iShares TIPS Bond ETF (TIP)

120.25 +0.39  +0.33% NYSE Arca Mar 27, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 118.74
Discount or Premium to NAV 1.27%
Turnover Ratio 17.00%
1 Year Fund Level Flows -1.658B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.34% -0.87% -1.76% 36
3M 3.20% 2.00% 0.55% 34
6M 3.99% 2.64% 1.39% 34
YTD 3.27% 2.08% 0.57% 34
1Y 8.64% 7.21% 5.34% 31
3Y 3.86% 3.45% 2.75% 31
5Y 2.84% 2.60% 2.05% 28
10Y 3.56% 3.44% 2.94% 23
15Y 3.95% 3.88% 3.49% 16
20Y -- -- 4.23% --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.58% 2.73% 1.15%
Stock 0.00% 0.00% 0.00%
Bond 98.42% 98.42% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 26, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of March 26, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

TIP Bond Exposure

Government 97.31%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 2.69%
Derivative 0.00%
As of March 26, 2020

TIP Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of Dec. 31, 2019

TIP Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.01%
183 to 364 Days 0.00%
1 to 3 Years 17.74%
3 to 5 Years 16.82%
5 to 7 Years 24.98%
7 to 10 Years 23.34%
10 to 15 Years 0.00%
15 to 20 Years 0.43%
20 to 30 Years 16.67%
Over 30 Years 0.00%
As of March 26, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 0.63% 7.93% -- --
-- United States Treasury Notes 0.13% 5.87% -- --
-- United States Treasury Notes 0.38% 5.70% -- --
-- United States Treasury Notes 0.13% 5.56% -- --
-- United States Treasury Notes 0.13% 4.63% -- --
-- United States Treasury Notes 0.5% 4.52% -- --
-- United States Treasury Bonds 0.75% 4.44% -- --
-- United States Treasury Notes 0.38% 4.29% -- --
-- United States Treasury Notes 0.38% 3.61% -- --
-- United States Treasury Bonds 0.75% 3.56% -- --
As of March 26, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of Bloomberg Barclays U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L) which composed of inflation-protected U.S. Treasury bonds. The fund 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. It 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. It also may invest up to 5% of its assets in repurchase agreements collateralized by U.S. government obligations and in cash and cash equivalents.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Extensive Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Inflation-Protected Bond
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc US Treasury US TIPS TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 8.67 yrs
Scott Radell 9.67 yrs

Net Fund Flows

1M -49.41M
3M 487.07M
6M 689.48M
YTD 125.56M
1Y -1.658B
3Y -2.053B
5Y 7.851B
10Y -1.538B
As of Feb. 29, 2020

Risk Info

Beta (5Y) 0.9194
Max Drawdown (All) 14.58%
Historical Sharpe Ratio (10Y) 0.6458
Historical Sortino (All) 0.5405
30-Day Rolling Volatility 22.46%
Daily Value at Risk (VaR) 1% (All) 0.96%
Monthly Value at Risk (VaR) 1% (All) 4.19%

Fundamentals

Dividend Yield TTM (3-27-20) 1.81%
30-Day SEC Yield (3-27-20) 3.43%
7-Day SEC Yield --
Current Yield --
Yield to Maturity 1.74%
Effective Duration 7.390
Average Coupon 0.74%
Average Credit Score 1.00 (AAA)
Average Price 108.42
Number of Holdings 44
As of March 26, 2020

Comparables

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Attributes

Key Dates
Inception Date 12/4/2003
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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