iShares MBS (MBB): Historical Returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Fixed Income
iShares MBS (MBB) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.48%
1 Day
Mar 01 2024
0.48%
Current Month
March 2024

In the last 30 Years, the iShares MBS (MBB) ETF obtained a 3.87% compound annual return, with a 3.61% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Long-Term

The iShares MBS (MBB) ETF is part of the following Lazy Portfolios:

Portfolio Name Author MBB Weight Currency
Edge Select Moderately Conservative Merrill Lynch 15.00% USD
Edge Select Conservative Merrill Lynch 12.00% USD
Edge Select Moderate Merrill Lynch 11.00% USD
Edge Select Moderately Aggressive Merrill Lynch 7.00% USD
Edge Select Aggressive Merrill Lynch 3.00% USD

Investment Returns as of Feb 29, 2024

The iShares MBS (MBB) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MBS (MBB) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
iShares MBS (MBB) ETF 0.48 0.48 -1.71 1.88 2.37 -0.41 0.84 3.87 5.22
US Inflation Adjusted return -1.71 0.73 -0.33 -4.33 -1.88 1.31 2.37
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the iShares MBS (MBB) ETF granted a 3.50% dividend yield. If you are interested in getting periodic income, please refer to the iShares MBS (MBB) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 3.12$, with a total return of 212.37% (3.87% annualized).

The Inflation Adjusted Capital now would be 1.48$, with a net total return of 47.97% (1.31% annualized).
An investment of 1$, since January 1985, now would be worth 7.34$, with a total return of 633.79% (5.22% annualized).

