Summary
EUSB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.23% Volatility 4.12% Sharpe 0.06
Official loaded data — not a live quote.

ISHARES ESG ADVANCED UNIVERSAL USD BOND ETF

Symbol: EUSB

Exchange: NYSE

Sector: N/A

Category: Intermediate Core-Plus Bond

Inception date: 23/06/2020

Latest date: 16/07/2026

Current price: $43.13

Expense ratio: 0.12%

Assets under management
$721.0M
0.16% 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

-0.39%

Ann. -14.68% (Sharpe / Sortino numerator)

Volatility

5.25%

Sharpe ratio

-3.486

VaR 95%

-0.55%

CVaR 95%: -0.66%
Max drawdown: -2.04%
Sortino ratio: -6.081
Calmar ratio: -7.20

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

-0.16%

Ann. -1.91% (Sharpe / Sortino numerator)

Volatility

3.94%

Sharpe ratio

-1.406

VaR 95%

-0.39%

CVaR 95%: -0.54%
Max drawdown: -2.82%
Sortino ratio: -1.875
Calmar ratio: -0.68

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

0.11%

Ann. 0.49% (Sharpe / Sortino numerator)

Volatility

3.43%

Sharpe ratio

-0.917

VaR 95%

-0.35%

CVaR 95%: -0.47%
Max drawdown: -2.82%
Sortino ratio: -1.314
Calmar ratio: 0.17

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

4.23%

Ann. 3.87% (Sharpe / Sortino numerator)

Volatility

4.12%

Sharpe ratio

0.059

VaR 95%

-0.39%

CVaR 95%: -0.60%
Max drawdown: -2.82%
Sortino ratio: 0.081
Calmar ratio: 1.37

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

8.34%

Ann. 4.97% (Sharpe / Sortino numerator)

Volatility

4.67%

Sharpe ratio

0.287

VaR 95%

-0.45%

CVaR 95%: -0.64%
Max drawdown: -4.52%
Sortino ratio: 0.429
Calmar ratio: 1.10

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

13.21%

Ann. 3.79% (Sharpe / Sortino numerator)

Volatility

5.30%

Sharpe ratio

0.030

VaR 95%

-0.54%

CVaR 95%: -0.72%
Max drawdown: -6.82%
Sortino ratio: 0.046
Calmar ratio: 0.56

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

0.017%

Best day

0.797%

01/08/2025
Worst day

-0.757%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $43.06 $43.13 $43.06 $43.13 12,900
15/07/2026 $43.06 $43.16 $43.06 $43.12 22,500
14/07/2026 $43.05 $43.09 $43.01 $43.04 46,200
13/07/2026 $43.01 $43.02 $42.92 $42.92 15,400
10/07/2026 $43.12 $43.12 $43.05 $43.08 40,200
09/07/2026 $43.11 $43.20 $43.09 $43.12 23,600
08/07/2026 $43.09 $43.09 $43.01 $43.09 34,400
07/07/2026 $43.25 $43.27 $43.12 $43.14 70,700
06/07/2026 $43.28 $43.33 $43.24 $43.32 44,800
02/07/2026 $43.31 $43.32 $43.26 $43.29 44,300