iShares TIPS Bond ETF (TIP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares TIPS Bond ETF (TIP): 1Y return -2.2%, Sharpe ratio -0.60, volatility 3.4%, max drawdown -4.0%. A ETF in the Fixed Income asset class. Compare TIP with other assets and invest through your own broker with pfolio.
iShares TIPS Bond ETF (TIP) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
TIP Performance
- MTD
- Return: 0.4%, Sharpe: 4.92, Volatility: 2.8%, Max Drawdown: -0.3%
- YTD
- Return: -1.7%, Sharpe: -0.57, Volatility: 3.6%, Max Drawdown: -4.0%
- 1Y
- Return: -2.2%, Sharpe: -0.60, Volatility: 3.4%, Max Drawdown: -4.0%
- 5Y
- Return: -1.0%, Sharpe: -0.00, Volatility: 6.1%, Max Drawdown: -14.5%
- 10Y
- Return: 23.0%, Sharpe: 0.38, Volatility: 5.6%, Max Drawdown: -14.5%
Frequently Asked Questions
- What is iShares TIPS Bond ETF (TIP)?
- iShares TIPS Bond ETF (TIP) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does TIP compare to other assets?
- You can compare TIP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in TIP through pfolio?
- pfolio helps you build diversified portfolios that may include TIP. You invest through your own broker — pfolio provides the analytics.