The Inflation Adjusted Capital now would be 2.50$, with a net total return of 149.98% (2.37% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares MBS (MBB) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MBS (MBB) ETF
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -1.71 2.10 1.88 2.37 -3.47 -0.41 0.84 2.19 3.87 5.22
Infl. Adjusted Return (%) details -1.71 1.55 0.73 -0.33 -8.52 -4.33 -1.88 -0.36 1.31 2.37
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -7.08 -16.50 -16.98 -16.98 -16.98 -16.98 -16.98
Start to Recovery (# months) details 8 31* 37* 37* 37* 37* 37*
Start (yyyy mm) 2023 05 2021 08 2021 02 2021 02 2021 02 2021 02 2021 02
Start to Bottom (# months) 6 27 33 33 33 33 33
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 08 2021 02 2021 02 2021 02 2021 02 2021 02
Start to Bottom (# months) 6 27 33 33 33 33 33
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 10* 36* 60* 113 113 113 113
Period Start (yyyy mm) 2023 05 2021 03 2019 03 2014 06 2014 06 2014 06 2014 06
Period End (yyyy mm) 2024 02 2024 02 2024 02 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -0.22 -3.47 -0.41 -0.06 -0.06 -0.06 -0.06
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.44 -28.23 -30.57 -30.57 -30.57 -30.57 -30.57
Start to Recovery (# months) details 11* 36* 45* 45* 45* 45* 45*
Start (yyyy mm) 2023 04 2021 03 2020 06 2020 06 2020 06 2020 06 2020 06
Start to Bottom (# months) 7 32 41 41 41 41 41
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4 4 4
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 04 2021 03 2020 06 2020 06 2020 06 2020 06 2020 06
Start to Bottom (# months) 7 32 41 41 41 41 41
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 4 4 4 4 4 4 4
End (yyyy mm) - - - - - - -
Longest negative period (# months) details 12* 36* 60* 120* 240* 273 273
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2004 03 2001 02 2001 02
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2023 10 2023 10
Annualized Return (%) -0.33 -8.52 -4.33 -1.88 -0.36 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.20 7.77 6.22 4.67 3.88 3.61 3.72
Sharpe Ratio -0.35 -0.75 -0.36 -0.07 0.22 0.45 0.33
Sortino Ratio -0.59 -1.16 -0.52 -0.10 0.31 0.62 0.46
Ulcer Index 2.66 9.08 7.40 5.30 3.81 3.12 2.76
Ratio: Return / Standard Deviation 0.29 -0.45 -0.07 0.18 0.57 1.07 1.40
Ratio: Return / Deepest Drawdown 0.33 -0.21 -0.02 0.05 0.13 0.23 0.31
% Positive Months details 33% 27% 50% 55% 62% 66% 68%
Positive Months 4 10 30 67 149 240 324
Negative Months 8 26 30 53 91 120 146
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 0.84 3.89 7.48 9.33
Worst 10 Years Return (%) - Annualized 0.20 0.20 0.20
Best 10 Years Return (%) - Annualized -1.88 2.07 4.92 5.58
Worst 10 Years Return (%) - Annualized -2.52 -2.52 -2.52
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 17.01 10.42 8.32 7.48 5.58 3.87
Worst Rolling Return (%) - Annualized -14.96 -5.90 -1.26 0.20 1.96
% Positive Periods 83% 92% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.24 27.76 18.74 9.94 5.43 5.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.66
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 14.12 7.70 5.76 4.92 3.18 1.31
Worst Rolling Return (%) - Annualized -21.08 -11.00 -4.95 -2.52 -0.61
% Positive Periods 66% 78% 85% 88% 85% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.24 27.76 18.74 9.94 5.43 5.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.66
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
Best Rolling Return (%) - Annualized 20.49 12.52 10.86 9.33 8.27 6.71
Worst Rolling Return (%) - Annualized -14.96 -5.90 -1.26 0.20 1.96 3.66
% Positive Periods 87% 94% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.24 27.76 18.74 9.94 5.43 5.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 17.31 8.68 6.73 5.58 5.08 3.89
Worst Rolling Return (%) - Annualized -21.08 -11.00 -4.95 -2.52 -0.61 1.11
% Positive Periods 71% 83% 89% 92% 92% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 89.24 27.76 18.74 9.94 5.43 5.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares MBS (MBB) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES MBS (MBB) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs MBB
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.71
0.46
0.35
0.13
0.13
SPY
US Large Cap
0.72
0.46
0.35
0.15
0.15
IJR
US Small Cap
0.61
0.36
0.25
0.07
0.07
VNQ
US REITs
0.78
0.53
0.48
0.24
0.24
QQQ
US Technology
0.70
0.53
0.42
0.09
0.09
PFF
Preferred Stocks
0.61
0.57
0.55
0.25
0.26
EFA
EAFE Stocks
0.77
0.53
0.42
0.14
0.15
VT
World All Countries
0.74
0.49
0.38
0.13
0.14
EEM
Emerging Markets
0.59
0.49
0.39
0.11
0.12
VGK
Europe
0.78
0.49
0.40
0.15
0.16
VPL
Pacific
0.75
0.57
0.43
0.14
0.15
FLLA
Latin America
0.68
0.21
0.15
0.06
0.06
BND
US Total Bond Market
0.99
0.92
0.91
0.89
0.88
TLT
Long Term Treasuries
0.98
0.79
0.77
0.72
0.72
BIL
US Cash
0.14
0.10
0.06
0.16
0.17
TIP
TIPS
0.91
0.78
0.75
0.69
0.68
LQD
Invest. Grade Bonds
0.98
0.85
0.82
0.71
0.71
HYG
High Yield Bonds
0.92
0.57
0.50
0.28
0.29
CWB
US Convertible Bonds
0.72
0.38
0.32
0.14
0.14
BNDX
International Bonds
0.95
0.81
0.79
0.56
0.56
EMB
Emerg. Market Bonds
0.88
0.61
0.59
0.42
0.43
GLD
Gold
0.34
0.36
0.32
0.25
0.24
DBC
Commodities
-0.23
-0.09
-0.12
-0.03
-0.03

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES MBS (MBB) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-16.98% Feb 2021 Oct 2023 33 in progress 4 37 9.38
-3.50% May 2013 Aug 2013 4 May 2014 9 13 1.86
-2.27% Oct 2016 Dec 2016 3 Aug 2017 8 11 1.38
-2.23% May 2007 Aug 2007 4 Mar 2008 7 11 1.42
-2.09% Sep 2017 Apr 2018 8 Dec 2018 8 16 1.25
-1.80% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.01
-1.80% Apr 2004 May 2004 2 Aug 2004 3 5 1.09
-1.74% Oct 2008 Oct 2008 1 Nov 2008 1 2 1.01
-1.59% Feb 1996 May 1996 4 Jul 1996 2 6 0.88
-1.57% Dec 2009 Dec 2009 1 Mar 2010 3 4 0.71
-1.57% Mar 1994 Apr 1994 2 Jul 1994 3 5 0.85
-1.30% May 1999 Aug 1999 4 Sep 1999 1 5 0.81
-1.26% Nov 2001 Dec 2001 2 Feb 2002 2 4 0.66
-1.24% Sep 2005 Oct 2005 2 Jan 2006 3 5 0.67
-1.21% May 2015 Jun 2015 2 Sep 2015 3 5 0.54
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 183 2.0 Months 50.69%
 
