Summary
IBHG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.36% Volatility 3.84% Sharpe 0.17
Official loaded data — not a live quote.

ISHARES IBONDS 2027 TERM HIGH YIELD AND INCOME ETF

Symbol: IBHG

Exchange: BATS

Sector: N/A

Category: Target Maturity

Inception date: 07/07/2021

Latest date: 16/07/2026

Current price: $22.02

Expense ratio: 0.35%

Assets under management
$501.2M
0.25% 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

0.42%

Ann. -5.78% (Sharpe / Sortino numerator)

Volatility

3.68%

Sharpe ratio

-2.557

VaR 95%

-0.39%

CVaR 95%: -0.45%
Max drawdown: -1.08%
Sortino ratio: -3.954
Calmar ratio: -5.34

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

0.99%

Ann. -2.88% (Sharpe / Sortino numerator)

Volatility

2.59%

Sharpe ratio

-2.514

VaR 95%

-0.36%

CVaR 95%: -0.41%
Max drawdown: -1.66%
Sortino ratio: -3.231
Calmar ratio: -1.74

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

1.42%

Ann. 0.57% (Sharpe / Sortino numerator)

Volatility

2.32%

Sharpe ratio

-1.320

VaR 95%

-0.22%

CVaR 95%: -0.34%
Max drawdown: -1.66%
Sortino ratio: -1.893
Calmar ratio: 0.35

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

4.36%

Ann. 4.29% (Sharpe / Sortino numerator)

Volatility

3.84%

Sharpe ratio

0.173

VaR 95%

-0.26%

CVaR 95%: -0.58%
Max drawdown: -2.44%
Sortino ratio: 0.198
Calmar ratio: 1.76

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

12.37%

Ann. 6.32% (Sharpe / Sortino numerator)

Volatility

3.61%

Sharpe ratio

0.744

VaR 95%

-0.31%

CVaR 95%: -0.51%
Max drawdown: -3.39%
Sortino ratio: 0.958
Calmar ratio: 1.86

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

22.66%

Ann. 6.86% (Sharpe / Sortino numerator)

Volatility

4.39%

Sharpe ratio

0.736

VaR 95%

-0.41%

CVaR 95%: -0.61%
Max drawdown: -3.39%
Sortino ratio: 1.061
Calmar ratio: 2.02

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.

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

0.429%

22/08/2025
Worst day

-0.498%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $21.97 $22.04 $21.97 $22.02 205,100
15/07/2026 $21.97 $22.03 $21.97 $22.03 108,700
14/07/2026 $21.96 $22.02 $21.96 $22.00 65,600
13/07/2026 $21.96 $21.99 $21.95 $21.95 72,100
10/07/2026 $22.02 $22.02 $21.96 $21.96 83,000
09/07/2026 $22.01 $22.01 $21.97 $21.98 79,100
08/07/2026 $21.96 $22.02 $21.94 $21.97 210,100
07/07/2026 $22.00 $22.07 $21.97 $21.99 175,200
06/07/2026 $22.00 $22.13 $21.99 $22.00 160,100
02/07/2026 $21.99 $22.02 $21.97 $21.99 182,500