Summary
IAK
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.53% Volatility 18.86% Sharpe -0.52
Official loaded data — not a live quote.

ISHARES U.S. INSURANCE ETF

Symbol: IAK

Exchange: NYSE

Sector: Financial_Services

Category: Financial

Inception date: 01/05/2006

Latest date: 16/07/2026

Current price: $142.98

Expense ratio: 0.38%

Assets under management
$421.5M
1.40% 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

5.26%

Ann. -44.15% (Sharpe / Sortino numerator)

Volatility

13.83%

Sharpe ratio

-3.456

VaR 95%

-1.70%

CVaR 95%: -1.87%
Max drawdown: -6.59%
Sortino ratio: -4.824
Calmar ratio: -6.70

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

8.35%

Ann. -18.35% (Sharpe / Sortino numerator)

Volatility

14.98%

Sharpe ratio

-1.467

VaR 95%

-1.71%

CVaR 95%: -2.15%
Max drawdown: -8.20%
Sortino ratio: -2.187
Calmar ratio: -2.24

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

11.86%

Ann. -6.35% (Sharpe / Sortino numerator)

Volatility

14.92%

Sharpe ratio

-0.669

VaR 95%

-1.52%

CVaR 95%: -2.29%
Max drawdown: -9.02%
Sortino ratio: -0.919
Calmar ratio: -0.70

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

14.53%

Ann. -6.19% (Sharpe / Sortino numerator)

Volatility

18.86%

Sharpe ratio

-0.521

VaR 95%

-1.82%

CVaR 95%: -2.81%
Max drawdown: -10.31%
Sortino ratio: -0.637
Calmar ratio: -0.60

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

26.96%

Ann. 6.65% (Sharpe / Sortino numerator)

Volatility

17.73%

Sharpe ratio

0.170

VaR 95%

-1.73%

CVaR 95%: -2.61%
Max drawdown: -11.58%
Sortino ratio: 0.221
Calmar ratio: 0.57

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

72.54%

Ann. 16.26% (Sharpe / Sortino numerator)

Volatility

16.48%

Sharpe ratio

0.767

VaR 95%

-1.55%

CVaR 95%: -2.36%
Max drawdown: -11.58%
Sortino ratio: 1.027
Calmar ratio: 1.40

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

0.059%

Best day

3.19%

05/06/2026
Worst day

-3.228%

16/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $141.01 $143.08 $141.01 $142.98 108,000
15/07/2026 $142.53 $142.66 $140.35 $140.84 690,800
14/07/2026 $146.98 $147.52 $145.26 $145.36 57,100
13/07/2026 $146.78 $147.93 $146.30 $147.93 66,100
10/07/2026 $145.78 $145.99 $144.80 $145.86 95,300
09/07/2026 $146.42 $146.82 $145.03 $145.40 177,500
08/07/2026 $147.94 $148.01 $146.13 $146.19 76,800
07/07/2026 $147.51 $150.18 $147.51 $147.98 286,800
06/07/2026 $146.99 $147.07 $145.87 $146.76 133,400
02/07/2026 $144.12 $147.26 $143.00 $147.25 157,800