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TIPS Bond ETF

for period ending October 31, 2021
 
This portfolio ingredient is provided by iShares.
TIP is the ticker for this portfolio ingredient. This ticker appears in the scatterplots below and on the Summary Page showing all portfolio ingredients. You can invest in this portfolio ingredient using the ticker "TIP" at your favorite brokerage. See How to Invest (below) for more details on how buy this portfolio ingredient.
 
Use this page to find a high return, lower risk portfolio ingredients that you can use in constructing your own portfolio. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. vizmetrics applies the choose – invest – rebalancetm process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost. viz, upgrade, upgrade2
 

How to Choose

Risk vs. return for TIP:   The scatterplots below show the best portfolio ingredients as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio ingredient. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.

For more metrics (Total Return, Risk and Volatility, Correlation) scroll down on this page. The Summary Page compares all portfolio ingredients.
Maximum Drawdown vs. Annual Return
TIPPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
 
Description   TIPS Bond ETF gives investors access to fixed income securities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Asset Classes, Fixed Income

Peer Group   Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of inflation-protected U.S. Treasury bonds. The fund seeks to track the investment results of the Barclays U.S. Treasury Inflation Protected Securities Index, which measures the performance of the inflation-protected public obligations of the U.S. Treasury. It generally invests at least 90% of its assets in the bonds of the underlying index and at least 95% of its assets in U.S. government bonds. The fund may invest up to 10% of its assets in U.S. government bonds not included in the underlying index, but which BFA believes will help the fund track the underlying index. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost
 

How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "TIP" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
 

How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.

Compare: Risk vs. Return

for period ending October 31, 2021
Downside Deviation vs. Annual Return
TIPPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
TIPPeer groupAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
M-squared
 1 year3 year5 year7 year10 year15 year
TIP-19.9%13.0%-4.0%-2.7%-8.6%-0.2%
Peer Group* average-20.7%-8.6%-10.5%-8.4%-9.6%-3.6%
60% Equity / 40% Bonds-5.7%2.3%0.4%0.9%0.8%2.2%
Global Equities (ACWI)-5.0%-2.9%-3.1%-3.6%-4.7% 
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)-44.5%1.7%-9.1%-4.2%-6.0%3.8%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Alpha
 1 year3 year5 year7 year10 year15 year
TIP2.1%5.6%2.0%2.0%1.4%2.8%
Peer Group* average-0.8%-2.8%-3.1%-2.9%-3.1%-1.6%
60% Equity / 40% Bonds-3.3%1.6%0.4%0.7%0.6%1.5%
Global Equities (ACWI)-3.3%-2.4%-2.5%-3.0%-4.0% 
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)-5.5%4.2%1.5%2.1%2.1%3.1%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Sharpe
 1 year3 year5 year7 year10 year15 year
TIP1.651.780.900.780.550.64
Peer Group* average1.290.690.500.410.480.46
60% Equity / 40% Bonds2.501.211.161.021.230.79
Global Equities (ACWI)2.460.970.960.750.86 
U.S. Equities (SPY)2.721.101.140.971.170.68
U.S. Bonds (BND)-0.121.220.580.680.740.89
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Sortino
 1 year3 year5 year7 year10 year15 year
TIP3.484.021.601.430.840.98
Peer Group* average5.2%1.2%0.8%0.7%0.8%0.7%
60% Equity / 40% Bonds7.152.011.881.672.061.19
Global Equities (ACWI)7.651.511.461.151.33 
U.S. Equities (SPY)7.711.771.811.571.941.01
U.S. Bonds (BND)-0.172.580.971.191.261.62
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
VizMetricsTM Score This is a 0 to 100 score that measures risk-adjusted return
 1 year3 year5 year7 year10 year15 year
TIP391008810088100
Peer Group* average577665797774
60% Equity / 40% Bonds61100100100100100
Global Equities (ACWI)761009710098 
U.S. Equities (SPY)8310010010010093
U.S. Bonds (BND)28998010093100
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Total Return

