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iShares CMBS ETF

CMBS
ETF · Currency in USD
ISIN
US46429B3666
CUSIP
46429B366
Issuer
iShares
Inception Date
Feb 14, 2012
Region
North America (U.S.)
Category
Mortgage Backed Securities
Expense Ratio
0.25%
Index Tracked
Barclays Capital U.S. CMBS (ERISA Only) Index
ETF Home Page
www.ishares.com
Asset Class
Bond

CMBSPrice Chart


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CMBSPerformance

The chart shows the growth of $10,000 invested in CMBS on Feb 17, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,239 for a total return of roughly 32.39%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%2014201620182020
32.39%
199.99%
S&P 500

CMBSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.14%
YTD-1.96%
6M-0.72%
1Y6.37%
5Y3.34%
10Y3.13%

CMBSMonthly Returns Heatmap


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CMBSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares CMBS ETF Sharpe ratio is 0.61. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.002014201620182020
0.61

CMBSDividends

iShares CMBS ETF granted a 2.80% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.51 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$1.51$1.57$1.45$1.36$1.28$1.17$1.17$1.10$1.02$1.04
Dividend yield
2.80%2.83%2.74%2.70%2.50%2.30%2.31%2.15%2.00%2.02%

CMBSDrawdowns Chart


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2014201620182020
-2.17%

CMBSWorst Drawdowns

The table below shows the maximum drawdowns of the iShares CMBS ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 9.89%, recorded on Mar 25, 2020. It took 88 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-9.89%Mar 10, 202012Mar 25, 202088Jul 30, 2020100
-4.94%Sep 8, 201669Dec 14, 2016181Sep 5, 2017250
-3.82%Sep 8, 2017174May 17, 2018158Jan 3, 2019332
-3.33%May 22, 201362Aug 19, 2013164Apr 14, 2014226
-2.55%Feb 1, 202143Apr 1, 2021
-2.2%Feb 3, 201589Jun 10, 201588Oct 14, 2015177
-2.05%Oct 15, 201553Dec 30, 201513Jan 20, 201666
-2.04%Sep 5, 201947Nov 8, 201952Jan 27, 202099
-2.01%Feb 12, 201629Mar 24, 20169Apr 7, 201638
-1.81%Jul 9, 20126Jul 16, 20127Jul 25, 201213

CMBSVolatility Chart

Current iShares CMBS ETF volatility is 1.88%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%10.00%20.00%30.00%40.00%50.00%2014201620182020
1.88%

Portfolios with iShares CMBS ETF


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