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iShares TIPS Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares TIPS ETF is an exchange-traded fund incorporated in the USA. The ETF will track the Barclays Capital US Treasury Inflation Notes Index. The Index measures the performance of inflation protected public obligation of the US Treasury, also known as "TIPS". |
| Category | Inflation Protected |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Dec 04, 2003 |
| Assets (mns) | $16,515 |
| Currency | USD |
| Expense ratio | 19 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 34 |
| No of distinct issuers | 2 |
| Inflation protected | 99% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 43% |
| UNITED STATES TREASUR 0.1% 4/15/21 | 9.0 % |
| UNITED STATES TREASUR 0.6% 1/15/26 | 7.8 % |
| UNITED STATES TREASUR 0.1% 4/15/20 | 5.9 % |
| UNITED STATES TREASUR 0.4% 7/15/25 | 5.8 % |
| UNITED STATES TREASUR 0.1% 7/15/26 | 5.7 % |
| UNITED STATES TREASUR 0.1% 7/15/24 | 5.6 % |
| UNITED STATES TREASUR 0.1% 4/15/22 | 4.4 % |
| UNITED STATES TREASUR 0.1% 1/15/23 | 4.1 % |
| UNITED STATES TREASUR 0.3% 1/15/25 | 4.1 % |
| UNITED STATES TREASUR 0.8% 2/15/45 | 4.0 % |
| TOTAL | 56.4 % |
|---|
| U.S. TREASURY | 99.1% |
 |
United States | 99.1 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.2% | 7.6% | 2.0% | 2.1% | 3.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.83 | 76% |
| S&P500 | 0.34 | 65% |
| MSCI EAFE | 0.32 | 59% |
| MSCI Emg. Mkts. | 0.26 | 38% |
| Recent close | $107.83 |
| 30d moving avg. | $109.43 |
| Annualized volatility | 7.3% |
| Short interest (ETF) | 3.6% |
| Relative strength (RSI) | 45 |
| Avg. volume (thou.) | 2,562 |
| Avg. daily value traded (mns) | $276 |
| Turnover | 1.7% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TIP | 7.6 yrs | Category Avg.* |
7.8 yrs |
| TIP | 7.6% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.01% | -13.8% | $92.91 |
| +200 bp | 3.01% | -11.2% | $95.73 |
| +150 bp | 2.51% | -9.2% | $97.95 |
| +100 bp | 2.01% | -6.6% | $100.70 |
| +75 bp | 1.76% | -5.1% | $102.28 |
| +50 bp | 1.51% | -3.6% | $104.00 |
| +25 bp | 1.26% | -1.8% | $105.85 |
| 0 bp | 1.01% | 0% | $107.83 |
| -25 bp | 0.76% | 2.0% | $109.95 |
| -50 bp | 0.51% | 4.1% | $112.20 |
| -75 bp | 0.26% | 6.3% | $114.59 |
| -100 bp | 0.01% | 8.6% | $117.12 |
| -150 bp | -0.49% | 13.7% | $122.57 |
| -200 bp | -0.99% | 19.2% | $128.56 |
| -300 bp | -1.99% | 31.8% | $142.16 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
290 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 19 | bp |
| Equals: ALTAR Score | 2.68 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The iShares TIPS Bond ETF is classified as a Inflation Protected fund. | |