CPI Performance — IQ Real Return ETF
Data updated: 2023-12-20
CPI returned +2.63% over one year to Oct 2023. The annualised 3-year return is −0.80%. The fund trailed its Europe Real Estate category average: $100 invested three years ago grew to $98, against $106 for the category, and to $103 over one year, against $105. Volatility over the past three years was 7.37% a year. In the 12 months to Oct 2023 the fund took in a net $2.5M, and assets reached $6.21M.
CPI Growth of $100
What $100 invested in IQ Real Return ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Europe Real Estate category average over the same months.
| Period | CPI | Category average |
|---|---|---|
| 1 year (Nov 2022 – Oct 2023) | $103 | $105 |
| 3 years (Nov 2020 – Oct 2023) | $98 | $106 |
| Since data start (Aug 2019 – Oct 2023) | $97 | $96 |
CPI Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.63% |
| 3 years (annualised) | −0.80% |
CPI Annual Returns
Calendar-year total returns of IQ Real Return ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Oct) | +2.60% |
| 2022 | −7.48% |
| 2021 | +1.30% |
| 2020 | −1.45% |
| 2019 (Aug–Dec) | +2.26% |
CPI Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +2.7% | −1.8% | +2.1% | +0.4% | −1.4% | +2.2% | +2.2% | −0.8% | −1.7% | −1.1% | — | — |
| 2022 | −0.4% | 0.0% | +1.2% | −2.9% | +0.4% | −4.7% | +4.3% | −2.6% | −6.4% | +3.8% | +2.5% | −2.4% |
| 2021 | −0.2% | −0.2% | −0.3% | +0.7% | +0.1% | +0.2% | +0.4% | +0.2% | −0.4% | +0.7% | −0.5% | +0.6% |
| 2020 | −0.4% | −1.5% | −4.0% | +2.2% | +0.3% | +0.5% | +0.5% | +0.1% | −0.2% | −0.3% | +1.2% | +0.3% |
| 2019 | — | — | — | — | — | — | — | −0.3% | +0.4% | +0.6% | +0.5% | +1.0% |
CPI Risk
Risk measures from monthly returns over Nov 2020 – Oct 2023.
- 3-year volatility (annualised): 7.37%
- 3-year Sharpe ratio: -0.72 (vs 4.5% risk-free rate)
- Best month: +4.26% (Jul 2022)
- Worst month: −6.40% (Sep 2022)
CPI Fund Flows
Monthly money in and out of IQ Real Return ETF, from SEC Form N-PORT.
- 12-month net flow: $2.5M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | $0 | $0 |
| Jul 2023 | $0 | $0 | $0 |
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | −$2.5M | $2.5M |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
CPI Assets Under Management
Net assets of IQ Real Return ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-10-31 | $6.21M |
| 2023-07-31 | $6.47M |
| 2023-04-28 | $6.36M |
| 2023-01-31 | $8.87M |
| 2022-10-31 | $8.71M |
| 2022-07-29 | $11.95M |
| 2022-04-29 | $26.86M |
| 2022-01-31 | $24.68M |
| 2021-10-29 | $55.28M |
| 2021-07-30 | $53.64M |
| 2021-04-30 | $53.24M |
| 2021-01-29 | $51.78M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.