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iShares International Treasury Bond ETF (IGOV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642881175
CUSIP464288117
IssueriShares
Inception DateJan 21, 2009
RegionDeveloped Markets (Broad)
CategoryInternational Government Bonds
Index TrackedS&P/Citigroup International Treasury Bond Index Ex-US
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

The iShares International Treasury Bond ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for IGOV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares International Treasury Bond ETF

Popular comparisons: IGOV vs. BNDX, IGOV vs. BWX, IGOV vs. AGG, IGOV vs. VCIT, IGOV vs. BND, IGOV vs. BSV, IGOV vs. SWAGX, IGOV vs. MUB, IGOV vs. SCHD, IGOV vs. ANGL

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
3.85%
18.82%
IGOV (iShares International Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares International Treasury Bond ETF had a return of -6.77% year-to-date (YTD) and -3.58% in the last 12 months. Over the past 10 years, iShares International Treasury Bond ETF had an annualized return of -2.67%, while the S&P 500 had an annualized return of 10.42%, indicating that iShares International Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.77%5.05%
1 month-3.02%-4.27%
6 months3.85%18.82%
1 year-3.58%21.22%
5 years (annualized)-4.41%11.38%
10 years (annualized)-2.67%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.31%-1.08%0.25%
2023-4.37%-1.13%6.42%5.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IGOV is 9, indicating that it is in the bottom 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IGOV is 99
iShares International Treasury Bond ETF(IGOV)
The Sharpe Ratio Rank of IGOV is 99Sharpe Ratio Rank
The Sortino Ratio Rank of IGOV is 88Sortino Ratio Rank
The Omega Ratio Rank of IGOV is 88Omega Ratio Rank
The Calmar Ratio Rank of IGOV is 1111Calmar Ratio Rank
The Martin Ratio Rank of IGOV is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IGOV
Sharpe ratio
The chart of Sharpe ratio for IGOV, currently valued at -0.37, compared to the broader market-1.000.001.002.003.004.00-0.37
Sortino ratio
The chart of Sortino ratio for IGOV, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.00-0.46
Omega ratio
The chart of Omega ratio for IGOV, currently valued at 0.95, compared to the broader market1.001.502.000.95
Calmar ratio
The chart of Calmar ratio for IGOV, currently valued at -0.10, compared to the broader market0.002.004.006.008.00-0.10
Martin ratio
The chart of Martin ratio for IGOV, currently valued at -0.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current iShares International Treasury Bond ETF Sharpe ratio is -0.37. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.37
1.81
IGOV (iShares International Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares International Treasury Bond ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.04$0.20$0.00$0.12$0.15$0.09$0.31$0.10$0.62$0.66

Dividend yield

0.00%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%1.32%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2017$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.00$0.00$0.02
2016$0.00$0.00$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.25
2015$0.00$0.01$0.05$0.01$0.01$0.01$0.01$0.00$0.01$0.00$0.00$0.01
2014$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.02$0.07
2013$0.04$0.04$0.02$0.02$0.02$0.03$0.04$0.05$0.07$0.12$0.19

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.75%
-4.64%
IGOV (iShares International Treasury Bond ETF)
Benchmark (^GSPC)

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 30.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.88%Jan 6, 2021452Oct 20, 2022
-15.69%Jul 2, 2014344Nov 10, 2015596Mar 26, 2018940
-14.6%Dec 2, 2009128Jun 7, 201085Oct 6, 2010213
-11.09%Mar 10, 20208Mar 19, 202089Jul 27, 202097
-10.96%Aug 18, 201183Dec 14, 2011582Apr 10, 2014665

Volatility

Volatility Chart

The current iShares International Treasury Bond ETF volatility is 2.40%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.40%
3.30%
IGOV (iShares International Treasury Bond ETF)
Benchmark (^GSPC)