Summary
IBGL
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 4.40% Volatility 9.36% Sharpe 0.01
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2055 TERM TREASURY ETF

Symbol: IBGL

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 25/03/2025

Latest date: 02/06/2026

Current price: $23.80

Expense ratio: 0.07%

Assets under management
$6.0M
0.00% 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

0.69%

Ann. -3.54% (Sharpe / Sortino numerator)

Volatility

9.68%

Sharpe ratio

-0.741

VaR 95%

-0.69%

CVaR 95%: -1.06%
Max drawdown: -3.48%
Sortino ratio: -1.225
Calmar ratio: -1.02

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

-3.53%

Ann. -13.22% (Sharpe / Sortino numerator)

Volatility

9.68%

Sharpe ratio

-1.741

VaR 95%

-1.04%

CVaR 95%: -1.37%
Max drawdown: -6.35%
Sortino ratio: -2.704
Calmar ratio: -2.08

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

-1.66%

Ann. -5.30% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

-1.007

VaR 95%

-0.95%

CVaR 95%: -1.26%
Max drawdown: -7.23%
Sortino ratio: -1.587
Calmar ratio: -0.73

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

4.40%

Ann. 3.69% (Sharpe / Sortino numerator)

Volatility

9.36%

Sharpe ratio

0.007

VaR 95%

-0.97%

CVaR 95%: -1.20%
Max drawdown: -7.23%
Sortino ratio: 0.011
Calmar ratio: 0.51

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.019%

Best day

1.596%

04/06/2025
Worst day

-1.735%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $23.80 $23.80 $23.80 $23.80 100
01/06/2026 $23.75 $23.75 $23.75 $23.75 100
29/05/2026 $23.84 $23.84 $23.80 $23.80 500
28/05/2026 $23.82 $23.82 $23.82 $23.82 100
27/05/2026 $23.75 $23.75 $23.71 $23.71 1,000
26/05/2026 $23.69 $23.69 $23.66 $23.66 600
22/05/2026 $23.56 $23.56 $23.45 $23.54 6,400
21/05/2026 $23.23 $23.43 $23.23 $23.43 1,600
20/05/2026 $23.10 $23.35 $23.10 $23.34 500
19/05/2026 $23.11 $23.11 $23.05 $23.11 400