FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF)
Description
The investment seeks to track the performance of the iBoxx 5-Year Target Duration TIPS. The TDTF ETF contains 25 constituents. It is focused on holdings in the region.
Price $23.40 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 7.37% |
| Expense ratio | 0.18% |
| Average spread | 0.043% |
| 1Y roundtrip cost | 0.223% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.6% | 1.0% | -2.0% | -1.4% | -0.3% | -2.8% | 4.6% | -2.7% | -6.1% | 0.0% | -11.4% | ||
| 2021 | 0.6% | -1.1% | 0.1% | 1.6% | 0.8% | 0.1% | 2.8% | -0.3% | -0.6% | 0.7% | 0.1% | 0.2% | 4.9% |
| 2020 | 1.8% | 0.8% | -1.6% | 2.1% | 0.9% | 1.1% | 2.0% | 1.4% | -0.5% | -0.5% | 0.9% | 1.4% | 9.6% |
| 2019 | 1.4% | -0.1% | 1.8% | 0.3% | 1.5% | 1.2% | 0.2% | 1.6% | -0.9% | -0.1% | 0.1% | 0.8% | 7.8% |
| 2018 | -1.0% | -0.7% | 0.9% | -0.1% | 0.3% | 0.6% | -0.6% | 0.6% | -0.9% | -1.2% | 0.5% | 0.7% | -0.8% |
| 2017 | 0.8% | 0.1% | 0.2% | 0.2% | 0.1% | -1.0% | 0.7% | 0.7% | -0.7% | 0.2% | -0.1% | 0.6% | 1.9% |
| 2016 | 1.8% | 0.5% | 1.6% | 0.1% | -0.6% | 1.9% | 0.2% | -0.7% | 1.0% | -0.0% | -1.6% | 0.2% | 4.4% |
| 2015 | 2.9% | -0.9% | -0.4% | 1.0% | -0.4% | -0.4% | -0.2% | -0.4% | -0.2% | -0.1% | -0.3% | -0.9% | -0.3% |
| 2014 | 1.0% | 0.3% | -0.9% | 1.0% | 1.5% | 0.4% | -0.6% | 0.0% | -1.9% | 0.4% | 0.0% | -1.8% | -0.5% |
| 2013 | -0.3% | 0.1% | 0.5% | -0.4% | -2.4% | -2.7% | 1.1% | -1.2% | 1.3% | 0.4% | -0.2% | -1.3% | -5.3% |
| 2012 | 1.9% | -0.2% | -0.5% | 1.5% | 0.4% | -0.2% | 0.9% | 0.3% | 0.5% | 0.3% | 0.5% | -0.1% | 5.4% |
| 2011 | 0.5% | 0.7% | 0.1% | 1.3% | |||||||||
| 9.2% | -0.2% | -0.3% | 6.0% | 1.8% | -1.9% | 11.0% | -0.6% | -9.0% | 0.7% | 0.5% | -0.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.15 | 0.06 | 0.18 | 0.21 | 0.31 | 0.12 | 0.27 | 0.34 | 1.64 | ||||
| 2021 | 0.08 | 0.13 | 0.16 | 0.19 | 0.18 | 0.21 | 0.10 | 0.04 | 0.05 | 1.14 | |||
| 2020 | 0.07 | 0.07 | 0.05 | 0.07 | 0.03 | 0.29 | |||||||
| 2019 | 0.11 | 0.14 | 0.06 | 0.01 | 0.05 | 0.00 | 0.03 | 0.39 | |||||
| 2018 | 0.08 | 0.11 | 0.06 | 0.10 | 0.11 | 0.05 | 0.01 | 0.02 | 0.04 | 0.57 | |||
| 2017 | 0.11 | 0.08 | 0.02 | 0.07 | 0.02 | 0.02 | 0.06 | 0.13 | 0.51 | ||||
| 2016 | 0.11 | 0.10 | 0.08 | 0.06 | 0.34 | ||||||||
| 2015 | 0.05 | 0.05 | |||||||||||
| 2014 | 0.12 | 0.07 | 0.07 | 0.03 | 0.01 | 0.30 | |||||||
| 2013 | 0.03 | 0.01 | 0.04 | ||||||||||
| 2012 | 0.02 | 0.13 | 0.07 | 0.05 | 0.28 | ||||||||
| 2011 | 0.03 | 0.02 | 0.04 | ||||||||||
| 0.00 | 0.15 | 0.06 | 0.51 | 0.61 | 0.96 | 0.87 | 0.81 | 0.79 | 0.21 | 0.22 | 0.42 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| TDTF | GTIP | SWAN | TIP | TIPX | TIPZ | |
|---|---|---|---|---|---|---|
| Product name | FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | iShares Global Inflation-Linked Bond ETF | Amplify BlackSwan Growth & Treasury Core ETF | iShares TIPS Bond ETF | SPDR Barclays 1-10 Year TIPS ETF | PIMCO Broad U.S. TIPS Index Exchange-Traded Fund |
| Issuer | FlexShares | Goldman Sachs | Amplify | iShares | SPDR | PIMCO |
| Price | $23.4 | $47.635 | $24.07 | $105.06 | $18.26 | $53.37 |
| Expense Ratio | 0.18% |  0.12% |  0.49% | 0.19% | 0.15% | 0.2% |
| Average Spread | 0.043% | 0.021% | 0.125% | 0.010% | 0.055% | 0.075% |
| AUM | $598,661,000 | $131,520,000 | $613,597,000 | $29,408,600,000 | $862,273,000 | $170,444,000 |
| Shares | 25,583,811 | 2,761,001 | 25,492,170 | 279,921,899 | 47,221,959 | 3,193,622 |
| Average Daily Volume | 230,723 | 41,261 | 114,810 | 4,031,217 | 573,727 | 84,427 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-09-19 | 2018-10-02 | 2018-11-06 | 2003-12-04 | 2013-05-29 | 2009-09-03 |
| Index Tracked | iBoxx 5-Year Target Duration TIPS | FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index | S-Network BlackSwan Core Index | Bloomberg US Treasury Inflation Protected Notes (TIPS) | Bloomberg 1-10 Year U.S. Government Inflation-Linked Bond Index | ICE BofAML US Inflation-Linked Treasury Index |
| Category | Inflation-Protected Bonds | Inflation-Protected Bonds | Diversified Portfolio | Inflation-Protected Bonds | Inflation-Protected Bonds | Inflation-Protected Bonds |
| Asset Class | Bond | Bond | Multi-Asset | Bond | Bond | Bond |
| Asset Class Size | ||||||
| Value or Growth | ||||||
| Region | ||||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.725 | $3.491 | $2.008 | $8.022 | $1.268 | $4.368 |
| Annual Dividend Yield | 0.074% | 0.073% | 0.083% | 0.076% | 0.069% | 0.082% |
| Number of Holdings | 25 | 25 | 50 | 32 | 36 | |
| YTD Return | -11.14% | -13.73% | -29.43% | -13.78% | -8.80% | -14.57% |
| Beta | 0.15 | 0.21 | 0.44 | 0.24 | 0.19 | 0.24 |
| Upside Beta | 0.08 | 0.06 | 0.12 | 0.16 | 0.08 | 0.07 |
| Downside Beta | -0.01 | 0.10 | 0.13 | 0.10 | 0.00 | -0.03 |
| Volatility 1Y | 7.84% | 8.63% | 12.99% | 8.78% | 6.62% | 9.18% |
| Sharpe Ratio 3Y | -0.07 | -0.18 | -0.40 | -0.19 | 0.08 | -0.22 |
| Treynor Ratio 3Y | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 | 0.00 |