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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 compared to other funds.


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


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Compare to other instruments

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


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

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%JulyAugustSeptemberOctoberNovemberDecember
3.14%
12.27%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares Agency Bond ETF had a return of 3.69% year-to-date (YTD) and 5.31% in the last 12 months. Over the past 10 years, iShares Agency Bond ETF had an annualized return of 1.63%, while the S&P 500 had an annualized return of 11.69%, indicating that iShares Agency Bond ETF did not perform as well as the benchmark.


AGZ

YTD

3.69%

1M

0.58%

6M

3.14%

1Y

5.31%

5Y (annualized)

1.05%

10Y (annualized)

1.63%

^GSPC (Benchmark)

YTD

26.52%

1M

0.66%

6M

12.27%

1Y

30.56%

5Y (annualized)

13.80%

10Y (annualized)

11.69%

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%-1.08%0.93%0.63%1.81%0.86%0.76%-1.25%0.79%3.69%
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%-0.55%-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%-0.15%1.53%-0.01%1.48%0.62%0.05%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%0.66%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%0.51%-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 53, 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 5353
Overall Rank
The Sharpe Ratio Rank of AGZ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AGZ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGZ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGZ is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AGZ is 4949
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.


Sharpe ratio
The chart of Sharpe ratio for AGZ, currently valued at 1.72, compared to the broader market0.002.004.001.722.54
The chart of Sortino ratio for AGZ, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.0012.002.633.39
The chart of Omega ratio for AGZ, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.47
The chart of Calmar ratio for AGZ, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.873.66
The chart of Martin ratio for AGZ, currently valued at 6.95, compared to the broader market0.0020.0040.0060.0080.00100.006.9516.25
AGZ
^GSPC

The current iShares Agency Bond ETF Sharpe ratio is 1.72. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.72
2.54
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Agency Bond ETF provided a 3.44% dividend yield over the last twelve months, with an annual payout of $3.74 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.74$3.41$1.67$1.13$2.69$2.68$2.41$1.79$1.71$1.47$1.50$1.32

Dividend yield

3.44%3.14%1.57%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$0.30$0.31$0.33$0.31$0.33$0.32$3.43
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$0.07$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$0.21$0.21$0.21$0.23$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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.10%
-0.91%
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 1.10%.


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 0.73%, 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%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.73%
2.24%
AGZ (iShares Agency Bond ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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