DD = 0% 50.69%
 
0% < DD <= -5% 154 2.3 Months 42.66%
 
DD <= -5% 93.35%
 
-5% < DD <= -10% 6 60.2 Months 1.66%
 
DD <= -10% 95.01%
 
-10% < DD <= -15% 14 25.8 Months 3.88%
 
DD <= -15% 98.89%
 
-15% < DD <= -20% 4 90.3 Months 1.11%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-30.57% Jun 2020 Oct 2023 41 in progress 4 45 18.16
-7.22% Dec 2006 Jul 2008 20 Dec 2008 5 25 3.99
-6.34% Aug 2016 Oct 2018 27 Aug 2019 10 37 3.38
-4.99% Aug 2012 Aug 2013 13 Nov 2014 15 28 2.56
-3.72% Jul 2005 Jun 2006 12 Oct 2006 4 16 2.39
-2.66% Feb 1996 May 1996 4 Oct 1996 5 9 1.44
-2.37% Apr 2004 May 2004 2 Aug 2004 3 5 1.56
-2.36% Apr 1999 Jan 2000 10 Jun 2000 5 15 1.36
-2.23% Aug 2010 Mar 2011 8 Aug 2011 5 13 1.16
-2.12% Jul 2003 Jul 2003 1 Dec 2003 5 6 1.05
-2.07% Feb 2015 Jun 2015 5 Jan 2016 7 12 0.95
-1.90% Mar 1994 Apr 1994 2 Jul 1994 3 5 1.17
-1.62% Dec 2009 Dec 2009 1 Mar 2010 3 4 0.74
-1.52% Feb 2005 Mar 2005 2 May 2005 2 4 0.83
-1.51% Sep 1994 Nov 1994 3 Jan 1995 2 5 1.02
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 105 3.4 Months 29.09%
 
DD = 0% 29.09%
 
0% < DD <= -5% 209 1.7 Months 57.89%
 
DD <= -5% 86.98%
 
-5% < DD <= -10% 21 17.2 Months 5.82%
 
DD <= -10% 92.80%
 
-10% < DD <= -15% 2 180.5 Months 0.55%
 
DD <= -15% 93.35%
 
-15% < DD <= -20% 4 90.3 Months 1.11%
 
DD <= -20% 94.46%
 
-20% < DD <= -25% 9 40.1 Months 2.49%
 
DD <= -25% 96.95%
 
-25% < DD <= -30% 10 36.1 Months 2.77%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-16.98% Feb 2021 Oct 2023 33 in progress 4 37 9.38
-4.23% Mar 1987 Sep 1987 7 Dec 1987 3 10 2.03
-3.50% May 2013 Aug 2013 4 May 2014 9 13 1.86
-2.27% Oct 2016 Dec 2016 3 Aug 2017 8 11 1.38
-2.23% May 2007 Aug 2007 4 Mar 2008 7 11 1.42
-2.09% Sep 2017 Apr 2018 8 Dec 2018 8 16 1.25
-2.09% Feb 1994 Apr 1994 3 Jul 1994 3 6 1.17
-1.94% Nov 1988 Dec 1988 2 Apr 1989 4 6 0.95
-1.80% Jul 2003 Jul 2003 1 Sep 2003 2 3 1.01
-1.80% Apr 2004 May 2004 2 Aug 2004 3 5 1.09
-1.74% Oct 2008 Oct 2008 1 Nov 2008 1 2 1.01
-1.62% Mar 1988 May 1988 3 Jun 1988 1 4 0.94
-1.59% Feb 1996 May 1996 4 Jul 1996 2 6 0.88
-1.57% Dec 2009 Dec 2009 1 Mar 2010 3 4 0.71
-1.30% May 1999 Aug 1999 4 Sep 1999 1 5 0.81
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 256 1.8 Months 54.35%
 
