Summary
IBGA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.19% Volatility 9.36% Sharpe -0.36
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2044 TERM TREASURY ETF

Symbol: IBGA

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 11/06/2024

Latest date: 16/07/2026

Current price: $23.94

Expense ratio: 0.07%

Assets under management
$101.3M
0.29% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-1.49%

Ann. -28.35% (Sharpe / Sortino numerator)

Volatility

11.51%

Sharpe ratio

-2.779

VaR 95%

-1.02%

CVaR 95%: -1.50%
Max drawdown: -4.34%
Sortino ratio: -4.386
Calmar ratio: -6.53

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

-1.05%

Ann. -1.50% (Sharpe / Sortino numerator)

Volatility

9.12%

Sharpe ratio

-0.562

VaR 95%

-0.87%

CVaR 95%: -1.24%
Max drawdown: -5.35%
Sortino ratio: -0.834
Calmar ratio: -0.28

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

-1.47%

Ann. -2.13% (Sharpe / Sortino numerator)

Volatility

7.95%

Sharpe ratio

-0.725

VaR 95%

-0.87%

CVaR 95%: -1.12%
Max drawdown: -5.35%
Sortino ratio: -1.059
Calmar ratio: -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

4.19%

Ann. 0.31% (Sharpe / Sortino numerator)

Volatility

9.36%

Sharpe ratio

-0.355

VaR 95%

-0.93%

CVaR 95%: -1.38%
Max drawdown: -7.42%
Sortino ratio: -0.510
Calmar ratio: 0.04

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

1.77%

Ann. 1.36% (Sharpe / Sortino numerator)

Volatility

9.90%

Sharpe ratio

-0.226

VaR 95%

-0.98%

CVaR 95%: -1.38%
Max drawdown: -11.69%
Sortino ratio: -0.350
Calmar ratio: 0.12

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

0.018%

Best day

1.308%

01/08/2025
Worst day

-1.94%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $23.87 $23.95 $23.87 $23.94 4,400
15/07/2026 $23.94 $23.98 $23.93 $23.96 6,200
14/07/2026 $23.89 $23.96 $23.88 $23.89 15,800
13/07/2026 $23.89 $23.90 $23.84 $23.84 6,900
10/07/2026 $23.98 $24.01 $23.95 $23.96 6,400
09/07/2026 $23.95 $24.01 $23.95 $23.97 7,300
08/07/2026 $23.86 $23.96 $23.86 $23.93 12,700
07/07/2026 $24.13 $24.13 $24.00 $24.00 7,000
06/07/2026 $24.21 $24.22 $24.18 $24.21 18,700
02/07/2026 $24.23 $24.27 $24.21 $24.23 8,400