Summary
IAI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 13.29% Volatility 24.14% Sharpe 0.57
Official loaded data — not a live quote.

ISHARES U.S. BROKER-DEALERS & SECURITIES EXCHANGES ETF

Symbol: IAI

Exchange: NYSE

Sector: Financial_Services

Category: Financial

Inception date: 01/05/2006

Latest date: 16/07/2026

Current price: $192.28

Expense ratio: 0.38%

Assets under management
$1.3B
-2.02% 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

2.41%

Ann. -28.25% (Sharpe / Sortino numerator)

Volatility

20.54%

Sharpe ratio

-1.552

VaR 95%

-2.43%

CVaR 95%: -2.57%
Max drawdown: -8.27%
Sortino ratio: -2.559
Calmar ratio: -3.41

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

8.86%

Ann. -30.66% (Sharpe / Sortino numerator)

Volatility

25.00%

Sharpe ratio

-1.372

VaR 95%

-2.85%

CVaR 95%: -3.10%
Max drawdown: -16.87%
Sortino ratio: -2.011
Calmar ratio: -1.82

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

1.80%

Ann. -9.11% (Sharpe / Sortino numerator)

Volatility

21.52%

Sharpe ratio

-0.592

VaR 95%

-2.61%

CVaR 95%: -2.93%
Max drawdown: -16.87%
Sortino ratio: -0.823
Calmar ratio: -0.54

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

13.29%

Ann. 17.34% (Sharpe / Sortino numerator)

Volatility

24.14%

Sharpe ratio

0.568

VaR 95%

-2.50%

CVaR 95%: -3.54%
Max drawdown: -16.87%
Sortino ratio: 0.715
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.

Period total return

58.18%

Ann. 22.01% (Sharpe / Sortino numerator)

Volatility

21.80%

Sharpe ratio

0.843

VaR 95%

-2.20%

CVaR 95%: -3.20%
Max drawdown: -23.14%
Sortino ratio: 1.098
Calmar ratio: 0.95

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

114.21%

Ann. 23.62% (Sharpe / Sortino numerator)

Volatility

20.07%

Sharpe ratio

0.996

VaR 95%

-2.04%

CVaR 95%: -2.91%
Max drawdown: -23.14%
Sortino ratio: 1.343
Calmar ratio: 1.02

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

0.058%

Best day

3.465%

05/01/2026
Worst day

-3.374%

27/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $196.24 $196.24 $191.19 $192.28 43,000
15/07/2026 $193.68 $196.44 $193.43 $196.32 62,400
14/07/2026 $189.87 $194.00 $189.78 $193.47 346,600
13/07/2026 $188.81 $190.13 $187.49 $188.71 40,600
10/07/2026 $190.74 $191.00 $187.53 $188.50 23,100
09/07/2026 $187.26 $189.59 $186.88 $188.72 24,400
08/07/2026 $187.03 $187.57 $185.32 $186.30 39,500
07/07/2026 $189.85 $189.95 $187.92 $188.80 60,100
06/07/2026 $184.81 $189.34 $184.81 $189.32 101,300
02/07/2026 $183.14 $186.16 $182.92 $184.28 65,800