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iShares GNMA Bond ETF (GNMA)

ETF · Currency in USD · Last updated Aug 11, 2022

GNMA is a passive ETF by iShares tracking the investment results of the Barclays Capital GNMA Index. GNMA launched on Feb 14, 2012 and has a 0.15% expense ratio.

ETF Info

ISINUS46429B3336
CUSIP46429B333
IssueriShares
Inception DateFeb 14, 2012
RegionNorth America (U.S.)
CategoryMortgage Backed Securities
Expense Ratio0.15%
Index TrackedBarclays Capital GNMA Index
ETF Home Pagewww.ishares.com
Asset ClassBond

Trading Data

Previous Close$46.55
Year Range$44.16 - $49.74
EMA (50)$46.05
EMA (200)$47.23
Average Volume$72.46K

GNMAShare Price Chart


Chart placeholderClick Calculate to get results

GNMAPerformance

The chart shows the growth of $10,000 invested in iShares GNMA Bond ETF in Feb 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,149 for a total return of roughly 11.49%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-2.87%
-4.35%
GNMA (iShares GNMA Bond ETF)
Benchmark (^GSPC)

GNMAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.79%7.97%
6M-3.53%-6.88%
YTD-5.54%-11.66%
1Y-6.09%-5.01%
5Y0.49%11.56%
10Y0.71%11.62%

GNMAMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.29%-0.50%-2.18%-3.37%1.14%-1.90%3.51%-0.94%
2021-0.24%-0.92%0.08%0.31%-0.37%-0.23%0.24%-0.14%-0.13%-0.31%-0.16%-0.00%
20200.28%0.63%2.22%0.36%0.15%-0.39%-0.22%0.09%0.08%-0.10%0.14%0.24%
20190.86%-0.12%1.38%-0.01%1.01%1.06%0.32%0.78%-0.02%0.36%0.02%0.07%
2018-1.11%-0.85%0.55%-0.54%1.09%-0.35%0.14%0.48%-0.41%-0.79%0.69%1.98%
20170.20%0.07%0.04%0.38%0.74%-0.51%0.42%0.61%0.05%-0.01%-0.26%-0.01%
20161.32%0.22%-0.28%0.28%0.55%0.73%-0.10%-0.11%0.25%-0.15%-1.70%0.01%
20150.08%-0.58%0.58%0.24%-0.31%-0.63%1.00%-0.33%0.40%-0.01%-0.03%0.09%
20141.28%0.59%-0.66%0.50%1.42%0.34%-0.30%0.95%-0.32%0.84%0.52%0.62%
2013-0.62%0.54%-0.54%0.53%-1.22%-1.86%-0.19%-0.96%2.04%1.34%-0.73%-0.73%
2012-0.08%0.08%0.72%1.69%-0.98%2.45%-1.17%0.35%0.49%-0.61%-0.89%

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 -0.96. 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
-0.96
-0.25
GNMA (iShares GNMA Bond ETF)
Benchmark (^GSPC)

GNMADividend History

iShares GNMA Bond ETF granted a 0.95% dividend yield in the last twelve months. The annual payout for that period amounted to $0.44 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$0.44$0.32$0.96$1.31$1.17$1.06$0.94$0.75$0.62$0.51$0.89

Dividend yield

0.95%0.64%1.92%2.70%2.56%2.34%2.10%1.70%1.40%1.22%2.09%

GNMADrawdowns 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
-7.84%
-12.22%
GNMA (iShares GNMA Bond ETF)
Benchmark (^GSPC)

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 12.57%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.57%Apr 9, 2020550Jun 14, 2022
-9.99%Aug 16, 2012222Jul 8, 2013641Jan 29, 2016863
-3.06%Aug 11, 2016148Mar 14, 2017121Sep 5, 2017269
-2.97%Sep 6, 2017176May 17, 2018155Dec 28, 2018331
-2.52%Mar 10, 20203Mar 12, 20208Mar 24, 202011
-1.33%Jun 18, 20123Jun 20, 20128Jul 2, 201211
-1.27%Jun 1, 20126Jun 11, 20123Jun 15, 20129
-1.25%Feb 12, 20161Feb 12, 201682Jun 10, 201683
-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 11.34%. 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.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
11.34%
16.23%
GNMA (iShares GNMA Bond ETF)
Benchmark (^GSPC)