DD = 0% 54.35%
 
0% < DD <= -5% 191 2.5 Months 40.55%
 
DD <= -5% 94.90%
 
-5% < DD <= -10% 6 78.5 Months 1.27%
 
DD <= -10% 96.18%
 
-10% < DD <= -15% 14 33.6 Months 2.97%
 
DD <= -15% 99.15%
 
-15% < DD <= -20% 4 117.8 Months 0.85%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-30.57% Jun 2020 Oct 2023 41 in progress 4 45 18.16
-7.22% Dec 2006 Jul 2008 20 Dec 2008 5 25 3.99
-6.65% Mar 1987 Sep 1987 7 Jan 1988 4 11 3.48
-6.34% Aug 2016 Oct 2018 27 Aug 2019 10 37 3.38
-4.99% Aug 2012 Aug 2013 13 Nov 2014 15 28 2.56
-3.72% Jul 2005 Jun 2006 12 Oct 2006 4 16 2.39
-3.03% Jan 1990 Apr 1990 4 Jun 1990 2 6 1.65
-2.71% Mar 1988 May 1988 3 Oct 1988 5 8 1.56
-2.69% Feb 1994 Apr 1994 3 Jan 1995 9 12 1.61
-2.66% Feb 1996 May 1996 4 Oct 1996 5 9 1.44
-2.59% Nov 1988 Dec 1988 2 May 1989 5 7 1.68
-2.37% Apr 2004 May 2004 2 Aug 2004 3 5 1.56
-2.36% Apr 1999 Jan 2000 10 Jun 2000 5 15 1.36
-2.23% Aug 2010 Mar 2011 8 Aug 2011 5 13 1.16
-2.12% Jul 2003 Jul 2003 1 Dec 2003 5 6 1.05
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 161 2.9 Months 34.18%
 
