Summary
IAI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 19.08% 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: 02/06/2026

Current price: $182.15

Expense ratio: 0.38%

Assets under management
$1.5B
-0.45% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

3.52%

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

6.36%

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

5.53%

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

19.08%

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

59.68%

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

111.64%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

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
02/06/2026 $182.98 $183.39 $180.13 $182.15 413,100
01/06/2026 $181.12 $184.33 $181.12 $183.88 93,600
29/05/2026 $179.67 $183.43 $179.58 $182.79 64,000
28/05/2026 $176.80 $179.60 $176.00 $179.58 224,700
27/05/2026 $178.87 $178.88 $176.26 $177.64 76,100
26/05/2026 $180.47 $180.75 $178.64 $179.10 397,900
22/05/2026 $180.76 $181.34 $179.80 $179.89 57,100
21/05/2026 $178.48 $180.21 $177.60 $179.73 66,600
20/05/2026 $177.08 $179.38 $175.92 $178.89 64,400
19/05/2026 $178.09 $178.50 $176.12 $176.12 63,200