iShares International Treasury Bond ETF (IGOV)

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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.

iShares International Treasury Bond ETF (IGOV) has returned -1.44% so far this year and 5.63% over the past 12 months. Over the last ten years, IGOV has returned -1.34% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

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, your 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%.

iShares International Treasury Bond ETF has an annualized alpha of -0.55%, beta of 0.08, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 30, 2009.

• This ETF participated in 39.03% of S&P 500 Index downside but only 16.23% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.08 may look defensive, but with R² of 0.02 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 0.02 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.

IGOV has an expense ratio of 0.35%, placing it in the medium range.

IGOV ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) and compare them to a chosen benchmark (S&P 500 Index).

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.

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.

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.

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 24.72%.

The chart below shows the rolling one-month volatility.