Summary
IAGG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 2.37% Volatility 2.65% Sharpe -0.34
Official loaded data — not a live quote.

ISHARES CORE INTERNATIONAL AGGREGATE BOND ETF

Symbol: IAGG

Exchange: BATS

Sector: N/A

Category: Global Bond-USD Hedged

Inception date: 10/11/2015

Latest date: 16/07/2026

Current price: $49.89

Expense ratio: 0.07%

Assets under management
$10.7B
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

-0.31%

Ann. -16.56% (Sharpe / Sortino numerator)

Volatility

4.98%

Sharpe ratio

-4.054

VaR 95%

-0.49%

CVaR 95%: -0.59%
Max drawdown: -2.19%
Sortino ratio: -7.183
Calmar ratio: -7.55

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

0.67%

Ann. -0.92% (Sharpe / Sortino numerator)

Volatility

3.42%

Sharpe ratio

-1.329

VaR 95%

-0.38%

CVaR 95%: -0.49%
Max drawdown: -2.69%
Sortino ratio: -1.662
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

0.74%

Ann. 0.60% (Sharpe / Sortino numerator)

Volatility

2.76%

Sharpe ratio

-1.098

VaR 95%

-0.31%

CVaR 95%: -0.43%
Max drawdown: -2.69%
Sortino ratio: -1.418
Calmar ratio: 0.22

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

2.37%

Ann. 2.73% (Sharpe / Sortino numerator)

Volatility

2.65%

Sharpe ratio

-0.341

VaR 95%

-0.28%

CVaR 95%: -0.38%
Max drawdown: -2.69%
Sortino ratio: -0.482
Calmar ratio: 1.01

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

7.71%

Ann. 3.87% (Sharpe / Sortino numerator)

Volatility

3.04%

Sharpe ratio

0.077

VaR 95%

-0.33%

CVaR 95%: -0.42%
Max drawdown: -2.69%
Sortino ratio: 0.117
Calmar ratio: 1.44

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

14.41%

Ann. 4.35% (Sharpe / Sortino numerator)

Volatility

3.64%

Sharpe ratio

0.198

VaR 95%

-0.37%

CVaR 95%: -0.46%
Max drawdown: -2.69%
Sortino ratio: 0.334
Calmar ratio: 1.62

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

0.01%

Best day

0.642%

08/04/2026
Worst day

-0.679%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $49.81 $49.90 $49.81 $49.89 560,500
15/07/2026 $49.86 $49.97 $49.86 $49.96 2,686,000
14/07/2026 $49.92 $49.96 $49.89 $49.91 774,900
13/07/2026 $49.91 $49.92 $49.79 $49.82 973,200
10/07/2026 $49.96 $50.02 $49.93 $49.99 957,300
09/07/2026 $49.83 $49.92 $49.83 $49.90 494,400
08/07/2026 $49.82 $49.87 $49.75 $49.81 1,083,500
07/07/2026 $50.08 $50.10 $49.92 $49.94 767,600
06/07/2026 $50.13 $50.18 $50.09 $50.11 1,010,900
02/07/2026 $50.08 $50.19 $50.07 $50.13 752,300