Summary
GNMA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.68% Volatility 4.81% Sharpe 0.26
Official loaded data — not a live quote.

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%

Assets under management
$428.9M
0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.46%

Ann. -15.16% (Sharpe / Sortino numerator)

Volatility

6.02%

Sharpe ratio

-3.121

VaR 95%

-0.64%

CVaR 95%: -0.70%
Max drawdown: -2.38%
Sortino ratio: -6.048
Calmar ratio: -6.36

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

-0.48%

Ann. 0.97% (Sharpe / Sortino numerator)

Volatility

4.73%

Sharpe ratio

-0.561

VaR 95%

-0.47%

CVaR 95%: -0.59%
Max drawdown: -2.83%
Sortino ratio: -0.925
Calmar ratio: 0.34

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%

CVaR 95%: -0.50%
Max drawdown: -2.83%
Sortino ratio: -0.522
Calmar ratio: 0.83

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%

CVaR 95%: -0.66%
Max drawdown: -2.94%
Sortino ratio: 0.391
Calmar ratio: 1.66

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%

CVaR 95%: -0.72%
Max drawdown: -5.55%
Sortino ratio: 0.547
Calmar ratio: 1.00

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%

CVaR 95%: -0.86%
Max drawdown: -8.17%
Sortino ratio: 0.059
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.022%

Best day

0.846%

01/08/2025
Worst day

-0.743%

20/03/2026
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