DD = 0% 34.18%
 
0% < DD <= -5% 262 1.8 Months 55.63%
 
DD <= -5% 89.81%
 
-5% < DD <= -10% 22 21.4 Months 4.67%
 
DD <= -10% 94.48%
 
-10% < DD <= -15% 2 235.5 Months 0.42%
 
DD <= -15% 94.90%
 
-15% < DD <= -20% 4 117.8 Months 0.85%
 
DD <= -20% 95.75%
 
-20% < DD <= -25% 9 52.3 Months 1.91%
 
DD <= -25% 97.66%
 
-25% < DD <= -30% 10 47.1 Months 2.12%
 
DD <= -30% 99.79%
 
-30% < DD <= -35% 1 471.0 Months 0.21%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES MBS (MBB) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.96 11/2021
10/2022
0.85$ -0.08 0.99$ 4.28 1.04$ 8.11 1.08$ 17.01 01/1995
12/1995
1.17$ 2.37 16.05%
2Y -8.33 11/2021
10/2023
0.84$ 1.05 1.02$ 3.86 1.07$ 7.80 1.16$ 11.78 12/1994
11/1996
1.24$ -3.58 9.50%
3Y -5.90 11/2020
10/2023
0.83$ 1.77 1.05$ 3.92 1.12$ 6.99 1.22$ 10.42 01/1995
12/1997
1.34$ -3.47 7.08%
5Y -1.26 11/2017
10/2022
0.93$ 1.83 1.09$ 3.96 1.21$ 7.00 1.40$ 8.32 05/1994
04/1999
1.49$ -0.41 4.65%
7Y -1.02 11/2016
10/2023
0.93$ 2.05 1.15$ 4.14 1.32$ 6.39 1.54$ 8.51 11/1994
10/2001
1.77$ 0.20 3.25%
10Y 0.20 11/2013
10/2023
1.01$ 2.63 1.29$ 3.75 1.44$ 5.96 1.78$ 7.48 11/1994
10/2004
2.05$ 0.84 0.00%
15Y 1.68 11/2008
10/2023
1.28$ 2.91 1.53$ 3.97 1.79$ 5.62 2.27$ 6.40 12/1994
11/2009
2.53$ 1.75 0.00%
20Y 1.96 11/2003
10/2023
1.47$ 2.47 1.62$ 4.16 2.26$ 4.99 2.65$ 5.58 12/1994
11/2014
2.96$ 2.19 0.00%
30Y 3.87 03/1994
02/2024
3.12$ 3.87 3.12$ 3.87 3.12$ 3.87 3.12$ 3.87 03/1994
02/2024
3.12$ 3.87 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.08 11/2021
10/2022
0.78$ -3.14 0.96$ 2.04 1.02$ 6.49 1.06$ 14.12 01/1995
12/1995
1.14$ -0.33 33.52%
2Y -14.17 11/2020
10/2022
0.73$ -1.03 0.97$ 1.73 1.03$ 5.65 1.11$ 8.87 08/2008
07/2010
1.18$ -7.58 29.08%
3Y -11.00 11/2020
10/2023
0.70$ -0.65 0.98$ 1.78 1.05$ 4.83 1.15$ 7.70 01/1995
12/1997
1.24$ -8.52 21.85%
5Y -4.95 11/2018
10/2023
0.77$ 0.05 1.00$ 1.63 1.08$ 4.39 1.23$ 5.76 05/1994
04/1999
1.32$ -4.33 14.62%
7Y -4.37 11/2016
10/2023
0.73$ 0.35 1.02$ 1.76 1.12$ 3.94 1.31$ 5.86 11/1994
10/2001
1.49$ -3.15 10.83%
10Y -2.52 11/2013
10/2023
0.77$ 0.88 1.09$ 1.76 1.19$ 3.32 1.38$ 4.92 04/1994
03/2004
1.61$ -1.88 11.20%
15Y -0.77 03/2009
02/2024
0.89$ 0.72 1.11$ 1.89 1.32$ 3.13 1.58$ 3.79 12/1994
11/2009
1.74$ -0.77 11.60%
20Y -0.61 11/2003
10/2023
0.88$ -0.05 0.99$ 1.99 1.48$ 2.72 1.70$ 3.18 12/1994
11/2014
1.87$ -0.36 14.88%
30Y 1.31 03/1994
02/2024
1.47$ 1.31 1.47$ 1.31 1.47$ 1.31 1.47$ 1.31 03/1994
02/2024
1.47$ 1.31 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -14.96 11/2021
10/2022
0.85$ 0.38 1.00$ 5.22 1.05$ 10.30 1.10$ 20.49 03/1985
02/1986
1.20$ 2.37 12.20%
2Y -8.33 11/2021
10/2023
0.84$ 1.65 1.03$ 5.07 1.10$ 9.39 1.19$ 15.43 03/1985
02/1987
1.33$ -3.58 7.16%
3Y -5.90 11/2020
10/2023
0.83$ 2.08 1.06$ 5.38 1.17$ 8.98 1.29$ 12.52 01/1989
12/1991
1.42$ -3.47 5.29%
5Y -1.26 11/2017
10/2022
0.93$ 2.30 1.12$ 4.90 1.27$ 8.60 1.51$ 10.86 10/1987
09/1992
1.67$ -0.41 3.41%
7Y -1.02 11/2016
10/2023
0.93$ 2.41 1.18$ 4.56 1.36$ 8.50 1.76$ 11.02 01/1985
12/1991
2.07$ 0.20 2.33%
10Y 0.20 11/2013
10/2023
1.01$ 2.89 1.33$ 5.19 1.65$ 8.07 2.17$ 9.33 03/1985
