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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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S&P 500

CMBSPerformance

The chart shows the growth of $10,000 invested in iShares CMBS ETF on Feb 17, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,501 for a total return of roughly 35.01%. All prices are adjusted for splits and dividends.


CMBS (iShares CMBS ETF)
Benchmark (S&P 500)

CMBSReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.81%
6M-0.01%
YTD-0.01%
1Y2.14%
5Y3.13%
10Y3.23%

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 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


CMBS (iShares CMBS ETF)
Benchmark (S&P 500)

CMBSDividends

iShares CMBS ETF granted a 2.69% dividend yield in the last twelve months, as of Jul 31, 2021. The annual payout for that period amounted to $1.47 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$1.47$1.57$1.45$1.36$1.28$0.99$1.17$1.10$1.02$1.04

Dividend yield

2.69%2.83%2.74%2.70%2.50%1.94%2.31%2.15%2.00%2.02%

CMBSDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CMBS (iShares CMBS ETF)
Benchmark (S&P 500)

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 iShares CMBS ETF 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, 202175Jul 20, 2021118
-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 3.29%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CMBS (iShares CMBS ETF)
Benchmark (S&P 500)

Portfolios with iShares CMBS ETF


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