Rates

Real Yield

A bond yield net of expected inflation — the inflation-adjusted compensation for holding duration, observed directly via TIPS.

Definition

Real yield is the cleanest read on the cost of capital. It anchors discount rates for long-duration assets (growth stocks, gold, long credit) and tells you whether monetary policy is restrictive in real terms.

The US 10Y TIPS yield is the most-quoted benchmark; the 5Y TIPS is the most policy-sensitive.

Why it matters

Real yield is arguably the single most important variable in cross-asset pricing. A 100bp move in real yield has historically moved gold, the Nasdaq, and emerging-market equities materially.

Worked example

2022: 10Y real yield rose from −1.0% to +1.8%, driving a ~35% drawdown in the Nasdaq and a ~10% drop in gold despite high CPI prints.

Frequently asked

Why does real yield matter more than nominal?
Discount rates for real cash flows should be real. Nominal yield combines expected inflation with the real cost of capital.
How do you read TIPS yields?
Positive TIPS yield = positive real return if held to maturity. Negative TIPS yield = guaranteed loss in real terms.
What drives real yields?
Real growth expectations, the neutral rate, monetary policy stance, and term premium.
Why does gold track real yields?
Gold has no yield; its opportunity cost rises one-for-one with real yields, so they tend to move inversely.

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