Summary
GVI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.33% Volatility 2.79% Sharpe 0.01
Official loaded data — not a live quote.

ISHARES INTERMEDIATE GOVERNMENT/CREDIT BOND ETF

Symbol: GVI

Exchange: BATS

Sector: N/A

Category: Short-Term Bond

Inception date: 05/01/2007

Latest date: 16/07/2026

Current price: $105.65

Expense ratio: 0.20%

Assets under management
$3.8B
0.03% 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

-0.11%

Ann. -11.10% (Sharpe / Sortino numerator)

Volatility

3.83%

Sharpe ratio

-3.846

VaR 95%

-0.41%

CVaR 95%: -0.45%
Max drawdown: -1.75%
Sortino ratio: -6.546
Calmar ratio: -6.36

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

-0.11%

Ann. -1.87% (Sharpe / Sortino numerator)

Volatility

2.91%

Sharpe ratio

-1.892

VaR 95%

-0.34%

CVaR 95%: -0.40%
Max drawdown: -2.18%
Sortino ratio: -2.559
Calmar ratio: -0.86

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

0.34%

Ann. 0.74% (Sharpe / Sortino numerator)

Volatility

2.47%

Sharpe ratio

-1.171

VaR 95%

-0.31%

CVaR 95%: -0.37%
Max drawdown: -2.18%
Sortino ratio: -1.622
Calmar ratio: 0.34

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

3.33%

Ann. 3.65% (Sharpe / Sortino numerator)

Volatility

2.79%

Sharpe ratio

0.007

VaR 95%

-0.30%

CVaR 95%: -0.37%
Max drawdown: -2.18%
Sortino ratio: 0.011
Calmar ratio: 1.67

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

8.25%

Ann. 4.84% (Sharpe / Sortino numerator)

Volatility

3.02%

Sharpe ratio

0.402

VaR 95%

-0.29%

CVaR 95%: -0.40%
Max drawdown: -2.56%
Sortino ratio: 0.644
Calmar ratio: 1.89

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

13.42%

Ann. 3.91% (Sharpe / Sortino numerator)

Volatility

3.47%

Sharpe ratio

0.080

VaR 95%

-0.33%

CVaR 95%: -0.45%
Max drawdown: -3.79%
Sortino ratio: 0.134
Calmar ratio: 1.03

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

0.013%

Best day

0.701%

01/08/2025
Worst day

-0.478%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $105.62 $105.67 $105.57 $105.65 499,100
15/07/2026 $105.63 $105.74 $105.57 $105.66 66,900
14/07/2026 $105.47 $105.59 $105.43 $105.49 96,800
13/07/2026 $105.41 $105.44 $105.26 $105.26 58,400
10/07/2026 $105.55 $105.64 $105.48 $105.50 103,200
09/07/2026 $105.54 $105.67 $105.52 $105.59 91,300
08/07/2026 $105.45 $105.52 $105.35 $105.49 65,200
07/07/2026 $105.78 $105.78 $105.56 $105.58 119,600
06/07/2026 $105.90 $105.90 $105.77 $105.88 72,400
02/07/2026 $105.82 $105.87 $105.75 $105.81 93,000