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iShares MBS Bond ETF (MBB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642885887

CUSIP

464288588

Issuer

iShares

Inception Date

Mar 16, 2007

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays Capital U.S. MBS Index

Asset Class

Bond

Expense Ratio

MBB has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for MBB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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:
MBB vs. FLIA MBB vs. CMF MBB vs. IEF MBB vs. MBSD MBB vs. GOOG MBB vs. SPY MBB vs. AGG MBB vs. USMV MBB vs. IEI MBB vs. SCHG
Popular comparisons:
MBB vs. FLIA MBB vs. CMF MBB vs. IEF MBB vs. MBSD MBB vs. GOOG MBB vs. SPY MBB vs. AGG MBB vs. USMV MBB vs. IEI MBB vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MBS 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%300.00%JulyAugustSeptemberOctoberNovemberDecember
52.10%
318.82%
MBB (iShares MBS Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares MBS Bond ETF had a return of 1.08% year-to-date (YTD) and 2.02% in the last 12 months. Over the past 10 years, iShares MBS Bond ETF had an annualized return of 0.78%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares MBS Bond ETF did not perform as well as the benchmark.


MBB

YTD

1.08%

1M

-0.18%

6M

1.04%

1Y

2.02%

5Y*

-0.78%

10Y*

0.78%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.30%-1.70%0.88%-2.82%1.96%1.21%2.64%1.74%0.94%-2.78%1.51%1.08%
20233.37%-2.75%2.12%0.42%-0.68%-0.48%-0.09%-0.80%-3.09%-2.14%5.22%4.18%5.01%
2022-1.40%-1.16%-2.43%-3.57%1.24%-1.53%3.16%-3.54%-5.09%-1.14%4.27%-0.83%-11.74%
20210.15%-0.86%-0.49%0.58%-0.30%-0.01%0.52%-0.02%-0.35%-0.27%-0.24%-0.13%-1.43%
20200.74%0.82%1.08%0.81%0.18%-0.16%0.29%0.05%-0.08%0.07%0.05%0.16%4.08%
20190.80%-0.07%1.44%-0.09%1.21%0.80%0.37%0.96%0.06%0.33%0.01%0.21%6.19%
2018-1.15%-0.66%0.45%-0.55%0.73%0.11%-0.17%0.62%-0.62%-0.60%0.93%1.77%0.82%
20170.09%0.47%0.01%0.63%0.52%-0.31%0.51%0.72%-0.32%0.01%-0.15%0.27%2.49%
20161.40%0.38%0.22%0.11%0.12%0.74%0.31%-0.02%0.31%-0.27%-1.88%-0.12%1.27%
20150.86%-0.13%0.37%0.12%-0.26%-0.94%0.88%-0.03%0.61%0.05%-0.22%-0.15%1.14%
20141.87%0.35%-0.44%0.88%1.27%0.21%-0.48%0.95%-0.22%1.03%0.62%0.18%6.38%
2013-0.18%0.30%0.02%0.60%-1.77%-0.99%-0.12%-0.67%1.68%0.61%-0.57%-0.83%-1.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MBB is 18, meaning it’s performing worse than 82% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MBB is 1818
Overall Rank
The Sharpe Ratio Rank of MBB is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MBB is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MBB is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MBB is 1717
Calmar Ratio Rank
The Martin Ratio Rank of MBB is 1818
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 MBS Bond ETF (MBB) 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 MBB, currently valued at 0.36, compared to the broader market0.002.004.000.361.90
The chart of Sortino ratio for MBB, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.000.542.54
The chart of Omega ratio for MBB, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.35
The chart of Calmar ratio for MBB, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.182.81
The chart of Martin ratio for MBB, currently valued at 1.03, compared to the broader market0.0020.0040.0060.0080.00100.001.0312.39
MBB
^GSPC

The current iShares MBS Bond ETF Sharpe ratio is 0.36. 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 MBS 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.36
1.90
MBB (iShares MBS Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MBS Bond ETF provided a 3.94% dividend yield over the last twelve months, with an annual payout of $3.61 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.61$3.20$2.14$1.13$2.31$2.99$2.76$2.37$2.74$2.86$1.88$1.33

Dividend yield

3.94%3.40%2.31%1.05%2.10%2.77%2.63%2.23%2.58%2.66%1.72%1.27%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.30$0.29$0.28$0.28$0.30$0.31$0.31$0.32$0.31$0.31$0.60$3.61
2023$0.00$0.24$0.25$0.25$0.26$0.27$0.26$0.28$0.26$0.29$0.27$0.56$3.20
2022$0.00$0.17$0.14$0.14$0.15$0.16$0.15$0.18$0.20$0.20$0.20$0.47$2.14
2021$0.00$0.19$0.20$0.19$0.16$0.13$0.10$0.08$0.07$0.02$0.00$0.00$1.13
2020$0.00$0.26$0.24$0.23$0.22$0.20$0.20$0.20$0.19$0.19$0.19$0.20$2.31
2019$0.00$0.29$0.29$0.27$0.26$0.26$0.26$0.26$0.27$0.26$0.26$0.31$2.99
2018$0.00$0.25$0.25$0.25$0.25$0.25$0.23$0.21$0.23$0.22$0.25$0.36$2.76
2017$0.00$0.19$0.21$0.23$0.23$0.23$0.21$0.21$0.21$0.21$0.21$0.23$2.37
2016$0.00$0.19$0.19$0.20$0.18$0.19$0.19$0.17$0.18$0.16$0.17$0.93$2.74
2015$0.00$0.09$0.10$0.17$0.18$0.17$0.18$0.19$0.21$0.23$0.21$1.13$2.86
2014$0.00$0.15$0.16$0.15$0.15$0.13$0.13$0.14$0.11$0.12$0.11$0.54$1.88
2013$0.09$0.11$0.26$0.08$0.06$0.07$0.09$0.08$0.11$0.12$0.28$1.33

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.90%
-3.58%
MBB (iShares MBS Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MBS 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 MBS Bond ETF was 17.65%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current iShares MBS Bond ETF drawdown is 7.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.65%Feb 10, 2021678Oct 19, 2023
-4.81%Sep 26, 2012236Sep 5, 2013164May 1, 2014400
-4.32%Mar 10, 20203Mar 12, 202011Mar 27, 202014
-3.82%Sep 18, 200831Oct 30, 200818Nov 25, 200849
-3.43%Sep 28, 201656Dec 15, 2016172Aug 23, 2017228

Volatility

Volatility Chart

The current iShares MBS Bond ETF volatility is 1.74%, 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
1.74%
3.64%
MBB (iShares MBS Bond ETF)
Benchmark (^GSPC)
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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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