iShares TIPS Bond ETF

10-Year Study

TIP.US · · US · ETF

Executive Summary: iShares TIPS Bond ETF has compounded at 2.6% annually over the last 10 years, with a maximum drawdown of 13.9% and an annualized volatility of 6.8%.

1Y CAGR
+4.5%
3Y CAGR
+3.7%
5Y CAGR
+1.0%
10Y CAGR
+2.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +10.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.3-1.40.8————————1.2%
20251.42.20.70.1-0.60.90.01.60.40.30.2-0.66.8%
20240.3-1.00.6-1.71.80.81.70.81.5-1.80.5-1.71.7%
20232.1-1.42.90.1-1.2-0.30.0-0.8-1.9-0.72.82.43.8%
2022-2.10.9-1.9-2.2-1.0-3.14.3-2.7-6.71.41.8-1.3-12.3%
20210.3-1.7-0.31.41.00.72.7-0.2-0.81.10.90.45.7%
20202.10.9-1.83.00.71.02.30.9-0.4-0.71.21.110.8%
20191.4-0.22.00.21.80.70.32.3-1.1-0.00.30.38.3%
2018-0.9-1.01.0-0.10.30.6-0.50.6-1.0-1.50.50.5-1.4%
20170.90.40.00.4-0.0-0.90.51.0-0.70.20.10.92.9%
2016———0.2-0.62.20.6-0.30.8-0.5-2.1-0.00.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.8%. The dominant macroeconomic risk driver is TIP.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110020.933701055152
2016-05-019956.38135752442
2016-06-0110180.296574295504
2016-07-0110245.312822558759
2016-08-0110210.206831924996
2016-09-0110286.855491356295
2016-10-0110231.221716308339
2016-11-0110019.286839254692
2016-12-0110015.192879990165
2017-01-0110104.575724329252
2017-02-0110146.176381218353
2017-03-0110146.176381218353
2017-04-0110191.82460689873
2017-05-0110187.742245252515
2017-06-0110099.461174653175
2017-07-0110146.037209798596
2017-08-0110251.331986463261
2017-09-0110179.333971975515
2017-10-0110203.352639501953
2017-11-0110212.120438946658
2017-12-0110307.626825755064
2018-01-0110219.983624162942
2018-02-0110114.364114185511
2018-03-0110216.481143432386
2018-04-0110203.155479990628
2018-05-0110236.742182625378
2018-06-0110302.987778429824
2018-07-0110248.096250953904
2018-08-0110314.14468724703
2018-09-0110214.196412624704
2018-10-0110059.066670068634
2018-11-0110107.289567014517
2018-12-0110161.056125514066
2019-01-0110305.805999679907
2019-02-0110288.17761984399
2019-03-0110491.37949030787
2019-04-0110514.574726934079
2019-05-0110698.791296219408
2019-06-0110778.988826854518
2019-07-0110812.911860420345
2019-08-0111064.97449683733
2019-09-0110942.608026015776
2019-10-0110939.4418762163
2019-11-0110971.474497997091
2019-12-0111009.491490827444
2020-01-0111244.656397362238
2020-02-0111348.350702699694
2020-03-0111148.860070096005
2020-04-0111486.513129663694
2020-05-0111561.294572546583
2020-06-0111675.20637961788
2020-07-0111946.671831472688
2020-08-0112052.987198548908
2020-09-0112007.420156196724
2020-10-0111926.213632768375
2020-11-0112070.174868888926
2020-12-0112202.666060497817
2021-01-0112235.162587011133
2021-02-0112028.678590564643
2021-03-0111997.133068753
2021-04-0112168.661843603799
2021-05-0112293.278252378093
2021-06-0112382.498730060795
2021-07-0112713.877478121094
2021-08-0112693.01336277582
2021-09-0112594.004495236859
2021-10-0112733.755795909754
2021-11-0112843.886779410983
2021-12-0112895.658547560673
2022-01-0112630.154271518802
2022-02-0112738.209281341984
2022-03-0112499.298344092058
2022-04-0112226.475970894619
2022-05-0112105.14168810293
2022-06-0111727.975542942502
2022-07-0112233.457737119106
2022-08-0111902.612479501211
2022-09-0111101.321432630595
2022-10-0111259.01424883386
2022-11-0111465.370671478908
2022-12-0111314.323290569047
2023-01-0111549.244647119267
2023-02-0111392.989935586827
2023-03-0111719.323719680928
2023-04-0111725.42406691362
2023-05-0111585.197263889888
2023-06-0111545.77695924365
2023-07-0111550.508787515397
2023-08-0111456.602872034198
2023-09-0111237.03676213053
2023-10-0111155.807043465555
2023-11-0111465.544635753602
2023-12-0111744.792089496503
2024-01-0111784.119613196233
2024-02-0111660.651368634937
2024-03-0111736.047485288422
2024-04-0111537.647028806166
2024-05-0111742.704518200144
2024-06-0111832.110557775857
2024-07-0112036.506982925988
2024-08-0112132.709226833178
2024-09-0112314.397515326255
2024-10-0112086.921829733046
2024-11-0112147.125066396366
2024-12-0111938.889829584597
2025-01-0112102.48583350923
2025-02-0112363.559819355496
2025-03-0112447.596161652244
2025-04-0112463.287739229874
2025-05-0112384.528313265588
2025-06-0112500.759643999509
2025-07-0112501.88461297588
2025-08-0112703.520804967491
2025-09-0112757.380144413544
2025-10-0112798.528494188435
2025-11-0112826.304790048318
2025-12-0112746.94228793175
2026-01-0112813.04871231644
2026-02-0112975.415368699883
2026-03-0112799.131570340716
2026-04-0112895.39180233947
Annual Return Matrix
YearAnnual Return
20170.02919903283631875
2018-0.014219635879208492
20190.08349873820527254
20200.10837690102803266
20210.056790252525732665
2022-0.12262539762195768
20230.03804635839655268
20240.01652628148791835
20250.06768237833511104
20260.011645892093531174
Total Factor Risk
0.06760207895800699
VTI.US Exposure
-2.0211409886171512e-16
VEA.US Exposure
-2.427002984260101e-16
VWO.US Exposure
-2.2713222076502774e-17
QQQ.US Exposure
1.2743586256516204e-16
VTV.US Exposure
9.35358747446571e-17
IJR.US Exposure
-1.5350029453667312e-16
QUAL.US Exposure
1.5209628296324198e-16
SHV.US Exposure
1.6046875351810917e-18
TLT.US Exposure
3.680576410870034e-16
LQD.US Exposure
1.8392347067618427e-17
HYG.US Exposure
-5.624896486501361e-17
GLD.US Exposure
1.3178399058883156e-16
USO.US Exposure
-1.816521844317781e-17
VNQ.US Exposure
1.518596639270726e-16
BTC-USD.CC Exposure
-5.999212371217271e-18
CPER.US Exposure
8.788271588119347e-18
VIX.INDX Exposure
1.4591033925814957e-17
UUP.US Exposure
7.268703146372278e-17
TIP.US Exposure
0.9999978118358614
Idiosyncratic Exposure
0.000002188164138169034
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.40%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares TIPS Bond ETF a high-risk investment?

iShares TIPS Bond ETF (TIP.US) has an annualized volatility of 6.8% and experienced a maximum drawdown of 13.9% over the last 10 years. Its primary macro risk driver is TIP.US.

What is the 10-year return of TIP.US?

Over the past 10 years, TIP.US has generated a Compound Annual Growth Rate (CAGR) of 2.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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