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Issuer
iShares
Inception Date
Oct 7, 2022
Leveraged
1x (No leverage)
Index Tracked
iShares France Govt Bond UCITS ETF GBP Hedged (Dist)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FRGP.L Performance Chart

iShares France Govt Bond UCITS ETF GBP Hedged (Dist) (FRGP.L) is up 0.7% since the beginning of the year. FRGP.L is currently trading at £5 per share.


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S&P 500 Index

Returns By Period

iShares France Govt Bond UCITS ETF GBP Hedged (Dist) (FRGP.L) has returned 0.66% so far this year and 1.92% over the past 12 months.


iShares France Govt Bond UCITS ETF GBP Hedged (Dist)

1D
-0.15%
1M
-0.95%
6M
0.05%
YTD
0.66%
1Y
1.92%
3Y*
2.90%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRGP.L Monthly Returns History

Based on dividend-adjusted daily data since Oct 6, 2022, FRGP.L's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Dec 2023 with a return of +4.0%, while the worst month was Dec 2022 at -4.4%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FRGP.L closed higher 37% of trading days. The best single day was Mar 15, 2023 with a return of +2.5%, while the worst single day was Mar 5, 2025 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.21%1.60%-2.76%0.61%1.21%0.21%-1.36%0.66%
20250.20%1.00%-1.59%2.42%-0.00%-0.24%-0.20%-0.80%0.61%1.21%0.20%-0.55%2.22%
2024-0.79%-1.19%0.80%-1.39%-0.20%-0.54%2.47%0.40%1.00%-0.79%2.00%-1.50%0.16%
20232.29%-2.64%2.51%0.00%0.61%-0.48%-0.21%0.41%-2.46%0.42%3.14%4.00%7.60%
20220.61%2.24%-4.37%-1.64%

Benchmark Metrics

iShares France Govt Bond UCITS ETF GBP Hedged (Dist) has an annualized alpha of 2.88%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.

  • This ETF participated in 32.44% of S&P 500 Index downside but only 20.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.88%
Beta
0.01
0.00
Upside Capture
20.27%
Downside Capture
32.44%

Return for Risk

Risk / Return Rank

FRGP.L ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FRGP.L Risk / Return Rank: 1616
Overall Rank
FRGP.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FRGP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
FRGP.L Omega Ratio Rank: 1414
Omega Ratio Rank
FRGP.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
FRGP.L Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares France Govt Bond UCITS ETF GBP Hedged (Dist) (FRGP.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FRGP.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.51

2.50

-1.99

Martin ratioReturn relative to average drawdown

1.31

9.11

-7.80

Dividends

Dividend History

iShares France Govt Bond UCITS ETF GBP Hedged (Dist) provided a 2.91% dividend yield over the last twelve months, with an annual payout of £0.14 per share. The fund has been increasing its distributions for 2 consecutive years.


1.80%2.00%2.20%2.40%2.60%2.80%£0.00£0.05£0.10£0.15202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend£0.14£0.14£0.12£0.09

Dividend yield

2.91%2.83%2.36%1.82%

Monthly Dividends

The table displays the monthly dividend distributions for iShares France Govt Bond UCITS ETF GBP Hedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.07
2025£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00£0.07£0.14
2024£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.00£0.00£0.00£0.06£0.12
2023£0.05£0.00£0.00£0.00£0.00£0.00£0.05£0.09

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares France Govt Bond UCITS ETF GBP Hedged (Dist). 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 iShares France Govt Bond UCITS ETF GBP Hedged (Dist) was 6.67%, occurring on Mar 2, 2023. Recovery took 199 trading sessions.

The current iShares France Govt Bond UCITS ETF GBP Hedged (Dist) drawdown is 2.12%.


Drawdown

Fall

Recovery

Underwater

Related event

-6.67%Mar 2023
2mo 24d9mo 17d
1y 6dDec 2022 - Dec 2023
-4.24%Jul 2024
6mo 6d2mo 12d
8mo 18dDec 2023 - Sep 2024
-3.48%Jan 2025
1mo 4d3mo 10d
4mo 14dDec 2024 - Apr 2025
-3.35%Mar 2026
25d
4mo 16dMar 2026 - now
-2.21%Nov 2022
7d6d
13dOct 2022 - Nov 2022
Bear market2022

Drawdown Indicators


FRGP.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.67%

-37.07%

+30.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-8.03%

+4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-4.24%

-22.15%

+17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-2.12%

-1.42%

-0.70%

Average Drawdown

Average peak-to-trough decline

-2.09%

-5.29%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

2.20%

-0.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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