- ISIN
- US0669221055
- Issuer
- BlackRock
- Inception Date
- Jul 2, 1993
- Category
- Intermediate Core Bond
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
WFBIX Performance Chart
iShares U.S. Aggregate Bond Index Fund (WFBIX) is up 0.4% since the beginning of the year. WFBIX is currently trading at $9 per share. Investors who bought $1,000 worth of WFBIX shares 5 years ago would now be looking at an investment worth $1,040.
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Returns By Period
iShares U.S. Aggregate Bond Index Fund (WFBIX) has returned 0.43% so far this year and 4.76% over the past 12 months. Over the last ten years, WFBIX has returned 1.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
iShares U.S. Aggregate Bond Index Fund
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.43%
- 6M
- 0.76%
- 1Y
- 4.76%
- 3Y*
- 5.37%
- 5Y*
- 0.78%
- 10Y*
- 1.93%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
WFBIX Monthly Returns History
Based on dividend-adjusted daily data since Jul 2, 1993, WFBIX's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2023 with a return of +8.0%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, WFBIX closed higher 46% of trading days. The best single day was Dec 14, 2023 with a return of +4.9%, while the worst single day was Mar 18, 2020 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.22% | 1.73% | -1.82% | 0.11% | 0.33% | -0.11% | 0.43% | ||||||
| 2025 | 0.54% | 2.21% | -0.01% | 0.42% | -0.67% | 1.55% | -0.34% | 1.21% | 1.09% | 0.65% | 0.65% | -0.33% | 7.16% |
| 2024 | -0.04% | -1.48% | 0.86% | -2.49% | 1.69% | 0.98% | 2.34% | 1.52% | 1.28% | -2.50% | 1.08% | -1.67% | 1.43% |
| 2023 | 3.29% | -2.49% | 2.50% | 0.58% | -1.05% | -0.41% | -0.07% | -0.61% | -2.54% | -1.86% | 4.44% | 7.99% | 9.65% |
| 2022 | -2.05% | -1.20% | -2.69% | -3.80% | 0.61% | -1.46% | 2.45% | -2.82% | -4.33% | -1.26% | 3.71% | -0.73% | -13.03% |
| 2021 | -0.77% | -1.50% | -1.22% | 0.74% | 0.25% | 0.75% | 1.10% | -0.11% | -0.87% | -0.04% | 0.26% | -0.36% | -1.79% |
Benchmark Metrics
iShares U.S. Aggregate Bond Index Fund has an annualized alpha of 4.53%, beta of -0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 02, 1993.
- This fund captured 12.26% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.90%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.02 may look defensive, but with R2 of 0.01 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.01 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.53%
- Beta
- -0.02
- R²
- 0.01
- Upside Capture
- 12.26%
- Downside Capture
- -3.90%
Expense Ratio
WFBIX has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
WFBIX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFBIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.78 | -1.20 |
| Martin ratioReturn relative to average drawdown | 4.46 | 12.44 | -7.98 |
Dividends
Dividend History
iShares U.S. Aggregate Bond Index Fund provided a 3.91% dividend yield over the last twelve months, with an annual payout of $0.35 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.35 | $0.35 | $0.33 | $0.62 | $0.23 | $0.21 | $0.26 | $0.30 | $0.27 | $0.23 | $0.23 | $0.22 |
Dividend yield | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares U.S. Aggregate Bond Index Fund. 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.15 | ||||||
| 2025 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.35 |
| 2024 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.33 |
| 2023 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.02 | $0.00 | $0.03 | $0.38 | $0.62 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.23 |
| 2021 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.21 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares U.S. Aggregate Bond Index Fund. 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 U.S. Aggregate Bond Index Fund was 18.68%, occurring on Oct 24, 2022. Recovery took 719 trading sessions.
The current iShares U.S. Aggregate Bond Index Fund drawdown is 1.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.68%Oct 2022 | 2y 2mo | 2y 10mo | 5y 1moAug 2020 - Sep 2025 |
1994 pullback1994 | -8.86%May 1994 | 6mo 23d | 12mo | 1y 6moOct 1993 - May 1995 |
COVID crash2020 | -6.38%Mar 2020 | 9d | 2mo 24d | 3mo 3dMar 2020 - Jun 2020 |
1999 pullback1999 | -5.28%Aug 1999 | 10mo 8d | 11mo | 1y 9moOct 1998 - Jul 2000 |
2013 pullback2013 | -5.25%Sep 2013 | 4mo 5d | 8mo 25d | 1y 25dMay 2013 - May 2014 |
Drawdown Indicators
| WFBIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -56.78% | +38.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -9.10% | +6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -18.90% | +12.81% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | -25.43% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | -33.92% | +15.24% |
Current DrawdownCurrent decline from peak | -1.50% | -1.80% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -10.71% | +8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 2.03% | -0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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