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ISIN
US7599373039
CUSIP
759937303
Inception Date
Oct 6, 2014
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
Renaissance International IPO Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$12M

Share Price Chart


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Performance

IPOS Performance Chart

Renaissance International IPO ETF (IPOS) is up 55.2% since the beginning of the year. IPOS is currently trading at $26 per share. Investors who bought $1,000 worth of IPOS shares 5 years ago would now be looking at an investment worth $752.


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S&P 500 Index

Returns By Period

Renaissance International IPO ETF (IPOS) has returned 55.22% so far this year and 87.31% over the past 12 months. Over the last ten years, IPOS has returned 4.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Renaissance International IPO ETF

1D
1.85%
1M
21.21%
YTD
55.22%
6M
53.61%
1Y
87.31%
3Y*
21.89%
5Y*
-5.55%
10Y*
4.56%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPOS Monthly Returns History

Based on dividend-adjusted daily data since Oct 7, 2014, IPOS's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Nov 2022 with a return of +27.4%, while the worst month was Sep 2022 at -12.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 12 months.

On a daily basis, IPOS closed higher 42% of trading days. The best single day was Mar 16, 2022 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202613.95%3.64%-8.63%16.04%6.98%15.87%55.22%
20256.42%0.89%-2.33%4.09%6.52%4.54%3.83%7.99%6.43%-0.11%-6.57%3.37%39.93%
2024-10.94%7.89%1.48%2.00%0.47%-6.62%-1.52%3.97%-0.87%-6.31%0.32%-1.52%-12.34%
20235.77%-7.52%-0.43%-1.66%-5.45%-0.16%8.84%-11.86%-6.34%-6.80%8.96%1.22%-16.49%
2022-10.97%-6.25%-7.45%-8.80%3.51%-1.74%-3.27%-5.67%-12.85%-9.81%27.44%1.60%-33.46%
20213.83%-2.90%-5.74%4.49%-0.29%-0.39%-7.62%-1.41%-8.90%-2.33%-7.84%-5.81%-30.62%

Benchmark Metrics

Renaissance International IPO ETF has an annualized alpha of -3.08%, beta of 0.69, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since October 07, 2014.

  • This ETF participated in 88.64% of S&P 500 Index downside but only 55.40% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R2 of 0.26 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 0.26 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
-3.08%
Beta
0.69
0.26
Upside Capture
55.40%
Downside Capture
88.64%

Expense Ratio

IPOS has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IPOS ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IPOS Risk / Return Rank: 8383
Overall Rank
IPOS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IPOS Omega Ratio Rank: 8383
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8989
Calmar Ratio Rank
IPOS Martin Ratio Rank: 8080
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 Renaissance International IPO ETF (IPOS) 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.


IPOSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

5.11

2.78

+2.33

Martin ratioReturn relative to average drawdown

15.32

12.44

+2.89

Dividends

Dividend History

Renaissance International IPO ETF provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.08 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.50%1.00%1.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.08$0.18$0.11$0.05$0.00$0.00$0.09$0.22$0.21$0.21$0.31$0.21

Dividend yield

0.30%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%

Monthly Dividends

The table displays the monthly dividend distributions for Renaissance International IPO ETF. 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$0.05$0.05
2025$0.00$0.00$0.02$0.00$0.00$0.14$0.00$0.00$0.01$0.00$0.00$0.02$0.18
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.02$0.00$0.00$0.01$0.11
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.00$0.05
2022$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
2021$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

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 Renaissance International IPO 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 Renaissance International IPO ETF was 73.09%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Renaissance International IPO ETF drawdown is 34.04%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-73.09%Apr 2025
4y 1mo
5y 4moFeb 2021 - now
2016 bear market2016
-34.02%Feb 2016
8mo 9d1y 11mo
2y 7moJun 2015 - Jan 2018
Rate-hike selloffLate 2018
-31.29%Dec 2018
10mo 29d1y 5mo
2y 3moJan 2018 - May 2020
2020 pullback2020
-8.60%Sep 2020
22d2mo 21d
3mo 13dSep 2020 - Dec 2020
2015 pullback2015
-5.04%Mar 2015
8d22d
1moMar 2015 - Apr 2015

Drawdown Indicators


IPOSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.09%

-56.78%

-16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

-9.10%

-8.07%

Max Drawdown (3Y)

Largest decline over 3 years

-34.08%

-18.90%

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-69.93%

-25.43%

-44.50%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

-33.92%

-39.17%

Current Drawdown

Current decline from peak

-34.04%

-1.80%

-32.24%

Average Drawdown

Average peak-to-trough decline

-32.01%

-10.71%

-21.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

2.03%

+3.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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