Summary
IBDZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.04% Volatility 6.04% Sharpe 0.28
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2034 TERM CORPORATE ETF

Symbol: IBDZ

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 22/05/2024

Latest date: 16/07/2026

Current price: $25.79

Expense ratio: 0.10%

Assets under management
$878.1M
0.12% 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

-0.49%

Ann. -16.23% (Sharpe / Sortino numerator)

Volatility

7.56%

Sharpe ratio

-2.628

VaR 95%

-0.75%

CVaR 95%: -0.93%
Max drawdown: -3.02%
Sortino ratio: -4.560
Calmar ratio: -5.37

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

-0.31%

Ann. -2.78% (Sharpe / Sortino numerator)

Volatility

5.41%

Sharpe ratio

-1.184

VaR 95%

-0.53%

CVaR 95%: -0.75%
Max drawdown: -3.75%
Sortino ratio: -1.625
Calmar ratio: -0.74

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. -0.13% (Sharpe / Sortino numerator)

Volatility

4.78%

Sharpe ratio

-0.787

VaR 95%

-0.50%

CVaR 95%: -0.65%
Max drawdown: -3.75%
Sortino ratio: -1.138
Calmar ratio: -0.03

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

5.04%

Ann. 5.31% (Sharpe / Sortino numerator)

Volatility

6.04%

Sharpe ratio

0.278

VaR 95%

-0.54%

CVaR 95%: -0.88%
Max drawdown: -4.30%
Sortino ratio: 0.375
Calmar ratio: 1.24

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

10.00%

Ann. 6.46% (Sharpe / Sortino numerator)

Volatility

6.34%

Sharpe ratio

0.453

VaR 95%

-0.58%

CVaR 95%: -0.87%
Max drawdown: -5.57%
Sortino ratio: 0.674
Calmar ratio: 1.16

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

0.02%

Best day

0.989%

01/08/2025
Worst day

-1.09%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.76 $25.82 $25.75 $25.79 78,800
15/07/2026 $25.75 $25.83 $25.75 $25.81 71,100
14/07/2026 $25.71 $25.77 $25.70 $25.74 102,600
13/07/2026 $25.73 $25.75 $25.66 $25.66 68,700
10/07/2026 $25.81 $25.81 $25.75 $25.77 54,200
09/07/2026 $25.75 $25.86 $25.75 $25.81 148,600
08/07/2026 $25.79 $25.83 $25.71 $25.77 125,900
07/07/2026 $25.99 $25.99 $25.79 $25.82 162,300
06/07/2026 $25.93 $25.95 $25.91 $25.95 88,200
02/07/2026 $25.91 $25.95 $25.90 $25.94 112,700