iShares Government/Credit Bond ETF (GBF)
GBF is a passive ETF by iShares tracking the investment results of the Barclays Capital U.S. Government/Credit Bond Index. GBF launched on Jan 11, 2007 and has a 0.20% expense ratio.
ETF Info
ISIN | US4642885960 |
---|---|
CUSIP | 464288596 |
Issuer | iShares |
Inception Date | Jan 11, 2007 |
Region | North America (U.S.) |
Category | Total Bond Market |
Index Tracked | Barclays Capital U.S. Government/Credit Bond Index |
Home Page | www.ishares.com |
Asset Class | Bond |
Expense Ratio
The iShares Government/Credit Bond ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: GBF vs. GVI, GBF vs. AGZ, GBF vs. CMBS, GBF vs. VOO, GBF vs. AGG
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Government/Credit 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.
Returns By Period
iShares Government/Credit Bond ETF had a return of -0.69% year-to-date (YTD) and 2.34% in the last 12 months. Over the past 10 years, iShares Government/Credit Bond ETF had an annualized return of 1.53%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Government/Credit Bond ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -0.69% | 10.04% |
1 month | 0.79% | 3.53% |
6 months | 6.03% | 22.79% |
1 year | 2.34% | 32.16% |
5 years (annualized) | 0.40% | 13.15% |
10 years (annualized) | 1.53% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.24% | -1.06% | ||||||||||
2023 | -0.56% | -2.42% | -1.43% | 4.39% | 3.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares Government/Credit Bond ETF | 0.35 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
iShares Government/Credit Bond ETF granted a 3.32% dividend yield in the last twelve months. The annual payout for that period amounted to $3.45 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $3.45 | $3.19 | $2.18 | $1.48 | $2.07 | $3.10 | $2.86 | $2.64 | $2.35 | $2.28 | $2.38 | $2.61 |
Dividend yield | 3.32% | 3.03% | 2.13% | 1.22% | 1.64% | 2.64% | 2.59% | 2.31% | 2.09% | 2.04% | 2.08% | 2.37% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Government/Credit Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.35 | ||||||||||
2023 | $0.00 | $0.19 | $0.23 | $0.24 | $0.24 | $0.24 | $0.23 | $0.25 | $0.24 | $0.26 | $0.36 | $0.70 |
2022 | $0.00 | $0.13 | $0.13 | $0.14 | $0.15 | $0.16 | $0.19 | $0.21 | $0.21 | $0.22 | $0.21 | $0.43 |
2021 | $0.00 | $0.13 | $0.12 | $0.12 | $0.11 | $0.12 | $0.13 | $0.13 | $0.12 | $0.12 | $0.11 | $0.26 |
2020 | $0.00 | $0.23 | $0.22 | $0.19 | $0.18 | $0.19 | $0.18 | $0.17 | $0.15 | $0.13 | $0.13 | $0.28 |
2019 | $0.00 | $0.25 | $0.24 | $0.25 | $0.25 | $0.26 | $0.25 | $0.25 | $0.26 | $0.25 | $0.24 | $0.62 |
2018 | $0.00 | $0.21 | $0.22 | $0.24 | $0.23 | $0.24 | $0.24 | $0.24 | $0.24 | $0.24 | $0.25 | $0.51 |
2017 | $0.00 | $0.20 | $0.20 | $0.21 | $0.21 | $0.20 | $0.21 | $0.21 | $0.21 | $0.21 | $0.21 | $0.56 |
2016 | $0.00 | $0.18 | $0.17 | $0.18 | $0.19 | $0.20 | $0.20 | $0.19 | $0.19 | $0.19 | $0.20 | $0.46 |
2015 | $0.00 | $0.18 | $0.17 | $0.18 | $0.20 | $0.18 | $0.20 | $0.19 | $0.19 | $0.20 | $0.18 | $0.42 |
2014 | $0.00 | $0.21 | $0.19 | $0.20 | $0.21 | $0.21 | $0.21 | $0.20 | $0.20 | $0.20 | $0.19 | $0.37 |
2013 | $0.22 | $0.22 | $0.23 | $0.22 | $0.22 | $0.23 | $0.24 | $0.24 | $0.23 | $0.21 | $0.35 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Government/Credit 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 Government/Credit Bond ETF was 19.67%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current iShares Government/Credit Bond ETF drawdown is 12.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-19.67% | Aug 5, 2020 | 560 | Oct 24, 2022 | — | — | — |
-8.75% | Sep 10, 2008 | 23 | Oct 10, 2008 | 36 | Dec 2, 2008 | 59 |
-7.97% | Mar 10, 2020 | 8 | Mar 19, 2020 | 69 | Jun 26, 2020 | 77 |
-6.12% | May 3, 2013 | 87 | Sep 5, 2013 | 219 | Jul 23, 2014 | 306 |
-5.84% | Dec 30, 2008 | 47 | Mar 9, 2009 | 101 | Jul 31, 2009 | 148 |
Volatility
Volatility Chart
The current iShares Government/Credit Bond ETF volatility is 1.10%, 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.