PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Government/Credit Bond ETF (GBF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642885960
CUSIP464288596
IssueriShares
Inception DateJan 11, 2007
RegionNorth America (U.S.)
CategoryTotal Bond Market
Index TrackedBarclays Capital U.S. Government/Credit Bond Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

The iShares Government/Credit Bond ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with GBF

iShares Government/Credit Bond ETF

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.


50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
64.39%
268.62%
GBF (iShares Government/Credit Bond ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-0.69%10.04%
1 month0.79%3.53%
6 months6.03%22.79%
1 year2.34%32.16%
5 years (annualized)0.40%13.15%
10 years (annualized)1.53%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GBF
iShares Government/Credit Bond ETF
0.35
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Government/Credit Bond ETF Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.35
2.76
GBF (iShares Government/Credit Bond ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-12.25%
0
GBF (iShares Government/Credit Bond ETF)
Benchmark (^GSPC)

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, 2020560Oct 24, 2022
-8.75%Sep 10, 200823Oct 10, 200836Dec 2, 200859
-7.97%Mar 10, 20208Mar 19, 202069Jun 26, 202077
-6.12%May 3, 201387Sep 5, 2013219Jul 23, 2014306
-5.84%Dec 30, 200847Mar 9, 2009101Jul 31, 2009148

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.10%
2.82%
GBF (iShares Government/Credit Bond ETF)
Benchmark (^GSPC)