Ishares Core Composite Bond ETF

10-Year Study

IAF.AU · · AU · ETF

Executive Summary: Ishares Core Composite Bond ETF has compounded at 1.5% annually over the last 10 years, with a maximum drawdown of 13.5% and an annualized volatility of 4.7%.

1Y CAGR
+0.2%
3Y CAGR
+3.4%
5Y CAGR
-0.3%
10Y CAGR
+1.5%

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 →
13.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +7.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.9-1.50.11.5-0.2——————1.2%
20250.21.00.11.60.01.0-0.10.30.10.3-0.8-0.83.0%
2024-0.0-0.11.0-1.90.50.61.71.20.4-2.01.00.52.7%
20232.7-1.33.00.1-1.0-1.90.30.8-1.4-1.93.12.75.0%
2022-1.2-1.1-3.4-2.0-0.6-1.63.4-2.5-1.61.11.4-1.9-9.7%
2021-0.5-3.50.60.60.30.61.80.1-1.5-3.31.60.3-3.1%
20202.30.7-0.60.30.30.30.5-0.41.00.6-0.1-0.34.7%
20190.81.01.70.31.71.20.71.5-0.2-0.80.8-1.77.3%
2018-0.30.40.9-0.60.80.40.20.7-0.40.50.21.34.2%
20170.60.10.50.51.3-0.80.10.1-0.20.81.1-0.73.4%
2016—————1.40.60.5-0.2-1.6-1.4-0.1-0.7%

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 4.7%. The dominant macroeconomic risk driver is LQD.US, accounting for 56.6% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110138.724822050583
2016-07-0110198.54611540209
2016-08-0110251.01643774974
2016-09-0110235.091275527442
2016-10-0110073.73105464882
2016-11-019937.219678700823
2016-12-019925.9194538613
2017-01-019985.810645510783
2017-02-019996.225491909274
2017-03-0110047.35609687904
2017-04-0110098.020713195634
2017-05-0110226.517084308996
2017-06-0110140.856720138865
2017-07-0110148.02129568145
2017-08-0110162.397045631938
2017-09-0110138.445228858676
2017-10-0110222.090192103824
2017-11-0110332.902293829145
2017-12-0110261.594380176844
2018-01-0110233.29721921271
2018-02-0110275.935180978344
2018-03-0110367.97958969699
2018-04-0110305.05947180186
2018-05-0110384.964876105267
2018-06-0110428.826058085486
2018-07-0110448.24613520661
2018-08-0110523.712997588511
2018-09-0110485.490278311721
2018-10-0110535.70055569147
2018-11-0110556.402101608826
2018-12-0110691.515511597294
2019-01-0110774.35664441571
2019-02-0110887.440440825267
2019-03-0111072.92722422209
2019-04-0111105.91922086697
2019-05-0111292.466128449774
2019-06-0111424.142872121063
2019-07-0111508.207225154069
2019-08-0111682.778224350237
2019-09-0111662.717412830996
2019-10-0111568.028518505575
2019-11-0111665.851186523609
2019-12-0111471.20772609187
2020-01-0111738.626964433417
2020-02-0111824.718368107737
2020-03-0111758.885821130256
2020-04-0111794.59220167989
2020-05-0111824.10093314228
2020-06-0111854.623189925327
2020-07-0111909.76129731241
2020-08-0111861.60137000664
2020-09-0111976.374375283962
2020-10-0112050.769463763558
2020-11-0112043.546639639324
2020-12-0112008.446044338822
2021-01-0111950.756649075596
2021-02-0111529.304861426624
2021-03-0111598.690571884574
2021-04-0111670.953762275889
2021-05-0111703.153578210371
2021-06-0111769.61520986964
2021-07-0111979.822691317468
2021-08-0111992.369435804238
2021-09-0111809.433940283554
2021-10-0111422.8497536085
2021-11-0111600.100187560434
2021-12-0111637.856918184041
2022-01-0111493.03929449318
2022-02-0111368.958165868662
2022-03-0110980.195482240008
2022-04-0110758.40818276075
2022-05-0110699.21597409103
2022-06-0110529.013618518387
2022-07-0110890.411118489264
2022-08-0110617.330118011625
2022-09-0110449.434406272207
2022-10-0110564.80154708233
2022-11-0110717.284684117942
2022-12-0110509.360547070679
2023-01-0110788.942089260127
2023-02-0110651.207493097543
2023-03-0110973.64834166288
2023-04-0110980.381877701277
2023-05-0110870.012465196472
2023-06-0110663.218350633162
2023-07-0110697.025827421103
2023-08-0110779.936858537496
2023-09-0110629.201178951293
2023-10-0110422.267267792029
2023-11-0110741.702489544377
2023-12-0111030.825149407612
2024-01-0111027.889420892603
2024-02-0111014.806789454677
2024-03-0111128.158529339811
2024-04-0110914.269737531891
2024-05-0110964.759608103543
2024-06-0111028.425307843754
2024-07-0111212.91021563625
2024-08-0111344.38891412994
2024-09-0111385.267768729833
2024-10-0111162.478593646245
2024-11-0111277.17005090926
2024-12-0111328.393853609665
2025-01-0111356.178427055302
2025-02-0111473.94540942928
2025-03-0111489.649227041324
2025-04-0111672.91091461923
2025-05-0111674.04093710318
2025-06-0111790.398303801301
2025-07-0111778.876734351517
2025-08-0111815.270448164587
2025-09-0111822.09718193362
2025-10-0111859.690816528619
2025-11-0111759.899346450915
2025-12-0111664.709514323325
2026-01-0111708.372651125945
2026-02-0111814.699612064447
2026-03-0111637.880217616701
2026-04-0111643.891471242676
2026-05-0111823.297102715549
2026-06-0111803.492584955555
Annual Return Matrix
YearAnnual Return
20170.03381801835848686
20180.04189613382604196
20190.07292625761509952
20200.0468336317391389
2021-0.030860706271773286
2022-0.09696771313196839
20230.049619061026722866
20240.026976105610561074
20250.029687850286605144
20260.01189768767596111
Total Factor Risk
0.04685297498700248
VTI.US Exposure
0.05375892878757149
VEA.US Exposure
0.1251250718253286
VWO.US Exposure
-0.018364370557446993
QQQ.US Exposure
-0.0064207249490531035
VTV.US Exposure
-0.01340562510825757
IJR.US Exposure
-0.010159001904422713
QUAL.US Exposure
0.009221924314969425
SHV.US Exposure
0.08647365248438714
TLT.US Exposure
0.01767356787933499
LQD.US Exposure
0.566094580732094
HYG.US Exposure
-0.024298010554288978
GLD.US Exposure
-0.005175508450142791
USO.US Exposure
-0.0033849209741849094
VNQ.US Exposure
-0.03357932370986583
BTC-USD.CC Exposure
0.004241609174860898
CPER.US Exposure
0.004752953764075865
VIX.INDX Exposure
-0.014307439531732205
UUP.US Exposure
0.06249917221986507
TIP.US Exposure
-0.000892211069306558
Idiosyncratic Exposure
0.20014567562621424
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.7%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.15%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+0.8%
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 →
+0.4%
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 →
1.4% 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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
70
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-0.0%
50.0% retracement+0.4%
61.8% retracement+0.8%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Ishares Core Composite Bond ETF a high-risk investment?

Ishares Core Composite Bond ETF (IAF.AU) has an annualized volatility of 4.7% and experienced a maximum drawdown of 13.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of IAF.AU?

Over the past 10 years, IAF.AU has generated a Compound Annual Growth Rate (CAGR) of 1.5%. It has had a positive return in 80% 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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