Summary
IBGK
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.43% Volatility 10.93% Sharpe -0.48
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2054 TERM TREASURY ETF

Symbol: IBGK

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 11/06/2024

Latest date: 16/07/2026

Current price: $22.77

Expense ratio: 0.07%

Assets under management
$5.8M
0.04% 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

-1.99%

Ann. -28.43% (Sharpe / Sortino numerator)

Volatility

12.08%

Sharpe ratio

-2.653

VaR 95%

-1.25%

CVaR 95%: -1.56%
Max drawdown: -3.94%
Sortino ratio: -4.365
Calmar ratio: -7.21

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

-1.29%

Ann. 0.03% (Sharpe / Sortino numerator)

Volatility

10.10%

Sharpe ratio

-0.356

VaR 95%

-1.03%

CVaR 95%: -1.35%
Max drawdown: -5.41%
Sortino ratio: -0.571
Calmar ratio: 0.01

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

-1.85%

Ann. -3.01% (Sharpe / Sortino numerator)

Volatility

9.01%

Sharpe ratio

-0.736

VaR 95%

-0.98%

CVaR 95%: -1.24%
Max drawdown: -5.69%
Sortino ratio: -1.154
Calmar ratio: -0.53

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

3.43%

Ann. -1.61% (Sharpe / Sortino numerator)

Volatility

10.93%

Sharpe ratio

-0.479

VaR 95%

-1.08%

CVaR 95%: -1.59%
Max drawdown: -9.29%
Sortino ratio: -0.692
Calmar ratio: -0.17

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

-2.02%

Ann. -0.96% (Sharpe / Sortino numerator)

Volatility

11.75%

Sharpe ratio

-0.388

VaR 95%

-1.17%

CVaR 95%: -1.61%
Max drawdown: -14.62%
Sortino ratio: -0.604
Calmar ratio: -0.07

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

0.015%

Best day

1.596%

29/07/2025
Worst day

-1.826%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.76 $22.77 $22.76 $22.77 300
15/07/2026 $22.78 $22.78 $22.78 $22.78 100
14/07/2026 $22.82 $22.82 $22.75 $22.75 1,900
13/07/2026 $22.75 $22.75 $22.72 $22.72 2,100
10/07/2026 $22.85 $22.85 $22.84 $22.84 400
09/07/2026 $22.85 $22.85 $22.85 $22.85 100
08/07/2026 $22.81 $22.82 $22.81 $22.81 500
07/07/2026 $22.93 $22.93 $22.87 $22.87 500
06/07/2026 $23.11 $23.11 $23.10 $23.10 3,200
02/07/2026 $23.13 $23.13 $23.13 $23.13 100