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Issuer
iShares
Inception Date
May 26, 2023
Leveraged
1x (No leverage)
Index Tracked
iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

ITEB.L Performance Chart

iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) (ITEB.L) is up 0.5% since the beginning of the year. ITEB.L is currently trading at £6 per share.


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S&P 500 Index

Returns By Period

iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) (ITEB.L) has returned 0.50% so far this year and 2.87% over the past 12 months.


iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist)

1D
-0.18%
1M
-0.57%
6M
-0.22%
YTD
0.50%
1Y
2.87%
3Y*
5.84%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITEB.L Monthly Returns History

Based on dividend-adjusted daily data since Oct 6, 2022, ITEB.L's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Dec 2023 with a return of +3.7%, while the worst month was Dec 2022 at -4.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ITEB.L closed higher 40% of trading days. The best single day was Feb 2, 2023 with a return of +2.2%, while the worst single day was Dec 15, 2022 at -2.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.89%1.24%-3.15%0.72%1.44%0.69%-1.25%0.50%
2025-0.00%1.10%-1.45%2.20%0.72%0.48%0.00%-0.18%0.72%1.43%0.18%-0.16%5.10%
2024-0.19%-0.38%1.33%-0.94%0.19%-0.23%2.88%0.37%2.04%-0.73%2.57%-0.86%6.13%
20232.86%-1.39%2.42%-0.20%0.79%0.54%0.39%0.20%-3.13%0.81%3.41%3.73%10.70%
20222.10%3.03%-4.12%0.86%

Benchmark Metrics

iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) has an annualized alpha of 6.45%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.44%) than losses (23.91%) - typical of diversified or defensive assets.
  • Beta of 0.03 may look defensive, but with R2 of 0.00 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 0.00 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
6.45%
Beta
0.03
0.00
Upside Capture
31.44%
Downside Capture
23.91%

Return for Risk

Risk / Return Rank

ITEB.L ranks 21 for risk / return — below 21% 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.


ITEB.L Risk / Return Rank: 2121
Overall Rank
ITEB.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ITEB.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
ITEB.L Omega Ratio Rank: 2121
Omega Ratio Rank
ITEB.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
ITEB.L Martin Ratio Rank: 2323
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 iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) (ITEB.L) 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.


ITEB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratioReturn relative to maximum drawdown

0.71

2.50

-1.79

Martin ratioReturn relative to average drawdown

2.22

9.11

-6.89

Dividends

Dividend History

iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) provided a 2.87% dividend yield over the last twelve months, with an annual payout of £0.16 per share. The fund has been increasing its distributions for 2 consecutive years.


2.30%2.40%2.50%2.60%2.70%2.80%£0.00£0.05£0.10£0.15202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend£0.16£0.16£0.14£0.12

Dividend yield

2.87%2.81%2.58%2.25%

Monthly Dividends

The table displays the monthly dividend distributions for iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist). 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£0.08£0.00£0.08
2025£0.00£0.00£0.00£0.00£0.00£0.08£0.00£0.00£0.00£0.00£0.00£0.08£0.16
2024£0.00£0.00£0.00£0.00£0.00£0.07£0.00£0.00£0.00£0.00£0.00£0.07£0.14
2023£0.06£0.00£0.00£0.00£0.00£0.00£0.06£0.12

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 iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist). 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 V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) was 5.97%, occurring on Dec 28, 2022. Recovery took 232 trading sessions.

The current iShares V PLC - iShares Italy Govt Bond UCITS ETF EUR (Dist) drawdown is 1.61%.


Drawdown

Fall

Recovery

Underwater

Related event

-5.97%Dec 2022
20d11mo 4d
11mo 24dDec 2022 - Nov 2023
Bear market2022
-4.03%Mar 2026
25d
4mo 16dMar 2026 - now
-3.19%Jan 2025
1mo 2d3mo 11d
4mo 13dDec 2024 - Apr 2025
-2.58%Nov 2022
10d3d
13dOct 2022 - Nov 2022
Bear market2022
-2.43%Feb 2024
1mo 13d1mo 17d
3moDec 2023 - Mar 2024

Drawdown Indicators


ITEB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.97%

-37.07%

+31.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-8.03%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.03%

-22.15%

+18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-1.61%

-1.42%

-0.19%

Average Drawdown

Average peak-to-trough decline

-1.24%

-5.29%

+4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.20%

-0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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