ISHARES U.S. FIXED INCOME BALANCED RISK SYSTEMATIC ETF
Symbol: FIBR
Exchange: BATS
Sector: Energy
Category: Corporate Bond
Inception date: 24/02/2015
Latest date: 10/07/2026
Current price: $87.85
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.12%
Ann. -16.76% (Sharpe / Sortino numerator)
Volatility
6.55%
Sharpe ratio
-3.114
VaR 95%
-0.61%
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
-0.56%
Ann. -2.43% (Sharpe / Sortino numerator)
Volatility
5.09%
Sharpe ratio
-1.192
VaR 95%
-0.50%
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
-0.50%
Ann. 0.10% (Sharpe / Sortino numerator)
Volatility
4.31%
Sharpe ratio
-0.818
VaR 95%
-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
3.83%
Ann. 5.84% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
0.562
VaR 95%
-0.44%
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
10.26%
Ann. 6.73% (Sharpe / Sortino numerator)
Volatility
3.52%
Sharpe ratio
0.880
VaR 95%
-0.36%
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
19.54%
Ann. 6.39% (Sharpe / Sortino numerator)
Volatility
4.52%
Sharpe ratio
0.610
VaR 95%
-0.46%
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: 10/07/2025 - 10/07/2026.
Average daily return
0.016%
Best day
0.683%
Worst day
-1.02%
Days with data
246
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 10/07/2026 | $87.91 | $87.94 | $87.80 | $87.85 | 33,865 |
| 02/07/2026 | $88.20 | $88.37 | $88.19 | $88.33 | 38,668 |
| 01/07/2026 | $88.14 | $88.33 | $88.14 | $88.20 | 55,139 |
| 30/06/2026 | $88.90 | $88.93 | $88.71 | $88.72 | 41,981 |
| 29/06/2026 | $89.04 | $89.10 | $88.94 | $89.10 | 67,947 |
| 26/06/2026 | $88.85 | $89.05 | $88.85 | $88.98 | 38,170 |
| 25/06/2026 | $88.93 | $89.04 | $88.90 | $88.91 | 46,438 |
| 24/06/2026 | $88.72 | $88.94 | $88.72 | $88.85 | 64,643 |
| 23/06/2026 | $88.38 | $88.56 | $88.36 | $88.46 | 38,150 |
| 22/06/2026 | $88.38 | $88.47 | $88.30 | $88.46 | 87,878 |