for period ending October 31, 2021
5-year graph TIPGlobal equities (ACWI)U.S. equities (SPY)U.S. bonds (BND)60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
 Year-to-dateOct 20211 year3 year5 year7 year10 year15 year
TIP4.3%1.1%6.8%8.2%4.5%3.8%2.9%4.4%
Peer Group* average11.1%2.8%24.8%10.1%8.0%5.6%6.2%6.3%
60% Equity / 40% Bonds12.5%4.0%24.5%15.5%12.7%10.2%10.9%8.4%
Global Equities (ACWI)16.9%5.4%36.8%17.5%14.9%10.7%11.4% 
U.S. Equities (SPY)24.0%7.0%42.6%21.4%18.8%14.6%16.1%10.5%
U.S. Bonds (BND)-1.8%0.1%-0.4%5.7%3.1%3.1%3.0%4.1%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Historical Return
 20162017201820192020
TIP4.7%2.9%-1.4%8.3%10.8%
Peer Group* average6.6%12.6%-6.2%15.9%8.8%
60% Equity / 40% Bonds8.8%13.9%-2.8%21.8%16.4%
Global Equities (ACWI)8.4%24.3%-9.1%26.6%16.3%
U.S. Equities (SPY)12.0%21.7%-4.6%31.2%18.4%
U.S. Bonds (BND)2.5%3.5%0.1%8.8%7.7%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Risk & Volatility

for period ending October 31, 2021
Maximum Drawdown
 1 year3 year5 year7 year10 year15 year
TIP-1.9%-1.9%-2.5%-4.8%-9.2%-12.1%
Peer Group* average-4.6%-18.3%-20.3%-21.4%-23.9%-42.7%
60% Equity / 40% Bonds-3.1%-12.7%-12.7%-12.7%-12.7%-32.2%
Global Equities (ACWI)-4.2%-21.0%-21.0%-21.0%-21.0% 
U.S. Equities (SPY)-4.7%-19.4%-19.4%-19.4%-19.4%-50.8%
U.S. Bonds (BND)-3.6%-3.9%-3.9%-3.9%-4.0%-4.0%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Standard Deviation
 1 year3 year5 year7 year10 year15 year
TIP4.1%4.2%3.9%3.9%4.4%5.9%
Peer Group* average14.6%16.5%14.0%13.0%12.3%15.9%
60% Equity / 40% Bonds10.5%13.3%10.9%9.9%9.1%10.5%
Global Equities (ACWI)17.0%20.1%16.5%15.3%14.5% 
U.S. Equities (SPY)18.1%22.0%18.0%16.4%15.0%16.9%
U.S. Bonds (BND)3.2%4.1%3.7%3.5%3.3%3.8%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Downside Deviation
 1 year3 year5 year7 year10 year15 year
TIP2.0%1.8%2.1%2.1%2.8%3.7%
Peer Group* average5.2%10.9%9.3%8.6%8.1%10.8%
60% Equity / 40% Bonds3.8%8.0%6.7%6.0%5.3%6.9%
Global Equities (ACWI)5.7%13.0%10.8%9.9%9.3% 
U.S. Equities (SPY)6.7%13.7%11.3%10.1%9.0%11.3%
U.S. Bonds (BND)2.4%1.9%2.1%1.9%1.9%2.0%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Beta
 1 year3 year5 year7 year10 year15 year
TIP0.110.080.080.070.060.08
Peer Group* average0.550.580.570.550.560.73
60% Equity / 40% Bonds0.650.630.630.620.620.63
Global Equities (ACWI)0.940.930.920.940.96 
U.S. Equities (SPY)1.001.001.001.001.001.00
U.S. Bonds (BND)0.120.030.030.020.010.01
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Correlation

for period ending October 31, 2021
 1 year3 year5 year7 year10 year15 year
to Global Stocks (ACWI)0.340.350.330.290.22 
to S&P500 (SPY)0.360.370.320.260.170.21
to U.S. Bonds (BND)0.870.840.850.840.830.76
to Commodities (DBC)-0.080.060.090.100.080.28
to Gold (GLD)0.510.580.590.590.510.52