IShares Global Treynor Ratio
| IXG ETF | | | USD 122.48 2.15 1.79% |
The Treynor Ratio measures excess return per unit of systematic risk (beta) rather than total risk. It is calculated as (Portfolio Return - Risk-Free Rate) / Beta, isolating how well the asset compensates investors for market exposure that cannot be diversified away. Below is IShares Global's current Treynor Ratio with peer comparisons and related risk metrics.
Current Treynor Ratio Value
A Treynor Ratio of 0.0148 for IShares Global signals positive return per unit of systematic risk. IShares Global has been compensated for its market exposure, though the margin is modest.
Treynor Ratio | = | ER[a] - RFRBETA |
| = | 0.0148 | |
| ER[a] | = | Expected return on investing in IShares Global |
| BETA | = | Beta coefficient between IShares Global and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Treynor Ratio Peers Comparison
The peer group averages 0.13 for Treynor Ratio, with IShares Global at 0.0148 falling below that level. Readings span -0.115 (iShares Insurance ETF) to 0.6116 (iShares North American). IShares Global has earned less return per unit of systematic risk than the peer average.
Treynor Ratio Relative To Other Indicators
The chart below plots Treynor Ratio against Maximum Drawdown for IShares Global and its peers. Each point represents one equity — position along the horizontal axis shows Treynor Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
IShares Global records a Treynor Ratio of
0.01 and a Maximum Drawdown of
4.45 , yielding roughly
300.77 units of Maximum Drawdown per Treynor Ratio. This indicates Maximum Drawdown substantially exceeds Treynor Ratio for IShares Global.
Methodology, Assumptions & Data Sources
IShares Global has a current Treynor Ratio reading of 0.0148. Treynor Ratio for IShares Global is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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