Summary
IBDV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.15% Volatility 3.79% Sharpe 0.28
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2030 TERM CORPORATE ETF

Symbol: IBDV

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 23/06/2020

Latest date: 16/07/2026

Current price: $21.69

Expense ratio: 0.10%

Assets under management
$3.2B
0.09% 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

-0.04%

Ann. -13.03% (Sharpe / Sortino numerator)

Volatility

4.55%

Sharpe ratio

-3.665

VaR 95%

-0.50%

CVaR 95%: -0.52%
Max drawdown: -2.09%
Sortino ratio: -6.041
Calmar ratio: -6.24

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

0.05%

Ann. -2.80% (Sharpe / Sortino numerator)

Volatility

3.29%

Sharpe ratio

-1.957

VaR 95%

-0.40%

CVaR 95%: -0.48%
Max drawdown: -2.75%
Sortino ratio: -2.628
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.

Period total return

0.51%

Ann. 0.29% (Sharpe / Sortino numerator)

Volatility

2.88%

Sharpe ratio

-1.160

VaR 95%

-0.31%

CVaR 95%: -0.43%
Max drawdown: -2.75%
Sortino ratio: -1.644
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

4.15%

Ann. 4.68% (Sharpe / Sortino numerator)

Volatility

3.79%

Sharpe ratio

0.277

VaR 95%

-0.35%

CVaR 95%: -0.53%
Max drawdown: -2.75%
Sortino ratio: 0.360
Calmar ratio: 1.70

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

10.27%

Ann. 5.95% (Sharpe / Sortino numerator)

Volatility

4.16%

Sharpe ratio

0.557

VaR 95%

-0.37%

CVaR 95%: -0.57%
Max drawdown: -3.56%
Sortino ratio: 0.792
Calmar ratio: 1.67

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.

Period total return

17.82%

Ann. 5.04% (Sharpe / Sortino numerator)

Volatility

5.12%

Sharpe ratio

0.275

VaR 95%

-0.51%

CVaR 95%: -0.72%
Max drawdown: -6.54%
Sortino ratio: 0.411
Calmar ratio: 0.77

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

0.016%

Best day

0.848%

01/08/2025
Worst day

-0.525%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $21.67 $21.70 $21.67 $21.69 503,600
15/07/2026 $21.67 $21.71 $21.67 $21.69 622,500
14/07/2026 $21.64 $21.76 $21.63 $21.65 482,600
13/07/2026 $21.64 $21.65 $21.59 $21.60 1,146,300
10/07/2026 $21.66 $21.99 $21.64 $21.65 1,269,800
09/07/2026 $21.66 $21.71 $21.64 $21.68 1,489,100
08/07/2026 $21.66 $21.69 $21.63 $21.65 1,407,700
07/07/2026 $21.71 $21.84 $21.67 $21.67 476,100
06/07/2026 $21.73 $22.06 $21.71 $21.75 695,300
02/07/2026 $21.70 $21.75 $21.70 $21.72 577,900