Find A Portfolio/Ticker
Comparison Box
IGOV: iShares International Treasury Bond ETF (ETF)
Basic Info 39.1 0.29(0.75%) May 03
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | (74%) |
Start Date: | 01/29/2009 |
Last Dividend Date: | 12/15/2022 |
12-Mo. Yield | 0.00% |
Expenses | 0.35% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/29/2009 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | -5.4 | -3.6 | -9.5 | -4.1 | -2.4 | -4.0 | 0.6 | 5.6 | -22.1 | -9.2 | 10.9 | 3.8 | -2.6 | 11.5 | 1.5 | -6.9 | -1.0 | -0.1 | 7.6 | 5.6 | 4.3 | 11.9 |
Sharpe Ratio | NA | -2.96 | -0.9 | -1.19 | -0.65 | -0.42 | NA | 0.0 | 0.13 | -1.79 | -1.51 | 1.28 | 0.44 | -0.65 | 1.53 | 0.15 | -0.75 | -0.17 | -0.01 | 0.95 | 0.54 | 0.43 | 0.05 |
Draw Down(%) | NA | 7.2 | 10.0 | 33.2 | 35.9 | 35.9 | NA | 51.0 | 10.9 | 29.1 | 10.6 | 11.1 | 3.9 | 9.5 | 4.6 | 13.0 | 8.6 | 8.1 | 6.7 | 4.6 | 10.0 | 10.0 | 51.0 |
Standard Deviation(%) | NA | 8.3 | 9.5 | 10.5 | 9.3 | 8.4 | NA | 62.0 | 10.5 | 13.2 | 6.1 | 8.3 | 5.4 | 6.0 | 7.1 | 8.5 | 9.3 | 6.2 | 7.7 | 8.0 | 10.3 | 9.7 | 249.6 |
Treynor Ratio | NA | -0.07 | -0.07 | -0.1 | -0.05 | -0.03 | NA | 0.0 | 0.01 | -0.19 | -0.08 | 0.12 | 0.02 | -0.05 | 0.11 | 0.01 | -0.06 | -0.01 | 0.0 | 0.08 | 0.05 | 0.05 | 0.25 |
Alpha | NA | -0.03 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.08 | 0.02 | 0.01 | 0.0 | 0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.02 | 0.01 | 0.0 | 0.02 | 1.3 |
Beta | NA | 3.75 | 1.22 | 1.2 | 1.11 | 1.06 | NA | 0.99 | 1.16 | 1.22 | 1.16 | 0.9 | 1.01 | 0.87 | 1.0 | 1.0 | 1.09 | 0.94 | 0.91 | 0.94 | 1.17 | 0.92 | 0.52 |
RSquared | NA | 0.3 | 0.69 | 0.85 | 0.84 | 0.85 | NA | 0.01 | 0.88 | 0.91 | 0.86 | 0.88 | 0.78 | 0.81 | 0.88 | 0.91 | 0.91 | 0.74 | 0.75 | 0.45 | 0.78 | 0.81 | 0.0 |
Yield(%) | N/A | 0.0 | 0.0 | 0.2 | 0.1 | 0.4 | 2.0 | N/A | 0.0 | 0.1 | 0.4 | 0.0 | 0.2 | 0.3 | 0.4 | 1.4 | 0.4 | 2.5 | 2.6 | 4.3 | 7.9 | 4.8 | 4.2 |
Dividend Growth(%) | N/A | N/A | -100.0 | -11.1 | -80.9 | N/A | N/A | N/A | -100.0 | -80.0 | N/A | -100.0 | -20.0 | -6.2 | -73.8 | 221.1 | -84.8 | -6.0 | -39.0 | -46.2 | 61.4 | 26.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/29/2009
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See WORLD BOND Asset Class Trend Rankings |
Top Rated Funds in WORLD BOND
Best Mutual Funds
- RPIBX (T. ROWE PRICE INTERNATIONAL BOND FUND T. ROWE PRICE INTERNATIONAL BOND FUND) 0.58% (98%)
- IOSIX (VOYA GLOBAL BOND PORTFOLIO CLASS I) 0.63% (97%)
- DFGFX (DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO DFA TWO-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS) 0.10% (95%)
- OIBYX (Oppenheimer International Bond Y) 1.17% (94%)
- SDGIX (DREYFUS/STANDISH GLOBAL FIXED INCOME FUND DREYFUS/STANDISH GLOBAL FIXED INCOME FUND - CLASS I) 0.41% (94%)
- MAWIX (Blk Rk Sg Bf Ins) 0.39% (93%)
- PWFYX (PACE INTERNATIONAL FIXED INCOME INVESTMENTS CLASS Y) 0.52% (93%)
- RCWFX (CAPITAL WORLD BOND FUND CLASS R-5) 0.57% (91%)
- PFUIX (FOREIGN BOND FUND (UNHEDGED) INSTITUTIONAL) 0.40% (90%)
- VCIFX (INTERNATIONAL GOVERNMENT BOND FUND INTERNATIONAL GOVERNMENT BOND FUND) 0.51% (90%)
Best ETFs
- BWX (SPDR® Bloomberg International Treasury Bond ETF) 0.83% (97%)
- WIP (SPDR® FTSE International Government Inflation-Protected Bond ETF) 0.75% (95%)
- IGOV (iShares International Treasury Bond ETF) 0.75% (74%)
- ISHG (iShares 1-3 Year International Treasury Bond ETF) 0.64% (46%)
- BWZ (SPDR® Bloomberg Short Term International Treasury Bond ETF) 0.46% (45%)
- GTIP (Goldman Sachs Access Inflation Protected USD Bond ETF) 0.46% (43%)
- PICB (Invesco International Corporate Bond ETF) 0.55% (41%)
- IBND (SPDR® Bloomberg International Corporate Bond ETF) 0.84% (41%)
- HYXU (iShares International High Yield Bond ETF) 0.56% (40%)
- IHY (VanEck International High Yield Bond ETF) 0.34% (37%)
Best Closed End Funds
- FAX (Aberdeen Asia-Pacific IF Inc) 1.18% (100%)
- FCO (Aberdeen Global IF Inc) 0.36% (99%)
- FAM (First Trust/Aberdeen Global Opportunity Income Closed Fund) 0.80% (99%)
- MIN (MFS Intermediate Income Trust) 1.53% (98%)
- GDO (Western Asset Global Corporate Defined Opportunity Closed Fund) 0.84% (39%)
- PDI (PIMCO Dynamic Income Fund) 0.68% (39%)
- BWG (Brandywineglobal Global Income Opportunities Fund Inc) 1.61% (38%)