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iShares GNMA Bond ETF

GNMA
ETF · Currency in USD
ISIN
US46429B3336
CUSIP
46429B333
Issuer
iShares
Inception Date
Feb 14, 2012
Region
North America (U.S.)
Category
Mortgage Backed Securities
Expense Ratio
0.15%
Index Tracked
Barclays Capital GNMA Index
ETF Home Page
www.ishares.com
Asset Class
Bond

GNMAPrice Chart


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GNMAPerformance

The chart shows the growth of $10,000 invested in iShares GNMA Bond ETF on Feb 22, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,681 for a total return of roughly 16.81%. All prices are adjusted for splits and dividends.


GNMA (iShares GNMA Bond ETF)
Benchmark (S&P 500)

GNMAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.86%
6M-1.32%
YTD-2.00%
1Y-1.69%
5Y1.59%
10Y1.62%

GNMAMonthly Returns Heatmap


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GNMASharpe 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 GNMA Bond ETF Sharpe ratio is -0.98. 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.


GNMA (iShares GNMA Bond ETF)
Benchmark (S&P 500)

GNMADividends

iShares GNMA Bond ETF granted a 0.96% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.48 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$0.48$0.96$1.31$1.17$1.06$0.80$0.47$0.62$0.51$0.83

Dividend yield

0.96%1.89%2.62%2.41%2.14%1.61%0.94%1.22%1.06%1.66%

GNMADrawdowns Chart

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


GNMA (iShares GNMA Bond ETF)
Benchmark (S&P 500)

GNMAWorst Drawdowns

The table below shows the maximum drawdowns of the iShares GNMA 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 GNMA Bond ETF is 9.98%, recorded on Jul 8, 2013. It took 655 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.98%Aug 16, 2012222Jul 8, 2013655Feb 11, 2016877
-3.07%Aug 11, 2016148Mar 14, 2017121Sep 5, 2017269
-2.96%Sep 6, 2017176May 17, 2018155Dec 28, 2018331
-2.57%Apr 9, 2020389Oct 22, 2021
-2.52%Mar 10, 20203Mar 12, 20208Mar 24, 202011
-1.37%Feb 12, 201629Mar 24, 201659Jun 17, 201688
-1.33%Jun 18, 20123Jun 20, 20128Jul 2, 201211
-1.27%Jun 1, 20127Jun 11, 20124Jun 15, 201211
-1.1%Aug 10, 20121Aug 10, 20123Aug 15, 20124
-1.05%Aug 6, 20122Aug 7, 20122Aug 9, 20124

GNMAVolatility Chart

Current iShares GNMA Bond ETF volatility is 2.34%. 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.


GNMA (iShares GNMA Bond ETF)
Benchmark (S&P 500)

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