iShares International Treasury Bond ETF (IGOV) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares International Treasury Bond ETF (IGOV): 1Y return -5.0%, Sharpe ratio -0.63, volatility 7.5%, max drawdown -7.9%. A ETF in the Fixed Income asset class. Compare IGOV with other assets and invest through your own broker with pfolio.
iShares International Treasury Bond ETF (IGOV) Overview
- Type: ETF
- Asset Class: Fixed Income
- Currency: USD
IGOV Performance
- MTD
- Return: -0.5%, Sharpe: -2.94, Volatility: 5.1%, Max Drawdown: -0.8%
- YTD
- Return: -5.0%, Sharpe: -0.75, Volatility: 8.1%, Max Drawdown: -7.9%
- 1Y
- Return: -5.0%, Sharpe: -0.63, Volatility: 7.5%, Max Drawdown: -7.9%
- 5Y
- Return: -20.2%, Sharpe: -0.40, Volatility: 9.8%, Max Drawdown: -30.9%
- 10Y
- Return: -15.5%, Sharpe: -0.15, Volatility: 8.4%, Max Drawdown: -35.9%
Frequently Asked Questions
- What is iShares International Treasury Bond ETF (IGOV)?
- iShares International Treasury Bond ETF (IGOV) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does IGOV compare to other assets?
- You can compare IGOV with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IGOV through pfolio?
- pfolio helps you build diversified portfolios that may include IGOV. You invest through your own broker — pfolio provides the analytics.