ISHARES GNMA BOND ETF
Symbol: GNMA
Exchange: NASDAQ
Sector: N/A
Category: Government Mortgage-Backed Bond
Inception date: 14/02/2012
Latest date: 15/10/2026
Current price: $42.26
Expense ratio: 0.10%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.75%
Ann. -15.16% (Sharpe / Sortino numerator)
Volatility
6.02%
Sharpe ratio
-3.121
VaR 95%
-0.64%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-2.66%
Ann. 0.97% (Sharpe / Sortino numerator)
Volatility
4.73%
Sharpe ratio
-0.561
VaR 95%
-0.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-3.15%
Ann. 2.34% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
-0.327
VaR 95%
-0.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-1.36%
Ann. 4.90% (Sharpe / Sortino numerator)
Volatility
4.81%
Sharpe ratio
0.263
VaR 95%
-0.47%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.78%
Ann. 5.53% (Sharpe / Sortino numerator)
Volatility
5.39%
Sharpe ratio
0.353
VaR 95%
-0.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.58%
Ann. 3.87% (Sharpe / Sortino numerator)
Volatility
6.27%
Sharpe ratio
0.038
VaR 95%
-0.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
-0.005%
Best day
0.642%
Worst day
-0.867%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.58 | $42.58 | $42.19 | $42.26 | 20,100 |
| 14/10/2026 | $41.74 | $42.16 | $41.74 | $42.10 | 23,300 |
| 13/10/2026 | $41.86 | $42.12 | $41.70 | $41.92 | 47,200 |
| 12/10/2026 | $41.83 | $42.12 | $41.72 | $41.86 | 55,800 |
| 09/10/2026 | $41.81 | $41.89 | $41.61 | $41.85 | 27,600 |
| 08/10/2026 | $41.49 | $41.80 | $41.41 | $41.65 | 50,000 |
| 07/10/2026 | $41.77 | $41.92 | $41.46 | $41.56 | 46,100 |
| 06/10/2026 | $41.71 | $41.78 | $41.60 | $41.69 | 16,900 |
| 05/10/2026 | $41.63 | $41.68 | $41.47 | $41.60 | 32,000 |
| 02/10/2026 | $41.66 | $42.05 | $41.65 | $41.69 | 36,900 |