ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) returned 2.33% year-to-date (YTD) and 5.29% over the past 12 months. Over the past 10 years, ^IDCOTCTR returned 1.07% annually, underperforming the S&P 500 benchmark at 10.46%.
^IDCOTCTR
2.33%
0.52%
1.61%
5.29%
-1.76%
1.07%
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of ^IDCOTCTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.44% | 2.16% | 0.23% | 0.63% | -1.12% | 2.33% | |||||||
| 2024 | -0.12% | -1.32% | 0.55% | -1.92% | 1.14% | 1.00% | 2.20% | 1.28% | 1.20% | -2.38% | 0.78% | -1.46% | 0.81% |
| 2023 | 2.49% | -2.34% | 2.90% | 0.53% | -1.16% | -0.75% | -0.34% | -0.51% | -2.22% | -1.20% | 3.45% | 3.23% | 3.87% |
| 2022 | -1.75% | -1.45% | -2.40% | -2.85% | 0.63% | -1.92% | 2.31% | -2.43% | -3.43% | -1.70% | 2.68% | -0.51% | -12.29% |
| 2021 | -0.86% | -2.75% | -0.62% | 0.63% | 0.21% | 0.69% | 1.30% | 0.13% | -1.30% | 0.02% | 0.35% | -0.27% | -2.50% |
| 2020 | 2.46% | 2.65% | 3.17% | 0.39% | -0.27% | 0.10% | 1.14% | -1.11% | 0.16% | -0.95% | 0.36% | -0.24% | 8.02% |
| 2019 | 0.46% | -0.26% | 1.91% | -0.29% | 2.36% | 0.92% | -0.12% | 3.42% | -0.87% | 0.06% | -0.29% | -0.56% | 6.86% |
| 2018 | -1.37% | -0.75% | 0.95% | -0.81% | 0.90% | 0.02% | -0.43% | 0.77% | -0.94% | -0.47% | 0.88% | 2.16% | 0.86% |
| 2017 | 0.22% | 0.49% | -0.04% | 0.69% | 0.65% | -0.16% | 0.17% | 1.09% | -0.85% | -0.13% | -0.14% | 0.31% | 2.31% |
| 2016 | 2.14% | 0.89% | 0.15% | -0.11% | 0.01% | 2.24% | 0.37% | -0.56% | -0.13% | -1.09% | -2.67% | -0.10% | 1.05% |
| 2015 | 2.61% | -1.57% | 0.63% | -0.53% | -0.19% | -0.89% | 0.84% | 0.04% | 0.87% | -0.36% | -0.42% | -0.17% | 0.81% |
| 2014 | 1.34% | 0.26% | -0.28% | 0.55% | 0.94% | -0.14% | -0.15% | 1.04% | -0.54% | 0.97% | 0.81% | 0.15% | 5.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 80, ^IDCOTCTR is among the top 20% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 ICE U.S. Treasury Core Bond TR Index. 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 ICE U.S. Treasury Core Bond TR Index was 18.88%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current ICE U.S. Treasury Core Bond TR Index drawdown is 10.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.88% | Aug 5, 2020 | 807 | Oct 19, 2023 | — | — | — |
| -7.18% | Dec 19, 2008 | 118 | Jun 10, 2009 | 259 | Jun 22, 2010 | 377 |
| -5.77% | Jul 11, 2016 | 113 | Dec 16, 2016 | 568 | Mar 25, 2019 | 681 |
| -5.01% | Mar 10, 2020 | 7 | Mar 18, 2020 | 93 | Jul 30, 2020 | 100 |
| -4.66% | Oct 12, 2010 | 82 | Feb 8, 2011 | 89 | Jun 16, 2011 | 171 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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