iShares MBS ETF (MBB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MBS ETF (MBB): 1Y return 4.2%, Sharpe ratio 0.93, volatility 4.4%, max drawdown -2.9%. A ETF in the Fixed Income asset class. Compare MBB with other assets and invest through your own broker with pfolio.
iShares MBS ETF (MBB) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
MBB Performance
- MTD
- Return: -1.3%, Sharpe: -3.43, Volatility: 4.3%, Max Drawdown: -1.5%
- YTD
- Return: -0.3%, Sharpe: -0.10, Volatility: 4.6%, Max Drawdown: -2.9%
- 1Y
- Return: 4.2%, Sharpe: 0.93, Volatility: 4.4%, Max Drawdown: -2.9%
- 5Y
- Return: 0.4%, Sharpe: 0.05, Volatility: 6.7%, Max Drawdown: -17.2%
- 10Y
- Return: 11.9%, Sharpe: 0.23, Volatility: 5.2%, Max Drawdown: -17.6%
Frequently Asked Questions
- What is iShares MBS ETF (MBB)?
- iShares MBS ETF (MBB) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does MBB compare to other assets?
- You can compare MBB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MBB through pfolio?
- pfolio helps you build diversified portfolios that may include MBB. You invest through your own broker — pfolio provides the analytics.