Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/16/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGOV (iShares International Treasury Bond ETF) | 6.48% | 4.43% | -1.03% | -3.56% | -0.88% | 0.63% | NA | 0.89% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGOV (iShares International Treasury Bond ETF) | 01/29/2009 | 05/16/2025 |
The return data shown below all have the same latest date: 05/16/2025.
AR inception is since 01/29/2009.
AR inception is since 01/29/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.14 | 4.43 | -1.03 | -3.56 | -0.88 | 0.63 | NA | 0.89 | 6.48 | -6.50 | 5.57 | -22.07 | -9.24 | 10.88 | 3.76 | -2.60 | 11.55 | 1.50 | -6.94 | -1.02 | -0.08 | 7.59 | 5.62 | 4.32 | 11.90 |
| Sharpe Ratio | NA | -0.20 | -0.49 | -0.64 | -0.32 | NA | NA | 0.00 | 1.38 | -1.52 | 0.13 | -1.79 | -1.51 | 1.28 | 0.44 | -0.65 | 1.53 | 0.15 | -0.75 | -0.17 | -0.01 | 0.95 | 0.54 | 0.43 | 0.05 |
| Standard Deviation(%) | NA | 9.63 | 11.16 | 9.62 | 8.65 | NA | NA | 59.98 | 11.13 | 8.61 | 10.48 | 13.17 | 6.14 | 8.28 | 5.39 | 5.99 | 7.15 | 8.47 | 9.30 | 6.15 | 7.67 | 8.03 | 10.33 | 9.75 | 249.63 |
| Draw Down(%) | NA | 10.65 | 17.51 | 35.88 | 35.88 | NA | NA | 50.96 | 4.05 | 8.19 | 10.94 | 29.12 | 10.61 | 11.09 | 3.89 | 9.49 | 4.63 | 13.03 | 8.63 | 8.06 | 6.75 | 4.64 | 10.00 | 9.96 | 50.96 |
| Yield(%) | 0.00 | 0.58 | 0.21 | 0.19 | 0.34 | 1.73 | 1.57 | 1.96 | 0.00 | 0.56 | 0.00 | 0.08 | 0.35 | 0.00 | 0.25 | 0.30 | 0.38 | 1.36 | 0.40 | 2.48 | 2.56 | 4.36 | 7.91 | 4.86 | 4.17 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGOV (iShares International Treasury Bond ETF) |
-11.33%
Oct 2020 - Oct 2023 |
-5.57%
Sep 2017 - Sep 2022 |
-2.62%
Jun 2014 - Jun 2024 |
-0.31%
Nov 2009 - Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGOV (iShares International Treasury Bond ETF) |
9.10%
Feb 2009 - Feb 2012 |
7.17%
Feb 2009 - Feb 2014 |
3.42%
Feb 2009 - Feb 2019 |
0.92%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart