See what your fund actually adds
iShares International Treasury Bond ETF IGOV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IGOV | Replication |
|---|---|---|
| Annualized growth | -4.5% | 0.1% |
| Annualized volatility | 9.1% | 6.5% |
| Sharpe ratio | -0.46 | 0.04 |
| Maximum drawdown | 30.5% | 19.3% |
| Replication fit (R²) | 0.74 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model IGOV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 34.2% |
| VNQI | Alternatives · Intl Real Estate | 22.5% |
| BNDX | FI · International | 22.3% |
| EMLC | FI · EM Local Currency | 20.9% |