PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Agency Bond ETF (AGZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642881662
CUSIP464288166
IssueriShares
Inception DateNov 5, 2008
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market
Index TrackedBarclays Capital U.S. Agency Bond Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

AGZ has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for AGZ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Agency Bond ETF

Popular comparisons: AGZ vs. USFR, AGZ vs. GVI, AGZ vs. NYF, AGZ vs. GBF, AGZ vs. ACWI, AGZ vs. VGSH, AGZ vs. SGOV, AGZ vs. LLDYX, AGZ vs. FGOVX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Agency Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
1.26%
15.13%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Agency Bond ETF had a return of 0.95% year-to-date (YTD) and 4.28% in the last 12 months. Over the past 10 years, iShares Agency Bond ETF had an annualized return of 1.51%, while the S&P 500 had an annualized return of 10.88%, indicating that iShares Agency Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.95%13.92%
1 month1.03%3.57%
6 months1.26%15.13%
1 year4.28%24.27%
5 years (annualized)0.88%13.51%
10 years (annualized)1.51%10.88%

Monthly Returns

The table below presents the monthly returns of AGZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%-0.40%0.46%-1.07%0.93%0.95%
20231.74%-1.24%1.69%0.55%-0.45%-0.48%0.16%0.40%-0.86%-0.10%1.95%1.79%5.18%
2022-1.14%-0.54%-2.37%-1.67%0.65%-0.77%1.24%-1.69%-2.35%-0.68%1.73%-0.36%-7.77%
2021-0.06%-0.75%-0.59%0.36%0.28%0.09%0.82%0.01%-0.58%-0.38%0.16%-0.39%-1.05%
20201.64%1.57%1.37%0.26%0.51%0.06%0.61%-0.27%-0.07%-0.21%0.21%-0.01%5.77%
20190.33%-0.14%1.53%-0.01%1.48%0.62%0.04%2.09%-0.42%0.09%0.04%-0.25%5.51%
2018-0.96%-0.32%0.66%-0.74%0.54%0.15%-0.28%0.57%-0.38%0.03%0.51%1.56%1.32%
20170.26%0.25%0.11%0.57%0.51%-0.13%0.30%0.59%-0.52%0.04%-0.15%0.18%2.01%
20160.60%0.67%0.48%0.06%0.00%1.14%0.17%-0.14%0.04%-0.36%-1.76%0.16%1.03%
20151.82%-0.47%-0.16%-0.22%0.03%-0.38%0.41%0.14%0.52%-0.02%-0.34%0.02%1.34%
20141.05%0.33%-0.20%0.61%0.66%0.03%-0.26%0.09%0.16%0.70%0.52%-0.05%3.68%
2013-0.29%0.40%0.16%0.44%-1.00%-1.58%0.57%-0.39%0.62%0.57%-0.08%-0.68%-1.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGZ is 59, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AGZ is 5959
AGZ (iShares Agency Bond ETF)
The Sharpe Ratio Rank of AGZ is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of AGZ is 6464Sortino Ratio Rank
The Omega Ratio Rank of AGZ is 6161Omega Ratio Rank
The Calmar Ratio Rank of AGZ is 3939Calmar Ratio Rank
The Martin Ratio Rank of AGZ is 6969Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AGZ
Sharpe ratio
The chart of Sharpe ratio for AGZ, currently valued at 1.35, compared to the broader market0.002.004.006.001.35
Sortino ratio
The chart of Sortino ratio for AGZ, currently valued at 2.08, compared to the broader market0.005.0010.002.08
Omega ratio
The chart of Omega ratio for AGZ, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for AGZ, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
Martin ratio
The chart of Martin ratio for AGZ, currently valued at 6.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.0020.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.07

Sharpe Ratio

The current iShares Agency Bond ETF Sharpe ratio is 1.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Agency Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.35
2.15
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Agency Bond ETF granted a 3.32% dividend yield in the last twelve months. The annual payout for that period amounted to $3.58 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.58$3.41$1.67$1.13$2.69$2.68$2.41$1.79$1.71$1.47$1.50$1.32

Dividend yield

3.32%3.14%1.56%0.96%2.25%2.32%2.15%1.58%1.52%1.30%1.33%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Agency Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.31$0.30$0.31$0.30$0.31$1.53
2023$0.00$0.25$0.26$0.28$0.27$0.30$0.29$0.29$0.26$0.29$0.31$0.62$3.41
2022$0.00$0.08$0.09$0.10$0.10$0.10$0.12$0.13$0.15$0.16$0.21$0.43$1.67
2021$0.00$0.07$0.08$0.07$0.06$0.06$0.06$0.07$0.06$0.07$0.07$0.46$1.13
2020$0.00$0.19$0.19$0.16$0.16$0.14$0.13$0.12$0.10$0.09$0.08$1.33$2.69
2019$0.00$0.24$0.24$0.24$0.24$0.25$0.23$0.21$0.21$0.22$0.22$0.39$2.68
2018$0.00$0.16$0.17$0.17$0.19$0.20$0.20$0.20$0.21$0.21$0.22$0.47$2.41
2017$0.00$0.13$0.14$0.13$0.15$0.14$0.15$0.15$0.15$0.16$0.16$0.33$1.79
2016$0.00$0.12$0.13$0.13$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.48$1.71
2015$0.00$0.13$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.12$0.12$0.27$1.47
2014$0.00$0.12$0.13$0.12$0.13$0.13$0.12$0.12$0.12$0.13$0.13$0.24$1.50
2013$0.10$0.11$0.10$0.10$0.10$0.10$0.12$0.12$0.12$0.12$0.23$1.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-3.72%
0
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Agency Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Agency Bond ETF was 11.01%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares Agency Bond ETF drawdown is 3.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.01%Sep 4, 2020536Oct 20, 2022
-4.98%Nov 14, 20086Nov 24, 200811Dec 11, 200817
-3.28%May 2, 201337Jun 24, 2013225May 15, 2014262
-2.88%Jul 7, 2016114Dec 15, 2016169Aug 18, 2017283
-2.53%Nov 5, 201065Feb 8, 201178Jun 1, 2011143

Volatility

Volatility Chart

The current iShares Agency Bond ETF volatility is 0.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
0.99%
2.49%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)