- Issuer
- New York Life
- Inception Date
- Dec 17, 2019
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- IQ Candriam ESG International Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $221M
Share Price Chart
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Performance
IQSI Performance Chart
IQ Candriam ESG International Equity ETF (IQSI) is up 11.1% since the beginning of the year. IQSI is currently trading at $38 per share. Investors who bought $1,000 worth of IQSI shares 5 years ago would now be looking at an investment worth $1,499.
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Returns By Period
IQ Candriam ESG International Equity ETF (IQSI) has returned 11.05% so far this year and 23.61% over the past 12 months.
IQ Candriam ESG International Equity ETF
- 1D
- 0.10%
- 1M
- 2.68%
- YTD
- 11.05%
- 6M
- 11.58%
- 1Y
- 23.61%
- 3Y*
- 16.15%
- 5Y*
- 8.43%
- 10Y*
- —
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%
IQSI Monthly Returns History
Based on dividend-adjusted daily data since Dec 17, 2019, IQSI's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IQSI closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.66% | 5.48% | -9.01% | 5.98% | 2.65% | 1.61% | 11.05% | ||||||
| 2025 | 4.25% | 1.92% | -0.10% | 4.37% | 4.83% | 2.10% | -2.57% | 3.71% | 1.82% | 0.99% | 0.86% | 2.17% | 26.95% |
| 2024 | 1.24% | 2.93% | 2.96% | -3.61% | 4.46% | -0.90% | 3.28% | 3.71% | 0.23% | -5.89% | 0.18% | -3.25% | 4.84% |
| 2023 | 8.35% | -3.66% | 3.25% | 3.24% | -3.60% | 4.39% | 2.81% | -3.84% | -3.86% | -3.07% | 8.35% | 3.98% | 16.21% |
| 2022 | -4.14% | -3.83% | 0.34% | -6.61% | 2.23% | -8.98% | 5.61% | -6.09% | -9.61% | 6.40% | 13.21% | -1.80% | -14.76% |
| 2021 | -1.07% | 2.89% | 2.66% | 2.43% | 3.69% | -0.87% | 0.64% | 2.22% | -3.62% | 3.45% | -4.63% | 4.71% | 12.70% |
Benchmark Metrics
IQ Candriam ESG International Equity ETF has an annualized alpha of -0.28%, beta of 0.75, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since December 17, 2019.
- This ETF participated in 91.29% of S&P 500 Index downside but only 77.60% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.28%
- Beta
- 0.75
- R²
- 0.65
- Upside Capture
- 77.60%
- Downside Capture
- 91.29%
Expense Ratio
IQSI has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
IQSI ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) 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.
| IQSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.78 | -0.81 |
| Martin ratioReturn relative to average drawdown | 7.24 | 12.44 | -5.20 |
Dividends
Dividend History
IQ Candriam ESG International Equity ETF provided a 2.69% dividend yield over the last twelve months, with an annual payout of $1.03 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.03 | $0.97 | $0.80 | $0.83 | $0.72 | $0.83 | $0.45 |
Dividend yield | 2.69% | 2.75% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% |
Monthly Dividends
The table displays the monthly dividend distributions for IQ Candriam ESG International Equity 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 | $0.09 | $0.00 | $0.00 | $0.58 | $0.67 | ||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.24 | $0.97 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.80 |
| 2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.83 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.72 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.24 | $0.83 |
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 IQ Candriam ESG International Equity 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 Candriam ESG International Equity ETF was 31.90%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.90%Mar 2020 | 1mo 27d | 7mo 26d | 9mo 23dJan 2020 - Nov 2020 |
Bear market2022 | -29.86%Sep 2022 | 1y 20d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2025 selloff2025 | -14.02%Apr 2025 | 6mo 13d | 21d | 7mo 4dSep 2024 - Apr 2025 |
2026 correction2026 | -12.00%Mar 2026 | 29d | 2mo 21d | 3mo 20dFeb 2026 - Jun 2026 |
2024 pullback2024 | -7.35%Aug 2024 | 21d | 14d | 1mo 5dJul 2024 - Aug 2024 |
Drawdown Indicators
| IQSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -56.78% | +24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -9.10% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -18.90% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -29.86% | -25.43% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -10.71% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.03% | +1.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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