iShares GNMA Bond ETF

10-Year Study

GNMA.US · · US · ETF

Executive Summary: iShares GNMA Bond ETF has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 15.8% and an annualized volatility of 7.7%.

1Y CAGR
+6.6%
3Y CAGR
+4.3%
5Y CAGR
+0.5%
10Y CAGR
+1.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.2-2.10.9————————0.4%
20250.62.30.00.4-0.91.7-0.62.00.51.00.70.28.2%
2024-0.5-1.60.8-2.51.71.12.51.70.8-2.61.4-1.61.1%
20233.2-2.62.20.3-0.6-0.2-0.0-0.7-3.1-1.95.33.95.3%
2022-1.3-0.5-2.2-3.41.1-1.93.5-3.4-5.1-0.73.9-1.2-10.8%
2021-0.2-0.90.10.3-0.4-0.20.2-0.1-0.1-0.3-0.2-0.0-1.9%
20200.30.62.20.40.1-0.4-0.20.10.1-0.10.10.23.5%
20190.9-0.11.4-0.01.01.10.30.8-0.00.40.00.15.9%
2018-1.1-0.80.5-0.51.1-0.30.10.5-0.4-0.80.72.00.8%
20170.20.10.00.40.7-0.50.40.60.0-0.0-0.3-0.01.7%
2016———0.30.60.7-0.1-0.10.3-0.1-1.70.0-0.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.8% of variance. Idiosyncratic stock-specific factors contribute 3.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110028.0608929022
2016-05-0110083.34161652152
2016-06-0110156.89632761666
2016-07-0110146.727121197062
2016-08-0110135.793312791026
2016-09-0110161.534913001038
2016-10-0110146.778094662823
2016-11-019974.69167424897
2016-12-019975.405302769643
2017-01-019995.488848280029
2017-02-0110002.395752890834
2017-03-0110006.779470946398
2017-04-0110044.831163138027
2017-05-0110119.456317014177
2017-06-0110068.202497190088
2017-07-0110110.867288033214
2017-08-0110172.519694872832
2017-09-0110177.438634318905
2017-10-0110176.291731339252
2017-11-0110149.989423005854
2017-12-0110149.454201615348
2018-01-0110036.624435150283
2018-02-019951.677154457248
2018-03-0110006.142302624368
2018-04-019952.467243176563
2018-05-0110061.219132380638
2018-06-0110026.200361401874
2018-07-0110040.549392013989
2018-08-0110088.84675082386
2018-09-0110047.558243556316
2018-10-019968.243530830026
2018-11-0110037.185143273668
2018-12-0110235.650332219564
2019-01-0110323.936374920035
2019-02-0110311.855663534347
2019-03-0110454.632341134822
2019-04-0110453.587385086694
2019-05-0110559.102459214855
2019-06-0110670.86178289891
2019-07-0110705.01400495972
2019-08-0110788.126240885307
2019-09-0110786.291196117862
2019-10-0110824.801649501353
2019-11-0110827.426782988114
2019-12-0110834.894395722305
2020-01-0110865.554935378388
2020-02-0110934.369114157626
2020-03-0111177.104758118161
2020-04-0111217.067955275881
2020-05-0111233.379464319849
2020-06-0111189.21095623673
2020-07-0111165.202453862641
2020-08-0111175.55006741241
2020-09-0111184.062636194729
2020-10-0111173.409181850388
2020-11-0111188.573787914702
2020-12-0111215.130963576908
2021-01-0111188.726708311986
2021-02-0111085.301546280085
2021-03-0111094.451283384435
2021-04-0111129.368107431676
2021-05-0111087.773759369562
2021-06-0111062.312513221244
2021-07-0111088.869688883451
2021-08-0111073.373755291683
2021-09-0111058.999237946688
2021-10-0111024.719582221476
2021-11-0111007.00630286904
2021-12-0111006.929842670399
2022-01-0110865.427501713983
2022-02-0110810.834919882454
2022-03-0110575.515915190348
2022-04-0110219.262362976953
2022-05-0110336.11903323725
2022-06-0110139.386942127276
2022-07-0110495.895361669483
2022-08-0110135.309064866286
2022-09-019623.280601283002
2022-10-019556.989609059005
2022-11-019929.936971309584
2022-12-019814.81339888521
2023-01-0110129.319682639201
2023-02-019867.927750209628
2023-03-0110086.043210206928
2023-04-0110114.307996972177
2023-05-0110050.285323974604
2023-06-0110028.468680628299
2023-07-0110024.186909504258
2023-08-019950.88706573793
2023-09-019641.73299588899
2023-10-019454.329049013537
2023-11-019951.702641190128
2023-12-0110338.897087121299
2024-01-0110289.835126324992
2024-02-0110125.420212508378
2024-03-0110206.646430200759
2024-04-019952.62016357385
2024-05-0110124.884991117875
2024-06-0110240.034050275128
2024-07-0110497.73040643693
2024-08-0110676.621784530063
2024-09-0110758.332250147187
2024-10-0110476.06668348791
2024-11-0110620.372565061258
2024-12-0110449.891808818918
2025-01-0110513.175366562937
2025-02-0110759.096852133624
2025-03-0110761.900392750553
2025-04-0110804.488723395036
2025-05-0110709.550643412571
2025-06-0110888.36556130706
2025-07-0110824.980056631519
2025-08-0111046.33233170473
2025-09-0111106.761375366053
2025-10-0111215.640698234534
2025-11-0111290.77558676831
2025-12-0111311.955061792582
2026-01-0111365.298793712935
2026-02-0111499.104141339227
2026-03-0111259.630799187484
2026-04-0111355.613835218077
Annual Return Matrix
YearAnnual Return
20170.017447802225878606
20180.00849268629543598
20190.058544796280941336
20200.0350937031748757
2021-0.01856430580995272
2022-0.1083059909370665
20230.05339721367454775
20240.010735644311217873
20250.08249494528222279
20260.0038595250058017783
Total Factor Risk
0.07681065799888663
VTI.US Exposure
-0.04830541172613921
VEA.US Exposure
0.01207437225850027
VWO.US Exposure
0.010069219307181854
QQQ.US Exposure
0.04042924744606108
VTV.US Exposure
0.07359128929016098
IJR.US Exposure
0.014178358923217706
QUAL.US Exposure
-0.059391928487335696
SHV.US Exposure
0.42847845050928496
TLT.US Exposure
0.06125469084995344
LQD.US Exposure
0.34299798124960423
HYG.US Exposure
-0.01991453826172309
GLD.US Exposure
-0.005538158850935846
USO.US Exposure
0.007561916478455747
VNQ.US Exposure
-0.01133364340299573
BTC-USD.CC Exposure
0.0027183807244938337
CPER.US Exposure
-0.0033414672740771363
VIX.INDX Exposure
0.008251398863939576
UUP.US Exposure
-0.004351025633357246
TIP.US Exposure
0.1122180300979765
Idiosyncratic Exposure
0.03835283763773369
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$77
Avg Yield on Cost
0.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.390.77%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares GNMA Bond ETF a high-risk investment?

iShares GNMA Bond ETF (GNMA.US) has an annualized volatility of 7.7% and experienced a maximum drawdown of 15.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of GNMA.US?

Over the past 10 years, GNMA.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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