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iShares 1-3 Year International Treasury Bond ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642881258

CUSIP

464288125

Issuer

iShares

Inception Date

Jan 21, 2009

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year

Asset Class

Bond

Expense Ratio

ISHG features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for ISHG: 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.


Popular comparisons:
ISHG vs. BWZ ISHG vs. FLIA ISHG vs. SHY ISHG vs. TLT ISHG vs. VETY.L ISHG vs. GRNB ISHG vs. VOO ISHG vs. AGG ISHG vs. BNDX ISHG vs. VWRL.L
Popular comparisons:
ISHG vs. BWZ ISHG vs. FLIA ISHG vs. SHY ISHG vs. TLT ISHG vs. VETY.L ISHG vs. GRNB ISHG vs. VOO ISHG vs. AGG ISHG vs. BNDX ISHG vs. VWRL.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares 1-3 Year 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.56%
9.23%
ISHG (iShares 1-3 Year International Treasury Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares 1-3 Year International Treasury Bond ETF had a return of -3.72% year-to-date (YTD) and -3.43% in the last 12 months. Over the past 10 years, iShares 1-3 Year International Treasury Bond ETF had an annualized return of -1.59%, while the S&P 500 had an annualized return of 11.11%, indicating that iShares 1-3 Year International Treasury Bond ETF did not perform as well as the benchmark.


ISHG

YTD

-3.72%

1M

-0.37%

6M

-0.52%

1Y

-3.43%

5Y*

-2.17%

10Y*

-1.59%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.36%-0.48%-0.20%-1.83%2.16%-0.86%1.87%2.98%1.47%-3.10%-1.30%-3.72%
20231.87%-3.67%2.83%0.70%-2.53%0.48%1.52%-1.49%-2.41%-0.41%4.19%2.97%3.76%
2022-1.37%-0.09%-2.09%-5.24%1.08%-3.60%-0.11%-3.38%-4.51%1.15%5.47%1.67%-10.95%
2021-0.94%-0.38%-2.87%2.09%0.95%-2.36%-0.01%-0.29%-1.75%-0.16%-1.41%-0.06%-7.05%
2020-1.04%-0.23%-1.39%0.47%0.63%1.24%3.89%1.03%-1.60%-0.31%2.23%2.47%7.48%
20190.58%-0.99%-0.63%-0.43%0.00%1.71%-1.66%-0.30%-0.87%1.65%-1.28%1.67%-0.65%
20183.42%-0.92%0.51%-2.26%-2.15%-0.76%0.01%-0.47%-0.73%-1.58%0.03%1.44%-3.54%
20173.23%-0.79%0.56%1.16%1.79%1.47%3.05%0.29%-1.07%-1.14%1.26%0.71%10.91%
2016-0.70%2.15%3.77%1.61%-2.48%0.93%0.87%-0.87%1.39%-2.95%-3.84%-1.71%-2.12%
2015-3.81%-1.08%-2.86%3.38%-2.32%1.12%-1.74%1.38%-0.09%-0.79%-2.94%2.04%-7.71%
2014-0.43%2.13%-0.04%0.71%-0.80%0.60%-1.81%-1.43%-4.07%-1.47%-1.52%-2.31%-10.08%
20130.29%-2.65%-1.37%1.31%-2.19%-0.86%2.07%-0.62%2.41%0.17%-0.32%-0.69%-2.57%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ISHG is 6, meaning it’s performing worse than 94% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ISHG is 66
Overall Rank
The Sharpe Ratio Rank of ISHG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ISHG is 44
Sortino Ratio Rank
The Omega Ratio Rank of ISHG is 44
Omega Ratio Rank
The Calmar Ratio Rank of ISHG is 99
Calmar Ratio Rank
The Martin Ratio Rank of ISHG is 66
Martin 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 1-3 Year International Treasury Bond ETF (ISHG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ISHG, currently valued at -0.49, compared to the broader market0.002.004.00-0.492.07
The chart of Sortino ratio for ISHG, currently valued at -0.63, compared to the broader market-2.000.002.004.006.008.0010.00-0.632.76
The chart of Omega ratio for ISHG, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.39
The chart of Calmar ratio for ISHG, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.103.05
The chart of Martin ratio for ISHG, currently valued at -0.92, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9213.27
ISHG
^GSPC

The current iShares 1-3 Year International Treasury Bond ETF Sharpe ratio is -0.49. 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 iShares 1-3 Year International Treasury Bond 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
2.07
ISHG (iShares 1-3 Year International Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares 1-3 Year International Treasury Bond ETF provided a 2.55% dividend yield over the last twelve months, with an annual payout of $1.72 per share.


0.00%0.50%1.00%1.50%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.72$0.13$0.00$1.01$0.00$0.00$1.43$0.39$0.00$0.07$0.35$0.19

Dividend yield

2.55%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%0.42%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 1-3 Year International Treasury Bond 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$0.00$0.00$0.00$0.00$0.00$0.00$1.72$1.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
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$1.01$1.01
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$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$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.07
2014$0.00$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.11$0.35
2013$0.03$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.00$0.00$0.09$0.19

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.05%
-1.91%
ISHG (iShares 1-3 Year International Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 1-3 Year 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 1-3 Year International Treasury Bond ETF was 37.24%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current iShares 1-3 Year International Treasury Bond ETF drawdown is 31.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.24%May 5, 20112842Sep 27, 2022
-15.06%Dec 2, 2009128Jun 7, 2010199Mar 21, 2011327
-5.65%Jan 29, 200922Mar 9, 20098Mar 19, 200930
-4.09%Mar 20, 200921Apr 20, 200913May 8, 200934
-3.93%Jun 3, 20099Jun 15, 200926Jul 22, 200935

Volatility

Volatility Chart

The current iShares 1-3 Year International Treasury Bond ETF volatility is 2.00%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.00%
3.82%
ISHG (iShares 1-3 Year International Treasury Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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