Barclays Capital U.S. Treasury TIPS
This index measures returns of the Treasury market as defined by the Barclays Capital U.S. Treasury Inflation Protected Securities Index. The TIPS Index has an effective duration of 8 years and an average weighted maturity of 9.1 years. The index is comprised of 36 different holdings (12/31/2012).
Barclays Capital U.S. TIPS Index [2004–2012]
|
2004 |
8.5% |
2007 |
11.6% |
2010 |
6.3% |
|
2005 |
2.8% |
2008 |
-2.4% |
2011 |
13.6% |
|
2006 |
0.4% |
2009 |
11.4% |
2012 |
7.0% |
Barclays Capital U.S. Treasury ETF (symbol TIP) seeks to match the index’s performance. Portfolio maturity is: 36% (0–5 years), 34% (5–10 years), 12% (10–15 years), 10% (15–20 years), 0% (20-25 years), and 7% (25+ years). The fund’s top 10 holdings equal 46% of the total portfolio.
Performance History [12/31/2012]
|
|
2012 |
3 Year |
5 Year |
10 Year |
|
ETF |
6.8% |
8.7% |
6.9% |
— |
|
Index |
7.0% |
8.9% |
7.0% |
6.6% |
Fundamentals and ETF Profile [12/31/2012]
|
Inception (symbol: TIP) |
12/2003 |
Distribution Yield |
0.1% |
|
ETF Credit Rating (S&P) |
AAA |
30-Day SEC Yield |
-3.8% |
|
Standard Deviation (3 year) |
4.5% |
Largest Sector (Treasurys) |
100% |
|
Average Weighted Maturity |
8.9 years |
Total Holdings |
37 |
|
Effective Duration |
8.0 years |
Assets |
$22 billion |
|
Average Weighted Coupon |
1.6% |
Expense Ratio |
0.2% |