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IQ Real Return ETF (CPI)

ETF · Currency in USD · Last updated Mar 2, 2024

CPI is a passive ETF by New York Life tracking the investment results of the IQ Real Return Index. CPI launched on Oct 27, 2009 and has a 0.38% expense ratio.

Summary

ETF Info

ISINUS45409B6020
CUSIP45409B602
IssuerNew York Life
Inception DateOct 27, 2009
RegionNorth America (U.S.)
CategoryHedge Fund
Index TrackedIQ Real Return Index
Asset ClassAlternatives

Expense Ratio

The IQ Real Return ETF has a high expense ratio of 0.38%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.38%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in IQ Real Return ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
-88.55%
341.82%
CPI (IQ Real Return ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with CPI

IQ Real Return ETF

Popular comparisons: CPI vs. BND, CPI vs. STIP, CPI vs. VGIT, CPI vs. IYR

Return


PeriodReturnBenchmark
Year-To-DateN/A7.70%
1 monthN/A6.01%
6 monthsN/A13.76%
1 yearN/A29.03%
5 years (annualized)N/A12.89%
10 years (annualized)N/A10.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.51%-1.76%-1.05%3.46%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for IQ Real Return ETF (CPI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CPI
IQ Real Return ETF
^GSPC
S&P 500
2.44

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.501.001.50Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
0.80
1.73
CPI (IQ Real Return ETF)
Benchmark (^GSPC)

Dividend History

IQ Real Return ETF granted a 2.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.57 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$0.57$0.83$0.11$0.27$0.59$0.35$0.29$0.00$0.00$0.03$0.03

Dividend yield

2.21%3.36%0.38%0.99%2.13%1.31%1.07%0.00%0.00%0.01%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for IQ Real Return ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.07$0.00$0.00$0.21$0.03$0.07$0.03$0.06$0.03$0.07
2022$0.00$0.00$0.00$0.09$0.08$0.08$0.10$0.10$0.17$0.00$0.00$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2013$0.03

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
-89.44%
-2.05%
CPI (IQ Real Return ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the IQ Real Return ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IQ Real Return ETF was 90.45%, occurring on Sep 30, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.45%Jan 2, 20151861Sep 30, 2022
-4.12%Oct 5, 2012175Jun 24, 2013250Jun 30, 2014425
-3.54%Dec 3, 200914Dec 22, 2009187Sep 28, 2010201
-1.75%Nov 25, 201411Dec 15, 201410Dec 31, 201421
-1.59%Feb 27, 201255May 16, 201252Aug 1, 2012107

Volatility Chart

The current IQ Real Return ETF volatility is 1.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
1.05%
2.61%
CPI (IQ Real Return ETF)
Benchmark (^GSPC)