Summary
IBAT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 74.20% Volatility 25.78% Sharpe 2.34
Official loaded data — not a live quote.

ISHARES ENERGY STORAGE & MATERIALS ETF

Symbol: IBAT

Exchange: NASDAQ

Sector: Industrials

Category: Miscellaneous Sector

Inception date: 19/03/2024

Latest date: 16/07/2026

Current price: $39.07

Expense ratio: 0.47%

Assets under management
$80.9M
-2.28% 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

-13.20%

Ann. -39.81% (Sharpe / Sortino numerator)

Volatility

35.78%

Sharpe ratio

-1.214

VaR 95%

-3.60%

CVaR 95%: -5.01%
Max drawdown: -5.13%
Sortino ratio: -1.505
Calmar ratio: -7.76

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

-0.22%

Ann. 88.56% (Sharpe / Sortino numerator)

Volatility

28.48%

Sharpe ratio

2.982

VaR 95%

-2.71%

CVaR 95%: -3.91%
Max drawdown: -11.90%
Sortino ratio: 3.666
Calmar ratio: 7.44

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

24.78%

Ann. 41.67% (Sharpe / Sortino numerator)

Volatility

28.35%

Sharpe ratio

1.342

VaR 95%

-2.78%

CVaR 95%: -3.85%
Max drawdown: -12.25%
Sortino ratio: 1.864
Calmar ratio: 3.40

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.

Period total return

74.20%

Ann. 63.90% (Sharpe / Sortino numerator)

Volatility

25.78%

Sharpe ratio

2.338

VaR 95%

-2.61%

CVaR 95%: -3.66%
Max drawdown: -12.25%
Sortino ratio: 3.203
Calmar ratio: 5.21

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

60.59%

Ann. 18.86% (Sharpe / Sortino numerator)

Volatility

22.91%

Sharpe ratio

0.665

VaR 95%

-2.48%

CVaR 95%: -3.34%
Max drawdown: -28.26%
Sortino ratio: 0.934
Calmar ratio: 0.67

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.

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

0.24%

Best day

6.162%

13/10/2025
Worst day

-7.325%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $39.98 $39.98 $38.93 $39.07 60,200
15/07/2026 $41.08 $41.08 $40.10 $40.75 17,800
14/07/2026 $41.28 $41.40 $40.78 $40.98 25,800
13/07/2026 $40.80 $40.84 $40.40 $40.42 16,700
10/07/2026 $41.57 $41.66 $41.11 $41.48 51,600
09/07/2026 $41.77 $41.77 $41.10 $41.19 52,100
08/07/2026 $40.83 $41.00 $40.11 $40.83 12,500
07/07/2026 $42.47 $42.47 $41.12 $41.37 56,900
06/07/2026 $42.69 $45.80 $42.69 $43.36 26,200
02/07/2026 $44.28 $44.81 $42.67 $43.25 38,000