ISHARES IBONDS DEC 2032 TERM CORPORATE ETF
Symbol: IBDX
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 28/06/2022
Latest date: 16/07/2026
Current price: $25.02
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
-0.20%
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
-0.17%
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
0.40%
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
4.87%
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
10.50%
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
17.80%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.019%
Best day
0.827%
Worst day
-0.791%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $24.96 | $25.03 | $24.96 | $25.02 | 220,500 |
| 15/07/2026 | $24.98 | $25.05 | $24.98 | $25.03 | 399,700 |
| 14/07/2026 | $24.93 | $24.97 | $24.92 | $24.95 | 137,000 |
| 13/07/2026 | $24.94 | $24.95 | $24.86 | $24.86 | 188,800 |
| 10/07/2026 | $24.98 | $25.16 | $24.95 | $24.96 | 151,100 |
| 09/07/2026 | $24.99 | $25.05 | $24.97 | $25.00 | 182,800 |
| 08/07/2026 | $24.96 | $25.14 | $24.92 | $24.97 | 290,500 |
| 07/07/2026 | $25.07 | $25.13 | $25.00 | $25.00 | 233,300 |
| 06/07/2026 | $25.10 | $25.12 | $25.08 | $25.12 | 302,600 |
| 02/07/2026 | $25.08 | $25.13 | $25.02 | $25.09 | 237,600 |