iShares MBS Bond ETF (MBB) Sharpe Ratio: 1.07

MBB's Sharpe Ratio of 1.07 indicates that for each unit of volatility, it generates 1.07 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MBB Sharpe Ratio Rank

Average

MBB ranks above 58.2% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

MBB Sharpe Ratio Market Positioning

The chart shows MBB's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.49 or lower
Yellow zone (middle 50%): 0.49 to 1.44
Green zone (top 25%): 1.44 or higher
Top 1%: 5.90+
Median: 0.98 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MBS Bond ETF's Sharpe Ratio with other ETFs in the Mortgage Backed Securities category across multiple time periods, showing how MBB's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
FTSD	Franklin Short Duration U.S. Government ETF	2.39
LMBS	First Trust Low Duration Mortgage Opportunities ETF	2.19
VABS	Virtus Newfleet ABS/MBS ETF	2.03
PMBS	PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund	1.26
CMBS	iShares CMBS ETF	1.21
GNMA	iShares GNMA Bond ETF	1.12
JMBS	Janus Henderson Mortgage-Backed Securities ETF	1.10
MBSD	FlexShares Disciplined Duration MBS Index Fund	1.10
VMBS	Vanguard Mortgage-Backed Securities ETF	1.10
SPMB	SPDR Portfolio Mortgage Backed Bond ETF	1.09
MBB	iShares MBS Bond ETF	1.07

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows MBB's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MBB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore MBB risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

MBB Sortino Ratio