iShares U.S. Fixed Income Balanced Risk Factor ETF

10-Year Study

FIBR.US · · US · ETF

Executive Summary: iShares U.S. Fixed Income Balanced Risk Factor ETF has compounded at 2.1% annually over the last 10 years, with a maximum drawdown of 17.1% and an annualized volatility of 7.6%.

1Y CAGR
+3.4%
3Y CAGR
+6.0%
5Y CAGR
+1.1%
10Y CAGR
+2.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +10.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.11.2-2.30.9————————-0.4%
20250.80.80.00.40.71.30.21.00.8-0.00.8-0.76.4%
20240.3-0.70.9-1.11.50.72.01.41.1-1.11.1-0.16.0%
20232.8-2.42.30.5-0.70.10.60.0-1.3-0.63.82.88.2%
2022-2.5-1.6-2.8-5.21.3-2.93.7-3.4-4.00.23.5-0.5-13.6%
2021-0.3-1.5-0.60.70.10.50.90.0-0.8-0.1-0.20.2-1.0%
20200.60.3-4.63.11.30.31.5-0.2-0.5-0.01.00.63.3%
20192.10.61.80.50.61.30.40.8-0.00.70.00.810.0%
2018-0.9-0.9-0.1-0.20.5-0.30.60.8-0.3-0.8-0.20.8-0.9%
20170.60.6-0.01.00.8-0.20.80.5-0.00.2-0.30.13.9%
2016———1.40.60.90.70.50.4-0.3-1.70.53.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 2.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110141.659881517253
2016-05-0110201.0556756605
2016-06-0110290.114271274955
2016-07-0110363.155234859758
2016-08-0110417.848218547324
2016-09-0110462.04059859056
2016-10-0110429.738607968104
2016-11-0110254.232529410114
2016-12-0110310.413566555297
2017-01-0110368.672263245082
2017-02-0110429.303422522953
2017-03-0110424.207541342616
2017-04-0110526.462082713313
2017-05-0110609.175393772639
2017-06-0110585.88595333689
2017-07-0110669.44155880619
2017-08-0110717.564646095967
2017-09-0110712.496841395961
2017-10-0110729.455035516748
2017-11-0110700.648566695678
2017-12-0110711.121093859674
2018-01-0110619.156582530813
2018-02-0110525.970744307493
2018-03-0110514.4172726507
2018-04-0110489.724008198333
2018-05-0110542.00241457731
2018-06-0110513.799590083388
2018-07-0110575.91880281888
2018-08-0110663.461268495383
2018-09-0110626.877614622232
2018-10-0110542.423561782294
2018-11-0110524.875761574529
2018-12-0110612.305921329702
2019-01-0110833.983771794368
2019-02-0110895.54145492321
2019-03-0111089.788584103097
2019-04-0111150.433781621135
2019-05-0111213.479518207598
2019-06-0111362.846393576103
2019-07-0111408.456635876128
2019-08-0111501.010753291966
2019-09-0111495.325266024653
2019-10-0111574.346519920264
2019-11-0111579.273942218604
2019-12-0111676.994132015612
2020-01-0111751.46699609737
2020-02-0111789.215823904315
2020-03-0111243.549428643624
2020-04-0111590.307998989247
2020-05-0111742.300025268833
2020-06-0111776.356795912065
2020-07-0111950.37482101244
2020-08-0111929.275346042623
2020-09-0111873.290844259764
2020-10-0111868.658225004914
2020-11-0111988.33422242188
2020-12-0112063.565151472612
2021-01-0112030.799898924672
2021-02-0111851.292921919308
2021-03-0111779.571552910129
2021-04-0111867.591318752282
2021-05-0111883.20184181711
2021-06-0111942.83628604318
2021-07-0112053.654153915266
2021-08-0112055.254513294214
2021-09-0111959.246988797486
2021-10-0111944.02953645731
2021-11-0111914.661538029593
2021-12-0111942.499368279194
2022-01-0111648.019204312548
2022-02-0111463.837493331837
2022-03-0111142.614481848555
2022-04-0110562.863239464301
2022-05-0110697.251312575458
2022-06-0110390.06654125839
2022-07-0110779.627705870793
2022-08-0110415.054608754248
2022-09-0110001.656512339614
2022-10-0110022.011960580621
2022-11-0110369.584748855883
2022-12-0110322.00915293259
2023-01-0110612.151500687874
2023-02-0110361.161804756159
2023-03-0110599.41881685712
2023-04-0110656.821180896764
2023-05-0110584.369823398938
2023-06-0110593.270067664318
2023-07-0110661.664373754107
2023-08-0110664.696633630008
2023-09-0110524.398461408877
2023-10-0110462.588089957044
2023-11-0110861.709296122639
2023-12-0111170.719038661315
2024-01-0111200.297610691525
2024-02-0111120.813094870427
2024-03-0111223.404554005112
2024-04-0111102.366847292025
2024-05-0111266.937136760534
2024-06-0111345.396861049501
2024-07-0111569.36294466126
2024-08-0111727.910829098464
2024-09-0111860.656428110175
2024-10-0111726.478928601511
2024-11-0111853.131931381082
2024-12-0111845.523205210995
2025-01-0111937.768481343179
2025-02-0112036.709998034647
2025-03-0112041.876070415814
2025-04-0112091.304714041049
2025-05-0112180.980992222816
2025-06-0112335.359519330657
2025-07-0112364.881938400204
2025-08-0112482.367970351239
2025-09-0112587.289777353511
2025-10-0112585.675379734397
2025-11-0112685.150349552181
2025-12-0112600.724373192577
2026-01-0112592.554117415842
2026-02-0112743.57750512396
2026-03-0112448.36735266867
2026-04-0112555.802004660696
Annual Return Matrix
YearAnnual Return
20170.0388643505634132
2018-0.009225474314413229
20190.10032581218243908
20200.033105353577005836
2021-0.010035655436290258
2022-0.13569104467786985
20230.08222332233522556
20240.06040830175875134
20250.06375414195713702
2026-0.0035650623885918886
Total Factor Risk
0.07634361908261329
VTI.US Exposure
0.09713625638985306
VEA.US Exposure
0.013684489615663606
VWO.US Exposure
-0.0009730400549860166
QQQ.US Exposure
-0.056342557192749235
VTV.US Exposure
-0.02532429835277821
IJR.US Exposure
-0.0014726175148332937
QUAL.US Exposure
0.0037343667357166792
SHV.US Exposure
0.48174050716615524
TLT.US Exposure
-0.06891650500920592
LQD.US Exposure
0.432926360918216
HYG.US Exposure
0.03218411670622505
GLD.US Exposure
0.006022765604264805
USO.US Exposure
0.004019371684583943
VNQ.US Exposure
-0.014052027552226004
BTC-USD.CC Exposure
-0.0000700401496562418
CPER.US Exposure
-0.00387060554756628
VIX.INDX Exposure
-0.0017499433274567962
UUP.US Exposure
-0.011095754952765236
TIP.US Exposure
0.08607067030528108
Idiosyncratic Exposure
0.026348484528263643
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$93
Avg Yield on Cost
0.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$93.030.93%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares U.S. Fixed Income Balanced Risk Factor ETF a high-risk investment?

iShares U.S. Fixed Income Balanced Risk Factor ETF (FIBR.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 17.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FIBR.US?

Over the past 10 years, FIBR.US has generated a Compound Annual Growth Rate (CAGR) of 2.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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