Summary
MBB
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -0.99% Volatility 5.00% Sharpe 0.28
Official loaded data — not a live quote.

ISHARES MBS ETF

Symbol: MBB

Exchange: NASDAQ

Sector: N/A

Category: Government Mortgage-Backed Bond

Inception date: 13/03/2007

Latest date: 15/10/2026

Current price: $90.59

Expense ratio: 0.04%

Assets under management
$36.2B
-0.46% 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

-0.31%

Ann. -12.77% (Sharpe / Sortino numerator)

Volatility

6.73%

Sharpe ratio

-2.438

VaR 95%

-0.71%

CVaR 95%: -0.86%
Max drawdown: -2.02%
Sortino ratio: -3.698
Calmar ratio: -6.32

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

-2.34%

Ann. 0.23% (Sharpe / Sortino numerator)

Volatility

5.05%

Sharpe ratio

-0.674

VaR 95%

-0.55%

CVaR 95%: -0.71%
Max drawdown: -2.97%
Sortino ratio: -0.900
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

-2.79%

Ann. 2.08% (Sharpe / Sortino numerator)

Volatility

4.31%

Sharpe ratio

-0.359

VaR 95%

-0.43%

CVaR 95%: -0.64%
Max drawdown: -2.97%
Sortino ratio: -0.487
Calmar ratio: 0.70

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

-0.99%

Ann. 5.04% (Sharpe / Sortino numerator)

Volatility

5.00%

Sharpe ratio

0.281

VaR 95%

-0.54%

CVaR 95%: -0.70%
Max drawdown: -2.97%
Sortino ratio: 0.414
Calmar ratio: 1.69

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

3.96%

Ann. 5.76% (Sharpe / Sortino numerator)

Volatility

5.50%

Sharpe ratio

0.387

VaR 95%

-0.55%

CVaR 95%: -0.75%
Max drawdown: -5.28%
Sortino ratio: 0.588
Calmar ratio: 1.09

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

16.73%

Ann. 3.95% (Sharpe / Sortino numerator)

Volatility

6.49%

Sharpe ratio

0.050

VaR 95%

-0.70%

CVaR 95%: -0.88%
Max drawdown: -8.77%
Sortino ratio: 0.077
Calmar ratio: 0.45

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.003%

Best day

0.731%

20/05/2026
Worst day

-1.006%

23/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $91.01 $91.01 $90.50 $90.59 6,965,300
14/10/2026 $89.44 $90.08 $89.41 $90.00 19,694,900
13/10/2026 $89.88 $89.99 $89.79 $89.97 3,919,300
12/10/2026 $89.68 $89.83 $89.68 $89.83 1,901,900
09/10/2026 $89.55 $89.79 $89.40 $89.79 3,817,700
08/10/2026 $89.08 $89.73 $88.99 $89.73 5,388,500
07/10/2026 $88.58 $89.39 $88.58 $89.22 4,982,500
06/10/2026 $89.16 $89.44 $89.10 $89.36 7,087,500
05/10/2026 $89.11 $89.28 $88.84 $89.09 5,079,800
02/10/2026 $89.82 $89.87 $89.17 $89.22 4,647,300