ISHARES GNMA BOND ETF
Symbol: GNMA
Exchange: NASDAQ
Sector: N/A
Category: Government Mortgage-Backed Bond
Inception date: 14/02/2012
Latest date: 16/07/2026
Current price: $43.88
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
-0.46%
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
-0.48%
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
0.30%
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
5.68%
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
9.34%
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
13.17%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.022%
Best day
0.846%
Worst day
-0.743%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $43.86 | $43.94 | $43.85 | $43.88 | 7,100 |
| 15/07/2026 | $44.08 | $44.08 | $43.87 | $43.91 | 15,200 |
| 14/07/2026 | $43.81 | $43.99 | $43.69 | $43.85 | 19,500 |
| 13/07/2026 | $43.62 | $43.82 | $43.59 | $43.64 | 15,200 |
| 10/07/2026 | $43.90 | $43.96 | $43.80 | $43.88 | 16,800 |
| 09/07/2026 | $43.93 | $43.97 | $43.86 | $43.91 | 14,600 |
| 08/07/2026 | $43.80 | $44.23 | $43.73 | $43.83 | 11,300 |
| 07/07/2026 | $44.21 | $44.21 | $43.84 | $43.92 | 16,000 |
| 06/07/2026 | $44.03 | $44.14 | $43.96 | $44.08 | 24,700 |
| 02/07/2026 | $44.14 | $44.14 | $44.00 | $44.06 | 10,400 |