- ISIN
- US4642881175
- CUSIP
- 464288117
- Issuer
- iShares
- Inception Date
- Jan 21, 2009
- Region
- Developed Markets (Global ex-U.S.)
- Category
- International Government Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE World Government Bond Index - Developed Markets Capped Select Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $2B
Highlights
- Avg. Volume (1M)
- 391K
- Avg. Volume Value (1M)
- $15.94M
Share Price Chart
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Performance
IGOV Performance Chart
iShares International Treasury Bond ETF (IGOV) is down 1.6% since the beginning of the year. IGOV is currently trading at $41 per share. Investors who bought $1,000 worth of IGOV shares 5 years ago would now be looking at an investment worth $790.
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Returns By Period
iShares International Treasury Bond ETF (IGOV) has returned -1.56% so far this year and 0.36% over the past 12 months. Over the last ten years, IGOV has returned -1.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
iShares International Treasury Bond ETF
- 1D
- -0.34%
- 1M
- 0.27%
- 6M
- -3.30%
- YTD
- -1.56%
- 1Y
- 0.36%
- 3Y*
- 2.06%
- 5Y*
- -4.61%
- 10Y*
- -1.64%
- ALL TIME*
- 0.11%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 18.15%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
IGOV Monthly Returns History
Based on dividend-adjusted daily data since Jan 29, 2009, IGOV's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +7.9%, while the worst month was Apr 2022 at -7.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 11 months.
On a daily basis, IGOV closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +3.6%, while the worst single day was Mar 10, 2020 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.80% | 1.37% | -4.49% | 2.00% | 0.24% | -2.26% | -0.05% | -1.56% | |||||
| 2025 | 0.44% | 0.70% | 1.44% | 6.34% | -0.38% | 3.21% | -3.85% | 2.33% | 0.46% | -1.01% | -0.17% | 0.35% | 9.96% |
| 2024 | -3.31% | -1.08% | 0.25% | -3.43% | 1.65% | -0.75% | 3.39% | 2.86% | 1.85% | -4.02% | 0.02% | -3.76% | -6.50% |
| 2023 | 3.68% | -5.40% | 4.71% | 0.50% | -3.02% | 1.02% | 0.15% | -1.97% | -4.37% | -1.13% | 6.42% | 5.68% | 5.57% |
| 2022 | -2.60% | -1.41% | -3.81% | -7.60% | -0.05% | -4.69% | 2.59% | -6.60% | -6.56% | 0.87% | 7.93% | -1.68% | -22.07% |
| 2021 | -1.58% | -2.72% | -2.50% | 1.71% | 1.06% | -2.12% | 1.84% | -0.88% | -2.64% | -0.47% | -0.47% | -0.76% | -9.25% |
Benchmark Metrics
iShares International Treasury Bond ETF has an annualized alpha of -0.61%, beta of 0.08, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since January 29, 2009.
- This ETF participated in 39.15% of S&P 500 Index downside but only 16.05% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.08 may look defensive, but with R2 of 0.03 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 0.03 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
- -0.61%
- Beta
- 0.08
- R²
- 0.03
- Upside Capture
- 16.05%
- Downside Capture
- 39.15%
Expense Ratio
IGOV has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IGOV ranks 11 for risk / return — above 11% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) 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.
| IGOV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.00 | -1.94 |
| Martin ratioReturn relative to average drawdown | 0.13 | 8.49 | -8.37 |
Dividends
Dividend History
iShares International Treasury Bond ETF provided a 1.43% dividend yield over the last twelve months, with an annual payout of $0.59 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.59 | $0.59 | $0.23 | $0.00 | $0.04 | $0.20 | $0.00 | $0.12 | $0.15 | $0.09 | $0.31 | $0.05 |
Dividend yield | 1.43% | 1.41% | 0.59% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.12% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares International Treasury Bond 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $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 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2023 | $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 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
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 International Treasury Bond 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 iShares International Treasury Bond ETF was 35.88%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current iShares International Treasury Bond ETF drawdown is 24.82%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.88%Oct 2022 | 1y 9mo | — | 5y 6moJan 2021 - now | Bear market2022 |
-15.77%Nov 2015 | 1y 4mo | 2y 4mo | 3y 8moJul 2014 - Mar 2018 | — |
-14.59%Jun 2010 | 6mo 7d | 4mo 1d | 10mo 8dDec 2009 - Oct 2010 | — |
-11.09%Mar 2020 | 9d | 4mo 10d | 4mo 19dMar 2020 - Jul 2020 | COVID crash2020 |
-10.94%Dec 2011 | 3mo 28d | 2y 3mo | 2y 7moAug 2011 - Apr 2014 | — |
Drawdown Indicators
| IGOV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.88% | -56.78% | +20.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -9.10% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.65% | -18.90% | +8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -32.92% | -25.43% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -33.92% | -1.96% |
Current DrawdownCurrent decline from peak | -24.82% | -1.58% | -23.24% |
Average DrawdownAverage peak-to-trough decline | -11.14% | -10.70% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.14% | +0.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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