iShares Intermediate Government/Credit Bond ETF

10-Year Study

GVI.US · · US · ETF

Executive Summary: iShares Intermediate Government/Credit Bond ETF has compounded at 1.8% annually over the last 10 years, with a maximum drawdown of 11.6% and an annualized volatility of 6.0%.

1Y CAGR
+3.7%
3Y CAGR
+4.1%
5Y CAGR
+1.0%
10Y CAGR
+1.8%

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 →
11.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.10.8-1.50.4————————-0.3%
20250.51.40.40.8-0.21.0-0.11.20.40.40.60.16.7%
20240.2-1.00.6-1.41.20.81.91.11.0-1.60.7-0.62.9%
20231.6-1.62.40.6-0.7-0.70.20.1-1.1-0.52.82.25.1%
2022-1.3-0.8-2.4-2.00.7-1.11.6-2.1-2.7-0.32.3-0.4-8.3%
2021-0.4-1.0-0.80.60.30.10.7-0.2-0.6-0.4-0.0-0.3-1.9%
20201.51.2-0.51.80.80.60.7-0.1-0.0-0.30.50.26.4%
20190.80.11.40.11.40.90.01.9-0.40.4-0.20.16.5%
2018-0.9-0.50.4-0.50.50.00.00.5-0.3-0.20.51.30.8%
20170.20.40.00.70.5-0.30.50.6-0.5-0.1-0.30.01.8%
2016———0.1-0.11.60.1-0.30.2-0.5-1.80.2-0.5%

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 6.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 2.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110012.423865943456
2016-05-019997.407485968439
2016-06-0110159.35544040753
2016-07-0110172.3292335698
2016-08-0110136.752309413743
2016-09-0110157.42508363944
2016-10-0110109.80587569176
2016-11-019923.156088423808
2016-12-019945.085839149655
2017-01-019965.006672076155
2017-02-0110002.917981161063
2017-03-0110006.91337075083
2017-04-0110076.125639290392
2017-05-0110128.985990323525
2017-06-0110097.101434636661
2017-07-0110150.343367821626
2017-08-0110211.497519154864
2017-09-0110165.112841698397
2017-10-0110157.122062518869
2017-11-0110125.42829790792
2017-12-0110127.482107725133
2018-01-0110035.206565008692
2018-02-019985.948798409028
2018-03-0110023.781546462678
2018-04-019970.59572830004
2018-05-0110024.791616864584
2018-06-0110027.63103699439
2018-07-0110029.740961833928
2018-08-0110077.876427987032
2018-09-0110044.993024902726
2018-10-0110025.08341498069
2018-11-0110071.187517325512
2018-12-0110205.077960600522
2019-01-0110288.060855619415
2019-02-0110297.162712241043
2019-03-0110438.20220936066
2019-04-0110452.365640996288
2019-05-0110593.494922151629
2019-06-0110692.762396650158
2019-07-0110692.784842659088
2019-08-0110891.375906678473
2019-09-0110844.09338886476
2019-10-0110887.200949017259
2019-11-0110864.485587978816
2019-12-0110872.319245095827
2020-01-0111035.411945990414
2020-02-0111170.637926796831
2020-03-0111110.864205012867
2020-04-0111305.762900563057
2020-05-0111392.224926966299
2020-06-0111458.451876318
2020-07-0111533.51133018416
2020-08-0111516.72171550357
2020-09-0111512.075391654798
2020-10-0111481.537596503811
2020-11-0111538.617797216022
2020-12-0111565.94581308984
2021-01-0111522.681130874822
2021-02-0111410.79899935692
2021-03-0111321.54244484174
2021-04-0111390.260901184814
2021-05-0111424.794085925567
2021-06-0111438.789172494213
2021-07-0111523.006598004325
2021-08-0111504.66820870748
2021-09-0111430.888177350407
2021-10-0111382.494582094594
2021-11-0111379.823507031775
2021-12-0111345.694350451782
2022-01-0111200.064644505721
2022-02-0111115.48808285271
2022-03-0110850.613954459292
2022-04-0110635.412843830769
2022-05-0110710.7416498041
2022-06-0110594.83045968304
2022-07-0110765.869047739294
2022-08-0110542.587373895516
2022-09-0110253.482778860798
2022-10-0110220.105563580004
2022-11-0110451.658591714953
2022-12-0110405.734057441583
2023-01-0110575.336100926235
2023-02-0110410.279374250162
2023-03-0110657.690507695055
2023-04-0110719.30480221138
2023-05-0110642.988371845075
2023-06-0110563.753960317701
2023-07-0110579.600842623177
2023-08-0110595.313048875061
2023-09-0110475.260570106182
2023-10-0110418.02324733145
2023-11-0110707.049281334908
2023-12-0110941.183600496955
2024-01-0110963.113351222803
2024-02-0110855.529630415242
2024-03-0110921.363774610647
2024-04-0110771.469326967645
2024-05-0110902.84581724235
2024-06-0110986.288855444334
2024-07-0111193.622639942449
2024-08-0111321.172085694374
2024-09-0111439.48499877108
2024-10-0111252.027155181606
2024-11-0111325.694956494024
2024-12-0111260.915774718387
2025-01-0111313.85468678278
2025-02-0111474.680340775309
2025-03-0111519.303006530668
2025-04-0111612.756964715998
2025-05-0111584.104634315234
2025-06-0111705.189629494955
2025-07-0111694.022740051649
2025-08-0111831.033178568103
2025-09-0111880.425621221355
2025-10-0111930.91791831224
2025-11-0112004.855071731832
2025-12-0112011.487867371023
2026-01-0112023.799503269824
2026-02-0112118.375761901716
2026-03-0111935.620357183341
2026-04-0111978.87381639389
Annual Return Matrix
YearAnnual Return
20170.018340341302782726
20180.00766190964842095
20190.0653832618497745
20200.06379747985296569
2021-0.019043099993498736
2022-0.08284731317239924
20230.0514571619935309
20240.029222814084475246
20250.06665284668390181
2026-0.002715238223378269
Total Factor Risk
0.05992863951816194
VTI.US Exposure
-0.015725746038816917
VEA.US Exposure
0.006910925837502715
VWO.US Exposure
-0.0041422157415540095
QQQ.US Exposure
0.008619156135496362
VTV.US Exposure
0.006950513174803447
IJR.US Exposure
0.0018672434696602846
QUAL.US Exposure
-0.013169416208010622
SHV.US Exposure
0.5728490975908441
TLT.US Exposure
-0.043110794677862
LQD.US Exposure
0.3388090294488227
HYG.US Exposure
-0.009369737667707673
GLD.US Exposure
0.007515520809028241
USO.US Exposure
0.010321619976806149
VNQ.US Exposure
-0.008466750396121357
BTC-USD.CC Exposure
0.0006402544903066859
CPER.US Exposure
-0.004996916552321347
VIX.INDX Exposure
-0.0008784580171379804
UUP.US Exposure
0.006546133307311327
TIP.US Exposure
0.11664400660069535
Idiosyncratic Exposure
0.022186534458254456
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
6.0%

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
$72
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.130.72%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 →
-0.3%
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 →
+0.5%
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 →
1.2% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Intermediate Government/Credit Bond ETF a high-risk investment?

iShares Intermediate Government/Credit Bond ETF (GVI.US) has an annualized volatility of 6.0% and experienced a maximum drawdown of 11.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GVI.US has generated a Compound Annual Growth Rate (CAGR) of 1.8%. It has had a positive return in 70% 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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