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iShares Fallen Angels USD Bond ETF (FALN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46435G4745

CUSIP

00046435G474

Issuer

iShares

Inception Date

Jun 14, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Bloomberg US High Yield Fallen Angel 3% Capped Index

Asset Class

Bond

Expense Ratio

FALN has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for FALN: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FALN vs. ANGL FALN vs. HYG FALN vs. BKLN FALN vs. DBA FALN vs. FLOT FALN vs. IMTB FALN vs. AGG FALN vs. DIA FALN vs. DVY FALN vs. MTUM
Popular comparisons:
FALN vs. ANGL FALN vs. HYG FALN vs. BKLN FALN vs. DBA FALN vs. FLOT FALN vs. IMTB FALN vs. AGG FALN vs. DIA FALN vs. DVY FALN vs. MTUM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Fallen Angels USD Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
70.65%
186.35%
FALN (iShares Fallen Angels USD Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares Fallen Angels USD Bond ETF had a return of 7.61% year-to-date (YTD) and 7.12% in the last 12 months.


FALN

YTD

7.61%

1M

-0.26%

6M

4.72%

1Y

7.12%

5Y*

5.02%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FALN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.21%-0.22%1.72%-1.91%1.47%-0.38%2.83%1.76%1.32%-1.14%2.13%7.61%
20233.82%-1.76%1.57%0.03%-0.58%2.31%0.88%0.41%-2.07%-0.68%5.89%3.19%13.47%
2022-4.04%-1.85%-1.01%-4.90%0.98%-6.60%4.88%-1.91%-4.46%1.36%4.11%-0.59%-13.79%
2021-0.19%-0.03%0.31%1.09%0.37%1.84%0.82%0.73%-0.28%0.34%-1.83%2.16%5.40%
20200.81%-1.61%-15.83%11.75%4.34%1.76%6.94%0.33%-1.53%1.29%5.25%2.94%14.85%
20195.83%1.60%1.35%1.50%-1.75%2.76%1.12%0.55%0.34%0.05%0.32%2.68%17.42%
20181.71%-3.42%0.75%-0.21%0.32%-0.06%1.16%0.77%0.42%-1.98%-2.00%-2.39%-4.97%
20171.91%1.05%0.43%1.18%0.31%-0.28%1.71%0.37%1.12%0.46%-0.27%0.41%8.70%
20162.43%1.96%2.87%0.97%0.34%-0.49%1.94%10.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FALN is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FALN is 7171
Overall Rank
The Sharpe Ratio Rank of FALN is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FALN, currently valued at 1.58, compared to the broader market0.002.004.001.582.10
The chart of Sortino ratio for FALN, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.002.212.80
The chart of Omega ratio for FALN, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.39
The chart of Calmar ratio for FALN, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.953.09
The chart of Martin ratio for FALN, currently valued at 10.12, compared to the broader market0.0020.0040.0060.0080.00100.0010.1213.49
FALN
^GSPC

The current iShares Fallen Angels USD Bond ETF Sharpe ratio is 1.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Fallen Angels USD Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.58
2.10
FALN (iShares Fallen Angels USD Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Fallen Angels USD Bond ETF provided a 6.24% dividend yield over the last twelve months, with an annual payout of $1.67 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.67$1.42$1.25$1.02$1.51$1.45$1.46$1.90$0.95

Dividend yield

6.24%5.38%5.08%3.39%5.14%5.35%5.97%6.99%3.54%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Fallen Angels USD Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.12$0.13$0.17$0.13$0.14$0.14$0.14$0.14$0.14$0.14$0.27$1.67
2023$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.15$0.12$0.12$0.11$0.25$1.42
2022$0.00$0.09$0.10$0.10$0.10$0.10$0.10$0.11$0.10$0.10$0.14$0.22$1.25
2021$0.00$0.11$0.10$0.09$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.17$1.02
2020$0.00$0.12$0.12$0.13$0.13$0.12$0.13$0.13$0.13$0.13$0.13$0.24$1.51
2019$0.00$0.13$0.13$0.12$0.12$0.12$0.12$0.13$0.12$0.12$0.13$0.22$1.45
2018$0.00$0.12$0.11$0.11$0.12$0.13$0.12$0.12$0.12$0.13$0.13$0.25$1.46
2017$0.00$0.14$0.14$0.14$0.13$0.13$0.14$0.13$0.14$0.14$0.13$0.55$1.90
2016$0.19$0.17$0.16$0.14$0.29$0.95

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.52%
-2.62%
FALN (iShares Fallen Angels USD Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Fallen Angels USD Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Fallen Angels USD Bond ETF was 29.22%, occurring on Mar 20, 2020. Recovery took 82 trading sessions.

The current iShares Fallen Angels USD Bond ETF drawdown is 1.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.22%Feb 18, 202024Mar 20, 202082Jul 17, 2020106
-18.78%Nov 10, 2021238Oct 20, 2022407Jun 5, 2024645
-8.17%Jan 25, 2018231Dec 24, 201845Mar 1, 2019276
-4.1%Oct 21, 201615Nov 11, 201613Dec 7, 201628
-3.23%Sep 3, 202016Sep 25, 202011Oct 12, 202027

Volatility

Volatility Chart

The current iShares Fallen Angels USD Bond ETF volatility is 1.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.68%
3.79%
FALN (iShares Fallen Angels USD Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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