GNMA vs SIZE

Comparison between ISHARES GNMA BOND ETF (GNMA, ETF) and ISHARES MSCI USA SIZE FACTOR ETF (SIZE, ETF).

5-Year PerformanceSIZE has outperformed GNMA, delivering a return of +8.1% compared to +0.5%

GNMA vs SIZE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GNMA(ETF)	SIZE(ETF)
Net Assets	$429M	$428M
Expense Ratio	0.10%	0.15%
Max Drawdown	23.27%	39.15%
Sharpe Ratio	0.35	0.86
5Y Beta	0.04	0.87
P/E Ratio	N/A	24.14
Forward P/E	N/A	17.77
PEG Ratio	N/A	0.29
5Y Dividends CAGR	20.40%	9.56%
5Y EPS CAGR	N/A	12.33%
Debt to Equity	N/A	31.11%
P/S Ratio	N/A	2.05
P/B Ratio	N/A	3.34

Net Assets

Winner

GNMA

$429M

SIZE

$428M

Expense Ratio

Winner

GNMA

0.10%

SIZE

0.15%

Max Drawdown

Winner

GNMA

23.27%

SIZE

39.15%

Sharpe Ratio

GNMA

0.35

Winner

SIZE

0.86

5Y Beta

Winner

GNMA

0.04

SIZE

0.87

P/E Ratio

GNMA

N/A

SIZE

24.14

Forward P/E

GNMA

N/A

SIZE

17.77

PEG Ratio

GNMA

N/A

SIZE

0.29

5Y Dividends CAGR

Winner

GNMA

20.40%

SIZE

9.56%

5Y EPS CAGR

GNMA

N/A

SIZE

12.33%

Debt to Equity

GNMA

N/A

SIZE

31.11%

P/S Ratio

GNMA

N/A

SIZE

2.05

P/B Ratio

GNMA

N/A

SIZE

3.34

GNMA vs SIZE - Historical Returns

Returns include dividend reinvestment.

Period	GNMA	SIZE
1 month	-0.48%	+1.19%
3 months	-0.74%	+5.01%
6 months	+0.04%	+6.89%
1 year	+4.72%	+15.42%
5 years(CAGR)	+0.47%	+8.12%
10 years(CAGR)	+1.11%	+11.57%
Max(CAGR)	+1.33%	+11.89%

GNMA

-0.48%

Winner

SIZE

+1.19%

GNMA

-0.74%

Winner

SIZE

+5.01%

GNMA

+0.04%

Winner

SIZE

+6.89%

GNMA

+4.72%

Winner

SIZE

+15.42%

5Y(CAGR)

GNMA

+0.47%

Winner

SIZE

+8.12%

10Y(CAGR)

GNMA

+1.11%

Winner

SIZE

+11.57%

Max(CAGR)

GNMA

+1.33%

Winner

SIZE

+11.89%

GNMA vs SIZE - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GNMA	SIZE
2026	+0.60%	+9.73%
2025	+8.45%	+10.84%
2024	+1.71%	+14.77%
2023	+4.84%	+18.03%
2022	-10.46%	-15.76%
2021	-1.82%	+27.05%
2020	+3.43%	+15.82%
2019	+5.88%	+29.23%
2018	+0.79%	-6.57%
2017	+1.79%	+18.56%
2016	+0.96%	+15.89%
2015	+0.80%	+1.92%
2014	+6.51%	+16.07%
2013	-2.32%	+16.41%
2012	+1.55%	N/A

GNMA vs SIZE Drawdown Comparison

The maximum drawdown for GNMA was -17.09%, occurring on Oct 20, 2022. Recovery took 1416 trading sessions.

The maximum drawdown for SIZE was -39.15%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current GNMA drawdown is -1.72%. The current SIZE drawdown is -1.77%.

Rank	GNMA	SIZE
#1	-17.09% Apr 8, 2020 - Nov 25, 2025	-39.15% Feb 20, 2020 - Oct 12, 2020
#2	-9.58% Aug 15, 2012 - Jan 20, 2016	-24.01% Nov 16, 2021 - Feb 15, 2024
#3	-3.06% Aug 10, 2016 - Sep 5, 2017	-18.71% Nov 29, 2024 - Jul 3, 2025
#4	-2.96% Sep 5, 2017 - Dec 28, 2018	-18.66% Sep 21, 2018 - Mar 21, 2019
#5	-2.61% Feb 27, 2026 - May 19, 2026	-12.77% Aug 17, 2015 - Apr 1, 2016
#6	-2.52% Mar 9, 2020 - Mar 24, 2020	-7.97% Feb 26, 2026 - Apr 17, 2026
#7	-1.33% Jun 15, 2012 - Jul 31, 2012	-7.70% Jan 26, 2018 - Aug 17, 2018
#8	-1.27% May 31, 2012 - Jun 15, 2012	-7.11% Jul 24, 2019 - Nov 1, 2019
#9	-1.25% Feb 11, 2016 - Jun 10, 2016	-6.97% Sep 8, 2014 - Oct 30, 2014
#10	-1.10% Aug 9, 2012 - Aug 15, 2012	-6.92% Apr 30, 2019 - Jun 20, 2019
#11	-1.05% Aug 2, 2012 - Aug 9, 2012	-6.51% Mar 28, 2024 - Jul 16, 2024
#12	-0.84% May 16, 2012 - May 31, 2012	-6.19% Oct 12, 2020 - Nov 5, 2020
#13	-0.84% Mar 13, 2012 - Mar 29, 2012	-6.03% Jul 16, 2024 - Aug 19, 2024
#14	-0.79% Nov 25, 2025 - Dec 31, 2025	-5.71% Oct 27, 2025 - Dec 3, 2025
#15	-0.72% Mar 28, 2019 - May 6, 2019	-5.50% May 21, 2013 - Jul 22, 2013

Correlation

Correlation between GNMA and SIZE is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67

-101

Dividend Comparison (2012 - 2026)

GNMA vs SIZE dividend yield comparison.

Year	GNMA	SIZE
2026	2.12%	0.60%
2025	4.19%	1.50%
2024	4.15%	1.53%
2023	3.43%	1.42%
2022	2.01%	1.59%
2021	0.64%	1.19%
2020	1.89%	1.43%
2019	2.61%	1.35%
2018	2.41%	2.43%
2017	2.15%	1.58%
2016	1.89%	1.88%
2015	1.50%	1.95%
2014	1.22%	1.78%
2013	1.06%	1.41%
2012	1.29%	0.00%