ISHARES IBONDS DEC 2031 TERM CORPORATE ETF
Symbol: IBDW
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 22/06/2021
Latest date: 16/07/2026
Current price: $20.73
Expense ratio: 0.10%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.12%
Ann. -15.34% (Sharpe / Sortino numerator)
Volatility
5.48%
Sharpe ratio
-3.463
VaR 95%
-0.62%
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
-0.09%
Ann. -3.30% (Sharpe / Sortino numerator)
Volatility
3.97%
Sharpe ratio
-1.748
VaR 95%
-0.45%
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
0.32%
Ann. 0.01% (Sharpe / Sortino numerator)
Volatility
3.46%
Sharpe ratio
-1.046
VaR 95%
-0.40%
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
4.35%
Ann. 5.04% (Sharpe / Sortino numerator)
Volatility
4.48%
Sharpe ratio
0.314
VaR 95%
-0.43%
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
10.84%
Ann. 6.27% (Sharpe / Sortino numerator)
Volatility
4.76%
Sharpe ratio
0.554
VaR 95%
-0.44%
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
18.42%
Ann. 5.27% (Sharpe / Sortino numerator)
Volatility
5.79%
Sharpe ratio
0.284
VaR 95%
-0.58%
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.
Average daily return
0.017%
Best day
0.974%
Worst day
-0.692%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $20.69 | $20.73 | $20.69 | $20.73 | 580,600 |
| 15/07/2026 | $20.70 | $20.75 | $20.70 | $20.73 | 459,800 |
| 14/07/2026 | $20.66 | $20.69 | $20.65 | $20.67 | 392,500 |
| 13/07/2026 | $20.67 | $20.68 | $20.61 | $20.62 | 521,400 |
| 10/07/2026 | $20.71 | $20.84 | $20.66 | $20.68 | 416,200 |
| 09/07/2026 | $20.70 | $20.75 | $20.70 | $20.72 | 536,900 |
| 08/07/2026 | $20.69 | $20.73 | $20.65 | $20.69 | 559,900 |
| 07/07/2026 | $20.75 | $20.86 | $20.70 | $20.71 | 379,400 |
| 06/07/2026 | $20.78 | $20.80 | $20.76 | $20.79 | 947,500 |
| 02/07/2026 | $20.74 | $20.78 | $20.74 | $20.77 | 599,400 |