iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)

ISINIE00B3B8PX14
TickerIGIL
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2009
Underlying assets
153

Metrics at a glance

CAGR
+3.45%
Volatility
7.58%
Sharpe
0.19
Sortino
0.21
Calmar
0.07
Ulcer Index
7.84
Max Drawdown
20.06%
VaR 95%
3.13%
VaR 99%
4.94%
% Positive Months
54.12%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)

Click a row name to exclude it from the calculation (remaining slices are renormalized).

52.0%
21.6%
9.7%
6.7%
3.2%
1.9%
1.5%
1.3%
1.0%
0.5%

Top holdings

Top 10 Weight

17.0%

Total Assets

153

HHI

0.000

  1. United States Treasury Notes 1.875%
    1.9%
  2. United States Treasury Notes 1.875%
    1.8%
  3. United States Treasury Notes 1.625%
    1.8%
  4. United States Treasury Notes 2.125%
    1.7%
  5. United States Treasury Notes 0.375%
    1.7%
  6. United States Treasury Notes 0.125%
    1.7%
  7. United States Treasury Notes 1.375%
    1.6%
  8. United States Treasury Notes 1.125%
    1.6%
  9. United States Treasury Notes 0.125%
    1.6%
  10. United States Treasury Notes 0.25%
    1.6%

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