Summary
GBF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.58% Volatility 4.26% Sharpe -0.12
Official loaded data — not a live quote.

ISHARES GOVERNMENT/CREDIT BOND ETF

Symbol: GBF

Exchange: NYSE

Sector: N/A

Category: Intermediate Core Bond

Inception date: 05/01/2007

Latest date: 16/07/2026

Current price: $102.89

Expense ratio: 0.20%

Assets under management
$124.5M
0.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.51%

Ann. -15.32% (Sharpe / Sortino numerator)

Volatility

5.57%

Sharpe ratio

-3.401

VaR 95%

-0.53%

CVaR 95%: -0.67%
Max drawdown: -2.08%
Sortino ratio: -5.621
Calmar ratio: -7.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.36%

Ann. -1.77% (Sharpe / Sortino numerator)

Volatility

4.20%

Sharpe ratio

-1.285

VaR 95%

-0.41%

CVaR 95%: -0.56%
Max drawdown: -2.87%
Sortino ratio: -1.832
Calmar ratio: -0.62

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.14%

Ann. -0.24% (Sharpe / Sortino numerator)

Volatility

3.64%

Sharpe ratio

-1.062

VaR 95%

-0.39%

CVaR 95%: -0.50%
Max drawdown: -2.87%
Sortino ratio: -1.547
Calmar ratio: -0.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.58%

Ann. 3.11% (Sharpe / Sortino numerator)

Volatility

4.26%

Sharpe ratio

-0.123

VaR 95%

-0.41%

CVaR 95%: -0.59%
Max drawdown: -2.87%
Sortino ratio: -0.181
Calmar ratio: 1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.72%

Ann. 4.36% (Sharpe / Sortino numerator)

Volatility

4.65%

Sharpe ratio

0.157

VaR 95%

-0.45%

CVaR 95%: -0.62%
Max drawdown: -4.90%
Sortino ratio: 0.249
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.86%

Ann. 3.06% (Sharpe / Sortino numerator)

Volatility

5.31%

Sharpe ratio

-0.107

VaR 95%

-0.54%

CVaR 95%: -0.70%
Max drawdown: -7.08%
Sortino ratio: -0.175
Calmar ratio: 0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

0.859%

01/08/2025
Worst day

-0.805%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $102.81 $102.89 $102.78 $102.89 2,300
15/07/2026 $102.79 $102.94 $102.79 $102.94 5,800
14/07/2026 $102.73 $102.80 $102.69 $102.72 6,100
13/07/2026 $102.62 $102.74 $102.51 $102.51 1,400
10/07/2026 $102.82 $102.82 $102.80 $102.80 17,600
09/07/2026 $102.78 $103.01 $102.78 $102.97 103,500
08/07/2026 $102.67 $102.86 $102.67 $102.84 4,800
07/07/2026 $103.26 $103.26 $102.95 $102.96 4,200
06/07/2026 $103.28 $103.40 $103.28 $103.40 4,500
02/07/2026 $103.34 $103.44 $103.30 $103.40 3,800