PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR FTSE International Government Inflation-Prote...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A4904
CUSIP78464A490
IssuerState Street
Inception DateMar 13, 2008
RegionDeveloped Markets (Broad)
CategoryInflation-Protected Bonds
Index TrackedFTSE International Inflation-Linked Securities Select (USD)
Home Pagewww.ssga.com
Asset ClassBond

Expense Ratio

The SPDR FTSE International Government Inflation-Protected Bond ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.50%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR FTSE International Government Inflation-Protected Bond ETF

Popular comparisons: WIP vs. HYXU, WIP vs. VTIP, WIP vs. FSPGX, WIP vs. USHY, WIP vs. BKLN, WIP vs. FLOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR FTSE International Government Inflation-Protected 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
4.87%
18.63%
WIP (SPDR FTSE International Government Inflation-Protected Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR FTSE International Government Inflation-Protected Bond ETF had a return of -6.94% year-to-date (YTD) and -2.34% in the last 12 months. Over the past 10 years, SPDR FTSE International Government Inflation-Protected Bond ETF had an annualized return of -0.86%, while the S&P 500 had an annualized return of 10.37%, indicating that SPDR FTSE International Government Inflation-Protected Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.94%5.06%
1 month-2.66%-3.23%
6 months4.64%17.14%
1 year-2.34%20.62%
5 years (annualized)-1.32%11.54%
10 years (annualized)-0.86%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.39%-0.25%0.62%
2023-4.45%-1.74%6.55%5.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WIP is 10, indicating that it is in the bottom 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of WIP is 1010
SPDR FTSE International Government Inflation-Protected Bond ETF(WIP)
The Sharpe Ratio Rank of WIP is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of WIP is 99Sortino Ratio Rank
The Omega Ratio Rank of WIP is 99Omega Ratio Rank
The Calmar Ratio Rank of WIP is 1010Calmar Ratio Rank
The Martin Ratio Rank of WIP is 99Martin 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 SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


WIP
Sharpe ratio
The chart of Sharpe ratio for WIP, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00-0.31
Sortino ratio
The chart of Sortino ratio for WIP, currently valued at -0.37, compared to the broader market-2.000.002.004.006.008.00-0.37
Omega ratio
The chart of Omega ratio for WIP, currently valued at 0.96, compared to the broader market1.001.502.000.96
Calmar ratio
The chart of Calmar ratio for WIP, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.00-0.15
Martin ratio
The chart of Martin ratio for WIP, currently valued at -0.71, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.04

Sharpe Ratio

The current SPDR FTSE International Government Inflation-Protected Bond ETF Sharpe ratio is -0.31. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.31
1.76
WIP (SPDR FTSE International Government Inflation-Protected Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR FTSE International Government Inflation-Protected Bond ETF granted a 6.59% dividend yield in the last twelve months. The annual payout for that period amounted to $2.55 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.55$2.74$4.59$2.49$0.93$1.36$2.11$1.10$0.66$0.58$1.46$1.39

Dividend yield

6.59%6.54%11.15%4.63%1.59%2.46%4.05%1.91%1.27%1.14%2.56%2.38%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR FTSE International Government Inflation-Protected Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.09$0.18
2023$0.00$0.26$0.14$0.20$0.30$0.33$0.32$0.13$0.20$0.16$0.31$0.39
2022$0.00$0.26$0.64$0.42$0.36$0.59$0.55$0.34$0.34$0.25$0.23$0.61
2021$0.00$0.06$0.18$0.17$0.18$0.25$0.30$0.17$0.20$0.18$0.23$0.57
2020$0.00$0.06$0.13$0.00$0.08$0.07$0.06$0.04$0.10$0.06$0.04$0.29
2019$0.00$0.02$0.04$0.00$0.18$0.24$0.28$0.13$0.06$0.04$0.13$0.25
2018$0.00$0.17$0.19$0.00$0.18$0.22$0.24$0.24$0.16$0.06$0.23$0.42
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.03$0.18$0.80
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58
2014$0.00$0.00$0.08$0.00$0.29$0.38$0.00$0.16$0.11$0.00$0.03$0.42
2013$0.14$0.00$0.13$0.35$0.00$0.00$0.00$0.21$0.15$0.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-18.43%
-4.63%
WIP (SPDR FTSE International Government Inflation-Protected Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR FTSE International Government Inflation-Protected 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 SPDR FTSE International Government Inflation-Protected Bond ETF was 29.59%, occurring on Nov 21, 2008. Recovery took 467 trading sessions.

The current SPDR FTSE International Government Inflation-Protected Bond ETF drawdown is 18.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.59%Jul 16, 200892Nov 21, 2008467Oct 1, 2010559
-28.84%Jun 11, 2021327Sep 27, 2022
-20.05%Jan 29, 2018538Mar 18, 2020170Nov 17, 2020708
-19.13%Jul 24, 2014376Jan 20, 2016506Jan 23, 2018882
-11.08%Aug 18, 201170Nov 25, 2011197Sep 7, 2012267

Volatility

Volatility Chart

The current SPDR FTSE International Government Inflation-Protected Bond ETF volatility is 2.23%, 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%NovemberDecember2024FebruaryMarchApril
2.23%
3.27%
WIP (SPDR FTSE International Government Inflation-Protected Bond ETF)
Benchmark (^GSPC)