Summary
IBCA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.11% Volatility 5.94% Sharpe 0.26
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2035 TERM CORPORATE ETF

Symbol: IBCA

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: N/A

Latest date: 16/07/2026

Current price: $25.34

Expense ratio: 0.10%

Assets under management
N/A
0.04% 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

-0.57%

Ann. -16.77% (Sharpe / Sortino numerator)

Volatility

8.40%

Sharpe ratio

-2.428

VaR 95%

-0.80%

CVaR 95%: -1.01%
Max drawdown: -3.23%
Sortino ratio: -4.324
Calmar ratio: -5.19

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

-0.43%

Ann. -2.71% (Sharpe / Sortino numerator)

Volatility

5.89%

Sharpe ratio

-1.078

VaR 95%

-0.58%

CVaR 95%: -0.82%
Max drawdown: -3.90%
Sortino ratio: -1.415
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

0.07%

Ann. -0.41% (Sharpe / Sortino numerator)

Volatility

5.00%

Sharpe ratio

-0.808

VaR 95%

-0.54%

CVaR 95%: -0.72%
Max drawdown: -3.90%
Sortino ratio: -1.119
Calmar ratio: -0.10

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

5.11%

Ann. 5.19% (Sharpe / Sortino numerator)

Volatility

5.94%

Sharpe ratio

0.262

VaR 95%

-0.54%

CVaR 95%: -0.87%
Max drawdown: -3.90%
Sortino ratio: 0.357
Calmar ratio: 1.33

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

2580.35%

Ann. 671.59% (Sharpe / Sortino numerator)

Volatility

5.51%

Sharpe ratio

121.246

VaR 95%

-0.55%

CVaR 95%: -0.79%
Max drawdown: -4.41%
Sortino ratio: 168.844
Calmar ratio: 152.22

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.

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

0.02%

Best day

0.984%

01/08/2025
Worst day

-1.206%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.33 $25.34 $25.29 $25.34 41,100
15/07/2026 $25.28 $25.36 $25.28 $25.35 43,800
14/07/2026 $25.25 $25.29 $25.23 $25.26 41,400
13/07/2026 $25.28 $25.28 $25.18 $25.20 59,300
10/07/2026 $25.33 $25.33 $25.29 $25.31 77,200
09/07/2026 $25.36 $25.40 $25.34 $25.37 98,600
08/07/2026 $25.31 $25.34 $25.26 $25.34 252,600
07/07/2026 $25.47 $25.47 $25.34 $25.37 86,500
06/07/2026 $25.54 $25.54 $25.47 $25.53 70,000
02/07/2026 $25.47 $25.53 $25.47 $25.53 79,800