The etf retains a Market Volatility (i.e., Beta) of -0.0187, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Corp are expected to decrease at a much lower rate. During the bear market, IShares Corp is likely to outperform the market.
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Over the last 90 days iShares Corp Bond has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, IShares Corp is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
IShares
IShares Corp Relative Risk vs. Return Landscape
If you would invest 518.00 in iShares Corp Bond on October 19, 2025 and sell it today you would lose (2.00) from holding iShares Corp Bond or give up 0.39% of portfolio value over 90 days. iShares Corp Bond is generating negative expected returns and assumes 0.08% volatility on return distribution over the 90 days horizon. Simply put, 0% of etfs are less volatile than IShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon IShares Corp is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 8.68 times less risky than the market. the firm trades about -0.08 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.13 of returns per unit of risk over similar time horizon.
IShares Corp Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Corp's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Corp Bond, and traders can use it to determine the average amount a IShares Corp's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0816
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Based on monthly moving average IShares Corp is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Corp by adding IShares Corp to a well-diversified portfolio.
iShares Corp Bond generated a negative expected return over the last 90 days