IQ Real Return ETF (CPI)
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.
ETF Info
US45409B6020
45409B602
Oct 27, 2009
North America (U.S.)
1x
IQ Real Return Index
Expense Ratio
CPI features an expense ratio of 0.38%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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.
Returns By Period
CPI
N/A
N/A
N/A
N/A
N/A
N/A
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
Monthly Returns
The table below presents the monthly returns of CPI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.58% | -1.62% | 2.52% | 0.00% | -1.35% | 2.03% | 2.05% | -0.51% | -1.76% | -1.05% | 3.46% | 6.47% | |
| 2022 | -0.99% | 0.08% | 1.53% | -2.93% | 0.07% | -4.44% | 3.83% | -2.39% | -6.29% | 3.89% | 2.26% | -2.23% | -7.88% |
| 2021 | -0.86% | 0.49% | -0.26% | 0.64% | 0.20% | 0.15% | 0.42% | 0.20% | -0.36% | 0.64% | -0.36% | 0.69% | 1.58% |
| 2020 | -0.18% | -1.67% | -3.82% | 1.99% | 0.62% | 0.48% | 0.50% | 0.07% | -0.21% | -0.39% | 1.22% | 0.34% | -1.17% |
| 2019 | 2.30% | 0.97% | 0.22% | 0.87% | -1.28% | 1.47% | 0.19% | -0.16% | 0.40% | 0.48% | 0.59% | 0.84% | 7.05% |
| 2018 | 1.12% | -0.72% | -0.11% | 0.04% | 0.70% | 0.10% | 0.43% | 0.45% | 0.37% | -1.89% | -0.39% | -1.75% | -1.69% |
| 2017 | 0.21% | 0.90% | -0.13% | 0.34% | 0.22% | -0.14% | 0.61% | 0.17% | -0.28% | 0.28% | 0.72% | 0.04% | 2.98% |
| 2016 | -0.72% | -0.00% | -89.85% | -0.05% | -0.19% | 0.73% | 0.47% | -0.26% | 0.17% | -0.69% | -0.07% | 0.56% | -89.86% |
| 2015 | -2.10% | 0.15% | -0.11% | 0.66% | -0.28% | -0.45% | 0.34% | -1.42% | -0.46% | 1.64% | -0.11% | -0.26% | -2.43% |
| 2014 | 0.61% | 0.88% | 0.09% | 0.30% | 0.68% | 0.53% | -0.50% | 0.88% | -0.96% | 0.75% | 0.40% | 1.50% | 5.28% |
| 2013 | 0.12% | -0.08% | 0.41% | 0.19% | -1.12% | -1.78% | 1.08% | -0.70% | 0.13% | 0.99% | -0.59% | -0.47% | -1.85% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for IQ Real Return ETF (CPI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
| Period | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.83 | $0.11 | $0.27 | $0.59 | $0.35 | $0.29 | $0.00 | $0.00 | $0.03 | $0.03 |
Dividend yield | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.07 | $0.00 | $0.00 | $0.21 | $0.03 | $0.07 | $0.03 | $0.06 | $0.03 | $0.07 | $0.07 | $0.64 |
| 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 | $0.83 |
| 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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $0.03 |
| 2013 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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, 2015 | 1861 | Sep 30, 2022 | — | — | — |
| -4.12% | Oct 5, 2012 | 175 | Jun 24, 2013 | 250 | Jun 30, 2014 | 425 |
| -3.54% | Dec 3, 2009 | 14 | Dec 22, 2009 | 187 | Sep 28, 2010 | 201 |
| -1.75% | Nov 25, 2014 | 11 | Dec 15, 2014 | 10 | Dec 31, 2014 | 21 |
| -1.59% | Feb 27, 2012 | 55 | May 16, 2012 | 52 | Aug 1, 2012 | 107 |
Volatility
Volatility Chart
The current IQ Real Return ETF volatility is 1.43%, 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.