Vanguard har gjort en studie över detta. Jag har inte läst studien annat än slutsatserna. Jag säger inte att man ska köpa short-term för att få bäst avkastning, det vet jag inget om, men det verkar som om den klassen har störst korrelation mot inflationen.
TIPS and Duration: Should I buy Short-Term TIPS? (fiphysician.com)
“We found that the return on a short-term TIPS benchmark (of 0-to-5-year
maturities) has been more highly correlated to actual monthly and yearly
CPI (Consumer Price Index) inflation than other segments of the U.S. TIPS
market over the past decade. Although, in practice, all TIPS securities
receive the same CPI principal adjustment, short-term TIPS returns tend to most
closely track actual CPI inflation because of their lower duration and greater
responsiveness to temporary, unexpected inflation spikes.”