iShares Floating Rate Bond ETF

10-Year Study

FLOT.US · · US · ETF

Executive Summary: iShares Floating Rate Bond ETF has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 4.2% and an annualized volatility of 7.1%.

1Y CAGR
+3.8%
3Y CAGR
+5.3%
5Y CAGR
+4.0%
10Y CAGR
+2.9%

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 →
4.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +6.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.4-0.1-0.10.2————————0.4%
20250.40.40.30.20.50.50.40.40.50.40.40.44.9%
20240.60.70.50.60.60.40.50.40.50.50.60.56.5%
20230.70.7-0.40.90.70.70.50.50.50.50.40.56.4%
2022-0.1-0.0-0.30.0-0.2-0.80.70.40.10.20.70.61.3%
20210.20.1-0.1-0.00.10.1-0.0-0.00.1-0.1-0.10.10.4%
20200.3-0.1-4.22.80.70.80.20.10.1-0.00.20.00.9%
20190.80.40.30.40.20.20.30.20.30.30.20.24.0%
20180.40.1-0.00.40.20.10.20.30.10.1-0.3-0.21.5%
20170.10.20.20.10.20.20.20.00.20.20.2-0.01.6%
2016———0.30.10.30.10.30.10.10.10.21.5%

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 7.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 95.8% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110026.00425714855
2016-05-0110034.733508792166
2016-06-0110059.925132904824
2016-07-0110067.920393419245
2016-08-0110099.639295787942
2016-09-0110110.203525254537
2016-10-0110123.231867797713
2016-11-0110129.051368893455
2016-12-0110149.314766852962
2017-01-0110159.328502972665
2017-02-0110181.793874319746
2017-03-0110197.889251224195
2017-04-0110206.959284463506
2017-05-0110222.451740083256
2017-06-0110242.688924073862
2017-07-0110259.098868605102
2017-08-0110262.061047090776
2017-09-0110285.758474976146
2017-10-0110301.408214409295
2017-11-0110317.582233220439
2017-12-0110316.428818588849
2018-01-0110357.00804244566
2018-02-0110369.748031330937
2018-03-0110368.751900512745
2018-04-0110405.949522381487
2018-05-0110426.134278434294
2018-06-0110437.799494594681
2018-07-0110463.620253960933
2018-08-0110495.129444578428
2018-09-0110510.25490463358
2018-10-0110524.80365737294
2018-11-0110494.552737262633
2018-12-0110469.518396963373
2019-01-0110552.695320282273
2019-02-0110599.775608426218
2019-03-0110636.02952741457
2019-04-0110674.065996288102
2019-05-0110698.077991800272
2019-06-0110721.041428556451
2019-07-0110748.618523838984
2019-08-0110774.701422894233
2019-09-0110807.783451645713
2019-10-0110836.199393933039
2019-11-0110858.717193217924
2019-12-0110884.904948148771
2020-01-0110916.964632113162
2020-02-0110911.328628799714
2020-03-0110455.598779477608
2020-04-0110745.105852006418
2020-05-0110825.504094621943
2020-06-0110909.021799536538
2020-07-0110935.81247575208
2020-08-0110948.133041134959
2020-09-0110960.453606517844
2020-10-0110958.697270601559
2020-11-0110976.024704044292
2020-12-0110979.589803814657
2021-01-0111005.541633025407
2021-02-0111012.409692877141
2021-03-0111001.871677379442
2021-04-0111000.115341463159
2021-05-0111015.293229456114
2021-06-0111023.629271566233
2021-07-0111023.07877821934
2021-08-0111022.344787090145
2021-09-0111038.754731621388
2021-10-0111031.205108578262
2021-11-0111021.663223898751
2021-12-0111028.688567563884
2022-01-0111022.161289307847
2022-02-0111019.330180666673
2022-03-0110990.573456783652
2022-04-0110993.273495580326
2022-05-0110968.186727343267
2022-06-0110879.321372773125
2022-07-0110951.147647558433
2022-08-0110998.804643018171
2022-09-0111004.833855865116
2022-10-0111026.14581258061
2022-11-0111103.503234803762
2022-12-0111169.955645964623
2023-01-0111243.197475070516
2023-02-0111324.172425001834
2023-03-0111278.00962576938
2023-04-0111380.139248602796
2023-05-0111456.998605416855
2023-06-0111532.547263785926
2023-07-0111595.041365642926
2023-08-0111654.284935356354
2023-09-0111717.329530560246
2023-10-0111774.475982761696
2023-11-0111826.300999276496
2023-12-0111888.428105568897
2024-01-0111963.583554404471
2024-02-0112053.130472166007
2024-03-0112110.381780243055
2024-04-0112181.211924210176
2024-05-0112252.749845337585
2024-06-0112300.642766517421
2024-07-0112365.810693202195
2024-08-0112417.897849405992
2024-09-0112474.467594291647
2024-10-0112530.932483301704
2024-11-0112600.68785454393
2024-12-0112664.885864379412
2025-01-0112714.666191320031
2025-02-0112767.670836435322
2025-03-0112805.602449433252
2025-04-0112825.865847392759
2025-05-0112891.138629953131
2025-06-0112957.433757300592
2025-07-0113014.789921253237
2025-08-0113071.149954387694
2025-09-0113135.374178192076
2025-10-0113185.311788946095
2025-11-0113238.52614581258
2025-12-0113286.917132401515
2026-01-0113333.944992607663
2026-02-0113326.185657813336
2026-03-0113309.015508184
2026-04-0113335.04597930145
Annual Return Matrix
YearAnnual Return
20170.016465550194745493
20180.01483939656508615
20190.039675803168355506
20200.008698730592221704
20210.0044718213181487165
20220.012809054996458347
20230.06432187220580743
20240.06531206244556409
20250.04911463669574756
20260.003622273430348155
Total Factor Risk
0.07056268266632221
VTI.US Exposure
0.03376917715944798
VEA.US Exposure
0.005184491028149825
VWO.US Exposure
0.0005719407079411729
QQQ.US Exposure
-0.002882174062563113
VTV.US Exposure
-0.0023164642886949606
IJR.US Exposure
-0.0015809950872858088
QUAL.US Exposure
-0.00156943406130366
SHV.US Exposure
0.9577832599887265
TLT.US Exposure
0.0003013807894413538
LQD.US Exposure
0.0016781651708749968
HYG.US Exposure
0.0005505451347496026
GLD.US Exposure
0.0005073814323943472
USO.US Exposure
0.00001219088797607236
VNQ.US Exposure
0.0003358105230402103
BTC-USD.CC Exposure
-0.000383877128920667
CPER.US Exposure
0.00016848985542617775
VIX.INDX Exposure
-0.00045369476349947126
UUP.US Exposure
0.00024344870171724532
TIP.US Exposure
0.0033592715428866376
Idiosyncratic Exposure
0.0047210864694954705
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
7.1%

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
$90
Avg Yield on Cost
0.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.940.90%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 →
-0.0%
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 →
+1.0%
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 →
0.3% 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 →
-0.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Floating Rate Bond ETF a high-risk investment?

iShares Floating Rate Bond ETF (FLOT.US) has an annualized volatility of 7.1% and experienced a maximum drawdown of 4.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLOT.US has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 100% 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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