ISHARES IBONDS DEC 2032 TERM CORPORATE ETF
Symbol: IBDX
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 28/06/2022
Latest date: 02/06/2026
Current price: $25.12
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
-0.04%
Ann. -16.72% (Sharpe / Sortino numerator)
Volatility
6.42%
Sharpe ratio
-3.169
VaR 95%
-0.71%
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
-1.32%
Ann. -2.93% (Sharpe / Sortino numerator)
Volatility
4.57%
Sharpe ratio
-1.436
VaR 95%
-0.55%
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
0.18%
Ann. -0.07% (Sharpe / Sortino numerator)
Volatility
3.84%
Sharpe ratio
-0.964
VaR 95%
-0.42%
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
6.11%
Ann. 5.20% (Sharpe / Sortino numerator)
Volatility
5.00%
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
11.23%
Ann. 6.16% (Sharpe / Sortino numerator)
Volatility
5.25%
Sharpe ratio
0.482
VaR 95%
-0.47%
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
16.57%
Ann. 5.12% (Sharpe / Sortino numerator)
Volatility
6.24%
Sharpe ratio
0.239
VaR 95%
-0.66%
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.
Average daily return
0.024%
Best day
0.828%
Worst day
-0.791%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $25.14 | $25.14 | $25.10 | $25.12 | 330,200 |
| 01/06/2026 | $25.08 | $25.11 | $25.04 | $25.11 | 295,300 |
| 29/05/2026 | $25.24 | $25.29 | $25.23 | $25.25 | 160,000 |
| 28/05/2026 | $25.18 | $25.25 | $25.16 | $25.22 | 297,400 |
| 27/05/2026 | $25.16 | $25.20 | $25.16 | $25.18 | 177,200 |
| 26/05/2026 | $25.17 | $25.18 | $25.12 | $25.17 | 214,900 |
| 22/05/2026 | $25.17 | $25.17 | $25.04 | $25.08 | 288,500 |
| 21/05/2026 | $25.00 | $25.09 | $24.97 | $25.06 | 146,900 |
| 20/05/2026 | $24.93 | $25.08 | $24.92 | $25.06 | 140,300 |
| 19/05/2026 | $24.93 | $24.97 | $24.89 | $24.92 | 655,000 |