This article presents the results of a study on transportation of a pulse ion beam of gigawatt power. This beam is formed by a self-magnetically insulated diode with an explosive-emission cathode. The experiments have been performed using the TEMP-4M pulsed ion accelerator configured in double-pulse formation mode with the first negative pulse (300–500 ns, 100–150 kV), followed by the second positive pulse (150 ns, 250–300 kV). To increase the effectiveness of ion beam focusing, a metal shield is installed on a grounded electrode. Investigations are performed using a strip focusing diode, a cone diode, and a spiral diode with metal shields of different constructions. We observed that the beam diameter at the focus decreases from 60 mm (without shield) to 40–42 mm (with a shield), which leads to an increase in the energy density by a factor of 1.5–2 being 4–5 J/cm2 at the focus. We analyzed different mechanisms for ion trajectories deviation from an ideal one: Coulomb repulsion due to incomplete space charge neutralization, influence of electromagnetic fields, etc. It is found that for a strip focusing diode the concentration of low-energy electrons accompanying the ion beam exceeds the concentration of ions by 1.3–1.5 times. The use of a metal shield improves the transportation properties of the ion beam by keeping neutralizing electrons within the beam volume which ensures its space charge neutralization during the transport.