02/1995
2.44$ 0.84 0.00%
15Y 1.68 11/2008
10/2023
1.28$ 3.19 1.60$ 5.50 2.23$ 7.98 3.16$ 8.64 01/1985
12/1999
3.46$ 1.75 0.00%
20Y 1.96 11/2003
10/2023
1.47$ 3.67 2.05$ 5.42 2.87$ 7.02 3.88$ 8.27 01/1985
12/2004
4.89$ 2.19 0.00%
30Y 3.66 11/1993
10/2023
2.94$ 4.09 3.32$ 5.45 4.90$ 6.05 5.82$ 6.71 01/1985
12/2014
7.02$ 3.87 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -21.08 11/2021
10/2022
0.78$ -2.03 0.97$ 2.79 1.02$ 7.34 1.07$ 17.31 04/1985
03/1986
1.17$ -0.33 28.32%
2Y -14.17 11/2020
10/2022
0.73$ -0.57 0.98$ 2.57 1.05$ 6.30 1.13$ 12.60 01/1985
12/1986
1.26$ -7.58 21.92%
3Y -11.00 11/2020
10/2023
0.70$ -0.19 0.99$ 2.83 1.08$ 5.58 1.17$ 8.68 03/1985
02/1988
1.28$ -8.52 16.32%
5Y -4.95 11/2018
10/2023
0.77$ 0.39 1.01$ 2.93 1.15$ 5.15 1.28$ 6.73 01/1985
12/1989
1.38$ -4.33 10.71%
7Y -4.37 11/2016
10/2023
0.73$ 0.64 1.04$ 2.66 1.20$ 5.12 1.41$ 6.82 01/1985
12/1991
1.58$ -3.15 7.75%
10Y -2.52 11/2013
10/2023
0.77$ 1.10 1.11$ 2.58 1.29$ 4.90 1.61$ 5.58 04/1989
03/1999
1.72$ -1.88 7.69%
15Y -0.77 03/2009
02/2024
0.89$ 1.08 1.17$ 2.95 1.54$ 4.70 1.99$ 5.31 10/1987
09/2002
2.17$ -0.77 7.22%
20Y -0.61 11/2003
10/2023
0.88$ 1.57 1.36$ 2.97 1.79$ 3.93 2.16$ 5.08 01/1985
12/2004
2.69$ -0.36 7.79%
30Y 1.11 11/1993
10/2023
1.39$ 1.55 1.58$ 2.95 2.39$ 3.32 2.66$ 3.89 03/1985
02/2015
3.13$ 1.31 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MBS (MBB) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MBS (MBB) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.51
60%
-1.18
20%
0.35
60%
-0.37
60%
0.33
60%
-0.28
20%
0.85
80%
-0.67
40%
-1.71
20%
-0.63
40%
1.86
80%
0.72
60%
Best 3.4
2023
0.8
2020
2.1
2023
0.8
2020
1.2
2022
0.8
2019
3.2
2022
1.0
2019
0.1
2019
0.3
2019
5.2
2023
4.2
2023
Worst -1.4
2022
-3.0
2023
-2.4
2022
-3.6
2022
-0.7
2023
-1.5
2022
-0.1
2023
-3.5
2022
-5.1
2022
-2.1
2023
-0.2
2021
-0.8
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.46
70%
-0.59
30%
0.24
70%
-0.07
70%
0.40
70%
-0.16
40%
0.53
70%
-0.11
50%
-0.88
30%
-0.29
50%
0.86
60%
0.55
60%
Best 3.4
2023
0.8
2020
2.1
2023
0.9
2014
1.3
2014
0.8
2019
3.2
2022
1.0
2019
0.6
2015
1.0
2014
5.2
2023
4.2
2023
Worst -1.4
2022
-3.0
2023
-2.4
2022
-3.6
2022
-0.7
2023
-1.5
2022
-0.5
2014
-3.5
2022
-5.1
2022
-2.1
2023
-1.9
2016
-0.8
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.73
80%
0.18
65%
0.19
69%
0.27
72%
0.49
62%
0.49
72%
0.57
72%
0.40
67%
0.25
69%
0.37
69%
0.69
67%
0.54
64%
Best 3.4
2023
2.2
1995
2.1
2023
1.9
1989
3.2
1985
2.4
1989
3.2
2022
1.9
1991
2.0
1988
3.0
1987
5.2
2023
4.2
2023
Worst -1.4
2022
-3.0
2023
-2.4
2022
-3.6
2022
-1.8
2013
-1.5
2022
-1.8
2003
-3.5
2022
-5.1
2022
-2.1
2023
-1.9
2016
-1.6
2009
Monthly Seasonality over the period Feb 1985 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares MBS (MBB) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES MBS (MBB) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
240 Positive Months (67%) - 120 Negative Months (33%)
324 Positive Months (69%) - 146 Negative Months (31%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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