 |
---|---|
CUSIP | 78468R861 |
Issuer | State Street |
Inception Date | May 29, 2013 |
Region | North America (U.S.) |
Category | Inflation-Protected Bonds |
Index Tracked | Bloomberg US Govt Inflation-Linked (1-10 Y) |
Asset Class | Bond |
Expense Ratio
The SPDR Bloomberg Barclays 1-10 Year TIPS ETF features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Bloomberg Barclays 1-10 Year TIPS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR Bloomberg Barclays 1-10 Year TIPS ETF had a return of 0.27% year-to-date (YTD) and 2.22% in the last 12 months. Over the past 10 years, SPDR Bloomberg Barclays 1-10 Year TIPS ETF had an annualized return of 2.25%, while the S&P 500 had an annualized return of 10.96%, indicating that SPDR Bloomberg Barclays 1-10 Year TIPS ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 0.27% | 10.04% |
1 month | 1.08% | 3.53% |
6 months | 4.25% | 22.79% |
1 year | 2.22% | 32.16% |
5 years (annualized) | 2.86% | 13.15% |
10 years (annualized) | 2.25% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.38% | -0.80% | ||||||||||
2023 | -0.35% | -1.10% | -0.03% | 1.87% | 1.92% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 0.55 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
SPDR Bloomberg Barclays 1-10 Year TIPS ETF granted a 3.56% dividend yield in the last twelve months. The annual payout for that period amounted to $0.66 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.66 | $0.66 | $1.12 | $0.90 | $0.35 | $0.50 | $0.36 | $0.55 | $0.20 | $0.01 | $0.29 | $0.05 |
Dividend yield | 3.56% | 3.57% | 6.08% | 4.26% | 1.68% | 2.52% | 1.90% | 2.84% | 1.04% | 0.06% | 1.52% | 0.25% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR Bloomberg Barclays 1-10 Year TIPS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.14 | $0.10 | $0.05 | $0.09 | $0.04 | $0.06 | $0.03 | $0.08 | $0.06 |
2022 | $0.00 | $0.04 | $0.02 | $0.13 | $0.15 | $0.23 | $0.08 | $0.18 | $0.23 | $0.00 | $0.00 | $0.05 |
2021 | $0.00 | $0.00 | $0.00 | $0.06 | $0.07 | $0.10 | $0.13 | $0.13 | $0.14 | $0.07 | $0.01 | $0.20 |
2020 | $0.00 | $0.01 | $0.00 | $0.05 | $0.05 | $0.00 | $0.00 | $0.00 | $0.07 | $0.08 | $0.05 | $0.04 |
2019 | $0.00 | $0.00 | $0.00 | $0.03 | $0.08 | $0.11 | $0.10 | $0.05 | $0.01 | $0.04 | $0.01 | $0.07 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.08 | $0.08 | $0.04 | $0.01 | $0.02 | $0.10 |
2017 | $0.00 | $0.00 | $0.00 | $0.08 | $0.06 | $0.01 | $0.05 | $0.02 | $0.02 | $0.00 | $0.04 | $0.27 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.11 | $0.00 | $0.00 | $0.04 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.05 | $0.05 | $0.03 | $0.00 | $0.00 | $0.08 |
2013 | $0.02 | $0.00 | $0.00 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR Bloomberg Barclays 1-10 Year 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 SPDR Bloomberg Barclays 1-10 Year TIPS ETF was 10.06%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current SPDR Bloomberg Barclays 1-10 Year TIPS ETF drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-10.06% | Mar 9, 2022 | 143 | Sep 30, 2022 | — | — | — |
-7.95% | Mar 6, 2020 | 9 | Mar 18, 2020 | 49 | May 28, 2020 | 58 |
-5.26% | Aug 19, 2014 | 253 | Dec 16, 2015 | 114 | Jun 10, 2016 | 367 |
-4.95% | Jun 6, 2013 | 37 | Sep 10, 2013 | 125 | Jun 30, 2014 | 162 |
-3.96% | Jul 7, 2016 | 100 | Dec 16, 2016 | 551 | Mar 8, 2019 | 651 |
Volatility
Volatility Chart
The current SPDR Bloomberg Barclays 1-10 Year TIPS ETF volatility is 0.87%, 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.