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iShares Agency Bond ETF (AGZ)

ETF · Currency in USD · Last updated Aug 13, 2022

AGZ is a passive ETF by iShares tracking the investment results of the Barclays Capital U.S. Agency Bond Index. AGZ launched on Nov 5, 2008 and has a 0.20% expense ratio.

ETF Info

ISINUS4642881662
CUSIP464288166
IssueriShares
Inception DateNov 5, 2008
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market
Expense Ratio0.20%
Index TrackedBarclays Capital U.S. Agency Bond Index
ETF Home Pagewww.ishares.com
Asset ClassBond

Trading Data

Previous Close$110.14
Year Range$106.97 - $117.92
EMA (50)$110.16
EMA (200)$112.61
Average Volume$31.05K

AGZShare Price Chart


Chart placeholderClick Calculate to get results

AGZPerformance

The chart shows the growth of $10,000 invested in iShares Agency Bond ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,501 for a total return of roughly 25.01%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-3.33%
-4.35%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

AGZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.32%12.08%
6M-3.04%-4.97%
YTD-5.39%-10.20%
1Y-6.22%-3.65%
5Y1.12%11.89%
10Y1.27%11.81%

AGZMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.14%-0.54%-2.37%-1.67%0.65%-0.77%1.24%-0.86%
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%
20201.64%1.57%1.37%0.26%0.51%0.06%0.61%-0.27%-0.07%-0.21%0.21%-0.01%
20190.33%-0.14%1.53%-0.01%1.48%0.62%0.04%2.09%-0.42%0.09%0.04%-0.25%
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%
20170.26%0.25%0.11%0.57%0.51%-0.13%0.30%0.59%-0.52%0.04%-0.15%0.18%
20160.60%0.67%0.48%0.06%0.00%1.14%0.17%-0.14%0.04%-0.36%-1.76%0.16%
20151.82%-0.47%-0.16%-0.22%0.03%-0.38%0.41%0.14%0.52%-0.02%-0.34%0.02%
20141.05%0.33%-0.20%0.61%0.66%0.03%-0.26%0.09%0.16%0.70%0.51%-0.05%
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%
20120.46%-0.47%-0.04%0.52%0.41%0.15%0.54%0.08%0.18%-0.19%0.02%-0.13%
20110.39%-0.32%0.08%0.86%0.66%0.18%0.69%1.14%0.39%-0.23%0.30%0.66%
20100.98%0.34%-0.47%0.42%1.12%0.92%0.50%0.99%-0.03%0.25%-0.34%-1.03%

AGZSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Agency Bond ETF Sharpe ratio is -1.51. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.000.001.00MarchAprilMayJuneJulyAugust
-1.51
-0.20
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

AGZDividend History

iShares Agency Bond ETF granted a 1.25% dividend yield in the last twelve months. The annual payout for that period amounted to $1.38 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.38$1.13$2.69$2.68$2.41$1.79$1.71$1.47$1.50$1.32$1.39$1.88$2.06

Dividend yield

1.25%0.97%2.29%2.41%2.28%1.72%1.68%1.45%1.51%1.37%1.42%1.96%2.26%

AGZDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-6.98%
-10.77%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

AGZWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Agency Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Agency Bond ETF is 9.66%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.66%Sep 4, 2020447Jun 14, 2022
-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
-2.34%Sep 8, 2017174May 17, 2018148Dec 18, 2018322
-2.24%Mar 10, 20207Mar 18, 202085Jul 20, 202092
-1.84%Jan 26, 201595Jun 10, 201588Oct 14, 2015183
-1.53%Sep 5, 20197Sep 13, 201990Jan 23, 202097
-1.13%Feb 2, 201233Mar 20, 201234May 8, 201267
-1.11%Oct 4, 201118Oct 27, 20119Nov 9, 201127

AGZVolatility Chart

Current iShares Agency Bond ETF volatility is 5.54%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
5.54%
16.68%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)