iShares GNMA Bond ETF (GNMA)

Description

The investment seeks to track the performance of the Bloomberg U.S. GNMA Bond Index. The GNMA ETF contains 227 constituents. It is focused on holdings in the region.

Price $41.79 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.46%
Expense ratio0.11%
Average spread0.096%
1Y roundtrip cost0.206%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.3%-0.5%-2.2%-3.4%1.1%-1.9%3.5%-3.4%-5.1%-2.6%-15.7%
2021-0.2%-0.9%0.1%0.3%-0.4%-0.2%0.2%-0.1%-0.1%-0.3%-0.2%0.0%-1.9%
20200.3%0.6%2.2%0.4%0.1%-0.4%-0.2%0.1%0.1%-0.1%0.1%0.2%3.5%
20190.9%-0.1%1.4%-0.0%1.0%1.0%0.3%0.8%-0.0%0.4%0.0%0.1%5.7%
2018-1.1%-0.8%0.5%-0.5%1.1%-0.3%0.1%0.5%-0.4%-0.8%0.7%2.0%0.9%
20170.2%0.1%0.0%0.4%0.7%-0.5%0.4%0.6%0.0%-0.0%-0.3%-0.0%1.7%
20161.3%0.2%-0.4%0.1%0.6%0.7%-0.1%-0.1%0.3%-0.1%-1.7%-0.0%0.7%
20150.1%-0.6%0.6%0.1%-0.3%-0.8%1.0%-0.3%0.3%-0.1%-0.0%0.1%-0.1%
20141.3%0.6%-0.7%0.5%1.4%0.3%-0.3%1.0%-0.3%0.9%0.5%0.6%5.8%
2013-0.6%0.5%-0.5%0.5%-1.2%-1.9%-0.2%-1.0%2.0%1.3%-0.7%-0.7%-2.4%
20120.1%0.6%1.7%-1.0%2.4%-1.2%0.3%0.5%-0.6%-0.9%2.0%
0.8%-0.9%1.1%-1.0%5.9%-4.9%7.3%-3.2%-2.9%-1.1%-2.1%1.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.030.040.090.070.070.070.080.080.080.60
20210.080.080.080.070.010.31
20200.100.100.100.090.080.090.080.080.080.090.080.96
20190.130.120.130.120.130.120.120.110.110.100.091.29
20180.100.090.100.110.100.090.100.110.120.130.121.17
20170.070.080.090.090.100.100.100.100.100.110.111.06
20160.060.080.070.070.070.070.070.070.210.76
20150.040.060.070.070.060.060.070.43
20140.030.040.040.040.040.040.030.030.030.050.060.41
20130.030.030.050.050.050.050.030.020.050.040.040.43
20120.050.050.520.080.030.020.020.030.80
0.000.670.640.670.840.691.220.750.630.650.660.81

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

GNMA IMTB MBB NUAG NUBD PBND
Product nameiShares GNMA Bond ETFiShares Core 5-10 Year USD Bond ETFiShares MBS ETFNuShares Enhanced Yield US Aggt Bd ETFNuShares ESG U.S. Aggregate Bond ETFPowerShares PureBeta US Aggregate Bond Portfolio
IssueriSharesiSharesiSharesNuveenNuveenInvesco
Price$41.79$41.025$88.68$19.78$21.055$21.051
Expense Ratio0.11%better0.06%better0.06%worse0.2%worse0.15%better0.05%
Average Spread0.096%0.195%0.011%0.051%0.047%0.095%
AUM$406,147,000$106,839,000$21,300,300,000$288,319,000$214,463,000$18,973,700
Shares9,718,7632,604,249240,192,84314,576,27110,185,830901,321
Average Daily Volume90,79317,8282,894,15750,69357,95014,667
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2012-02-142016-11-012007-03-132016-09-142017-09-292017-09-29
Index TrackedBloomberg U.S. GNMA Bond IndexBloomberg U.S. Universal 5-10 Year IndexBloomberg U.S. MBS IndexICE BofAML Enhanced Yield US Broad Bond IndexBloomberg MSCI US Aggregate ESG Select IndexICE BofAML US Broad Market Index
CategoryMortgage Backed SecuritiesTotal Bond MarketMortgage Backed SecuritiesTotal Bond MarketTotal Bond MarketTotal Bond Market
Asset ClassBondBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.609$1.458$1.28$0.641$0.544$0.491
Annual Dividend Yield0.015%0.036%0.014%0.032%0.026%0.023%
Number of Holdings22721099698569925402
YTD Return-14.89%-16.98%-16.39%-17.80%-16.57%-16.60%
Beta-0.070.020.00-0.020.020.02
Upside Beta-0.050.01-0.01-0.040.00-0.01
Downside Beta0.03-0.010.06-0.020.010.00
Volatility 1Y7.52%7.22%7.62%7.53%7.17%6.92%
Sharpe Ratio 3Y-2.05-1.88-1.92-1.42-1.74-1.76
Treynor Ratio 3Y0.09-0.27-1.370.36-0.26-0.31

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew