Summary
IBCA
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.48% 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: 25/03/2025

Latest date: 02/06/2026

Current price: $25.55

Expense ratio: 0.10%

Assets under management
$334.0M
0.04% 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

0.24%

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

-1.19%

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

0.14%

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

6.48%

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

2548.77%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.026%

Best day

0.983%

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
02/06/2026 $25.54 $25.58 $25.53 $25.55 106,400
01/06/2026 $25.65 $25.65 $25.45 $25.52 111,700
29/05/2026 $25.68 $25.72 $25.66 $25.67 61,800
28/05/2026 $25.60 $25.66 $25.54 $25.65 125,700
27/05/2026 $25.60 $25.61 $25.56 $25.59 59,800
26/05/2026 $25.57 $25.58 $25.52 $25.55 48,100
22/05/2026 $25.52 $25.52 $25.39 $25.45 46,600
21/05/2026 $25.31 $25.42 $25.27 $25.42 60,900
20/05/2026 $25.23 $25.40 $25.19 $25.38 57,600
19/05/2026 $25.21 $25.24 $25.15 $25.20 67,400