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US PCE Inflation Flat: Avoid TIPS ETFs

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The Federal Reserve’s preferred measure of inflation, the core Personal Consumption Expenditures (PCE) index, remained unchanged in June, per data released on August 1, 2017. Excluding food prices and fuel, core PCE measure was 1.5% in June, flat month on month.


However, it is still far from Fed’s 2% target. Although headline PCE reached 2.1% in February, it has since then declined steadily to settle at 1.4% in June. Moreover, in June 2017, the producer price index (PPI), a measure of wholesale price inflation, grew 2% year over year compared with 2.4% in May. It increased 0.1% in June on a monthly basis (read: ETFs to Buy or Avoid After Strong Q2 GDP).


Although 244,000 people applied for jobless benefits in the week ended July 22, 2017 compared with 234,000 in the previous week, the labor market gives a healthy picture. New claims have been under 300,000 for 125 straight weeks, per Marketwatch. However, wage growth is sluggish. Therefore, consumers are cautious about increasing spending (read: ETFs to Win or Lose Post June Jobs Data).    


This weighs on consumers ability to sustain further rate hikes and reduces the odds of another liftoff by the Federal Reserve this year. The Federal Reserve has hiked rates four times since December 2015. FOMC data shows that there is a 47% chance of a 25 basis point rate hike in December.


Let us now discuss a few inflation-protected ETFs (see all Inflation-Protected Bond ETFs here).


iShares TIPS Bond ETF (TIP - Free Report)


This fund focuses on providing exposure to TIPS, U.S. government bonds that adjusts its principal based on inflation numbers. It thus protects investors from unexpected increases in inflation.


It has AUM of $23.15 billion and charges a fee of 20 basis points a year. The fund has a weighted average maturity of 8.47 years, while it has an effective duration of 7.76 years. It has a dividend yield of 1.86%. TIP has returned 0.33% year to date but has lost 1.71% in the last one year (as of August 1, 2017).


Vanguard Short-Term Inflation-Protected Securities ETF (VTIP - Free Report)


This ETF focuses on providing exposure to short-term TIPS, whose face value is indexed to inflation.


It has AUM of $20.4 billion and is a relatively cheaper bet as it charges a fee of 7 basis points a year. The fund has an average effective maturity of 2.6 years and an average duration of 2.6 years as well. It has a dividend yield of 0.76%. VTIP has returned 0.49% year to date and 0.10% in the last one year (as of August 1, 2017).


Schwab U.S. TIPS ETF (SCHP - Free Report)


This fund seeks to invest in TIPS and track the performance of Bloomberg Barclays U.S. Treasury Inflation Protected Securities (TIPS) Index.


It has AUM of $2.14 billion and is a cheaper bet as it charges a fee of 5 basis points a year. The fund has a weighted average maturity of 8.5 years and an effective duration of 7.8 years. It has a dividend yield of 1.96%. SCHP has returned 0.69% year to date but has lost 2.18% in the last one year (as of August 1, 2017).


FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT - Free Report)


This fund seeks to invest in inflation protected securities and track the performance of the iBoxx 3-Year Target Duration TIPS Index.


It has AUM of $2.07 billion and charges a fee of 20 basis points a year. The fund has a weighted average maturity of 3.13 years and a modified adjusted duration of 3.12 years. It has a dividend yield of 1.84%. TDTT lost 0.53% year to date and 0.73% in the last one year (as of August 1, 2017).


Bottom Line


Inflation numbers have been consistently weak, raising concerns in the markets. Therefore, the outlook for further rate hikes and the inflation figure reaching Fed’s 2% target has been clouded. As a result, given the current market environment, we believe it is best to avoid inflation-protected securities for now.


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