iShares TIPS Bond ETF (TIP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares TIPS Bond ETF (TIP): 1Y return 3.1%, Sharpe ratio 0.88, volatility 3.4%, max drawdown -2.0%. 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: -4.72, Volatility: 2.5%, Max Drawdown: -0.5%
- YTD
- Return: 0.8%, Sharpe: 0.44, Volatility: 3.5%, Max Drawdown: -2.0%
- 1Y
- Return: 3.1%, Sharpe: 0.88, Volatility: 3.4%, Max Drawdown: -2.0%
- 5Y
- Return: 2.9%, Sharpe: 0.12, Volatility: 6.1%, Max Drawdown: -14.5%
- 10Y
- Return: 25.5%, Sharpe: 0.42, 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.