Summary
GOVT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.24% Volatility 4.12% Sharpe -0.24
Official loaded data — not a live quote.

ISHARES U.S. TREASURY BOND ETF

Symbol: GOVT

Exchange: BATS

Sector: N/A

Category: Intermediate Government

Inception date: 14/02/2012

Latest date: 16/07/2026

Current price: $22.60

Expense ratio: 0.05%

Assets under management
$43.7B
0.13% 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

-0.45%

Ann. -14.12% (Sharpe / Sortino numerator)

Volatility

4.96%

Sharpe ratio

-3.580

VaR 95%

-0.48%

CVaR 95%: -0.59%
Max drawdown: -2.10%
Sortino ratio: -5.651
Calmar ratio: -6.71

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

-0.36%

Ann. -1.25% (Sharpe / Sortino numerator)

Volatility

4.05%

Sharpe ratio

-1.206

VaR 95%

-0.42%

CVaR 95%: -0.52%
Max drawdown: -2.59%
Sortino ratio: -1.862
Calmar ratio: -0.48

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

-0.10%

Ann. 0.28% (Sharpe / Sortino numerator)

Volatility

3.58%

Sharpe ratio

-0.936

VaR 95%

-0.39%

CVaR 95%: -0.47%
Max drawdown: -2.59%
Sortino ratio: -1.464
Calmar ratio: 0.11

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

3.24%

Ann. 2.66% (Sharpe / Sortino numerator)

Volatility

4.12%

Sharpe ratio

-0.235

VaR 95%

-0.43%

CVaR 95%: -0.54%
Max drawdown: -2.59%
Sortino ratio: -0.386
Calmar ratio: 1.03

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

6.00%

Ann. 4.10% (Sharpe / Sortino numerator)

Volatility

5.11%

Sharpe ratio

0.092

VaR 95%

-0.46%

CVaR 95%: -0.67%
Max drawdown: -4.92%
Sortino ratio: 0.133
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

8.96%

Ann. 2.41% (Sharpe / Sortino numerator)

Volatility

5.51%

Sharpe ratio

-0.221

VaR 95%

-0.53%

CVaR 95%: -0.73%
Max drawdown: -7.17%
Sortino ratio: -0.340
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.

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

0.013%

Best day

0.87%

01/08/2025
Worst day

-0.697%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.57 $22.61 $22.56 $22.60 5,924,300
15/07/2026 $22.58 $22.63 $22.58 $22.61 10,427,400
14/07/2026 $22.58 $22.61 $22.55 $22.57 6,642,700
13/07/2026 $22.56 $22.57 $22.52 $22.52 6,055,700
10/07/2026 $22.61 $22.61 $22.57 $22.59 7,908,600
09/07/2026 $22.58 $22.62 $22.57 $22.60 5,425,000
08/07/2026 $22.56 $22.58 $22.53 $22.57 6,617,900
07/07/2026 $22.66 $22.66 $22.59 $22.60 7,098,400
06/07/2026 $22.69 $22.69 $22.66 $22.69 9,544,500
02/07/2026 $22.67 $22.71 $22.66 $22.69 6,249,500