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IQ 500 International ETF (IQIN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS45409B3621
CUSIP45409B362
IssuerNew York Life
Inception DateDec 13, 2018
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Leveraged1x
Index TrackedIQ 500 International Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

IQIN has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for IQIN: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Popular comparisons: IQIN vs. LVHI, IQIN vs. VSIGX, IQIN vs. VTSIX, IQIN vs. VYMI, IQIN vs. VEA, IQIN vs. VXUS, IQIN vs. VT, IQIN vs. VGTSX, IQIN vs. IXUS, IQIN vs. SPDW

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-3.37%
14.05%
IQIN (IQ 500 International ETF)
Benchmark (^GSPC)

Returns By Period

IQ 500 International ETF had a return of 2.43% year-to-date (YTD) and 11.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.43%25.45%
1 month-4.94%2.91%
6 months-3.38%14.05%
1 year11.59%35.64%
5 years (annualized)7.03%14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of IQIN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.81%1.63%3.82%-2.83%4.42%-3.81%3.56%2.82%1.10%-5.06%2.43%
20238.68%-2.07%2.83%2.41%-4.72%6.30%3.42%-3.06%-2.67%-2.99%7.32%4.62%20.65%
2022-0.06%-2.97%0.00%-5.71%3.96%-9.95%3.47%-4.64%-9.69%7.02%12.39%-1.72%-9.83%
2021-0.86%5.34%4.27%1.43%4.39%-1.89%-0.04%1.54%-1.68%1.88%-5.42%5.35%14.60%
2020-3.49%-8.61%-15.43%6.78%2.84%3.17%0.26%6.92%-2.82%-3.92%17.66%6.66%6.12%
20196.53%2.40%-0.56%2.81%-6.38%5.85%-1.54%-2.82%4.00%3.47%2.00%1.31%17.57%
2018-3.07%-3.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IQIN is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IQIN is 3030
Combined Rank
The Sharpe Ratio Rank of IQIN is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of IQIN is 2323Sortino Ratio Rank
The Omega Ratio Rank of IQIN is 2121Omega Ratio Rank
The Calmar Ratio Rank of IQIN is 5050Calmar Ratio Rank
The Martin Ratio Rank of IQIN is 3131Martin 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 IQ 500 International ETF (IQIN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IQIN
Sharpe ratio
The chart of Sharpe ratio for IQIN, currently valued at 0.95, compared to the broader market-2.000.002.004.000.95
Sortino ratio
The chart of Sortino ratio for IQIN, currently valued at 1.36, compared to the broader market0.005.0010.001.36
Omega ratio
The chart of Omega ratio for IQIN, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for IQIN, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.57
Martin ratio
The chart of Martin ratio for IQIN, currently valued at 4.91, compared to the broader market0.0020.0040.0060.0080.00100.004.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current IQ 500 International ETF Sharpe ratio is 0.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of IQ 500 International ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.95
2.90
IQIN (IQ 500 International ETF)
Benchmark (^GSPC)

Dividends

Dividend History

IQ 500 International ETF provided a 4.23% dividend yield over the last twelve months, with an annual payout of $1.38 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$1.38$1.28$1.00$1.18$0.67$0.67$0.02

Dividend yield

4.23%3.91%3.54%3.64%2.26%2.37%0.08%

Monthly Dividends

The table displays the monthly dividend distributions for IQ 500 International ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.90$0.00$0.00$0.00$0.00$0.00$0.90
2023$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.49$1.28
2022$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.34$1.00
2021$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.55$1.18
2020$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.32$0.67
2019$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.00$0.14$0.67
2018$0.02$0.02

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.72%
-0.29%
IQIN (IQ 500 International ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the IQ 500 International 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 IQ 500 International ETF was 35.15%, occurring on Mar 16, 2020. Recovery took 139 trading sessions.

The current IQ 500 International ETF drawdown is 7.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.15%Jan 3, 202042Mar 16, 2020139Nov 24, 2020181
-26.74%Jan 13, 2022177Sep 27, 2022198Jul 13, 2023375
-10.05%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-8.72%Apr 18, 201952Aug 14, 201937Oct 21, 201989
-7.72%Sep 27, 202433Nov 12, 2024

Volatility

Volatility Chart

The current IQ 500 International ETF volatility is 4.28%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.28%
3.86%
IQIN (IQ 500 International ETF)
Benchmark (^GSPC)