PortfoliosLab logo
iShares Agency Bond ETF (AGZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642881662

CUSIP

464288166

Issuer

iShares

Inception Date

Nov 5, 2008

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Barclays Capital U.S. Agency Bond Index

Asset Class

Bond

Expense Ratio

AGZ has an expense ratio of 0.20%, which is considered low.


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.


Performance

Performance Chart


Loading data...

Returns By Period

iShares Agency Bond ETF (AGZ) returned 1.77% year-to-date (YTD) and 4.99% over the past 12 months. Over the past 10 years, AGZ returned 1.65% annually, underperforming the S&P 500 benchmark at 10.78%.


AGZ

YTD

1.77%

1M

0.24%

6M

2.04%

1Y

4.99%

5Y*

0.15%

10Y*

1.65%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

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
20250.56%1.16%0.27%0.76%-0.99%1.77%
20240.15%-0.40%0.46%-1.08%0.93%0.63%1.81%0.86%0.76%-1.25%0.79%-0.58%3.08%
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%-0.64%-1.30%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, AGZ is among the top 11% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGZ is 8989
Overall Rank
The Sharpe Ratio Rank of AGZ is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AGZ is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AGZ is 9090
Omega Ratio Rank
The Calmar Ratio Rank of AGZ is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AGZ is 8888
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares Agency Bond ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 1.55
  • 5-Year: 0.04
  • 10-Year: 0.55
  • All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares Agency Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

iShares Agency Bond ETF provided a 3.61% dividend yield over the last twelve months, with an annual payout of $3.92 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.92$3.76$3.41$1.67$0.83$2.69$2.68$2.41$1.79$1.71$1.47$1.50

Dividend yield

3.61%3.48%3.14%1.56%0.71%2.25%2.32%2.15%1.58%1.52%1.30%1.33%

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
2025$0.00$0.34$0.33$0.36$0.34$1.38
2024$0.00$0.31$0.30$0.31$0.30$0.31$0.30$0.31$0.33$0.31$0.33$0.65$3.76
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$0.16$0.83
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$0.12$0.13$0.12$0.13$0.13$0.12$0.12$0.12$0.13$0.13$0.24$1.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

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 11.23%, occurring on Oct 20, 2022. Recovery took 611 trading sessions.

The current iShares Agency Bond ETF drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.23%Sep 4, 2020536Oct 20, 2022611Mar 31, 20251147
-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 chart below shows the rolling one-month volatility.


Loading data...