Summary
IBGB
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 4.10% Volatility 8.51% Sharpe 0.12
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2045 TERM TREASURY ETF

Symbol: IBGB

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 25/03/2025

Latest date: 16/07/2026

Current price: $23.88

Expense ratio: 0.07%

Assets under management
$9.7M
0.08% 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

-1.61%

Ann. -4.08% (Sharpe / Sortino numerator)

Volatility

9.39%

Sharpe ratio

-0.821

VaR 95%

-0.73%

CVaR 95%: -1.07%
Max drawdown: -3.37%
Sortino ratio: -1.250
Calmar ratio: -1.21

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

-1.07%

Ann. -12.66% (Sharpe / Sortino numerator)

Volatility

9.57%

Sharpe ratio

-1.702

VaR 95%

-0.88%

CVaR 95%: -1.34%
Max drawdown: -5.97%
Sortino ratio: -2.540
Calmar ratio: -2.12

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.

Period total return

-1.52%

Ann. -4.33% (Sharpe / Sortino numerator)

Volatility

8.37%

Sharpe ratio

-0.952

VaR 95%

-0.88%

CVaR 95%: -1.20%
Max drawdown: -6.79%
Sortino ratio: -1.397
Calmar ratio: -0.64

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

4.10%

Ann. 4.62% (Sharpe / Sortino numerator)

Volatility

8.51%

Sharpe ratio

0.116

VaR 95%

-0.79%

CVaR 95%: -1.10%
Max drawdown: -6.79%
Sortino ratio: 0.190
Calmar ratio: 0.68

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

0.017%

Best day

1.371%

29/07/2025
Worst day

-1.988%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $23.86 $23.88 $23.86 $23.88 200
15/07/2026 $23.89 $23.90 $23.89 $23.90 300
14/07/2026 $23.86 $23.87 $23.83 $23.83 1,000
13/07/2026 $23.82 $23.82 $23.79 $23.79 100
10/07/2026 $23.91 $23.91 $23.89 $23.89 100
09/07/2026 $23.90 $23.92 $23.89 $23.92 1,000
08/07/2026 $23.82 $23.87 $23.82 $23.86 10,000
07/07/2026 $23.95 $23.95 $23.95 $23.95 100
06/07/2026 $24.17 $24.17 $24.12 $24.14 800
02/07/2026 $24.16 $24.18 $24.16 $24.18 900