Summary
IBHH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.52% Volatility 5.19% Sharpe 0.42
Official loaded data — not a live quote.

ISHARES IBONDS 2028 TERM HIGH YIELD AND INCOME ETF

Symbol: IBHH

Exchange: BATS

Sector: N/A

Category: Target Maturity

Inception date: 08/03/2022

Latest date: 16/07/2026

Current price: $23.42

Expense ratio: 0.35%

Assets under management
$452.8M
0.21% 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

0.22%

Ann. -6.76% (Sharpe / Sortino numerator)

Volatility

4.52%

Sharpe ratio

-2.299

VaR 95%

-0.49%

CVaR 95%: -0.56%
Max drawdown: -1.24%
Sortino ratio: -4.273
Calmar ratio: -5.44

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

1.13%

Ann. -2.31% (Sharpe / Sortino numerator)

Volatility

3.51%

Sharpe ratio

-1.693

VaR 95%

-0.26%

CVaR 95%: -0.54%
Max drawdown: -2.24%
Sortino ratio: -2.061
Calmar ratio: -1.03

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

1.65%

Ann. 0.98% (Sharpe / Sortino numerator)

Volatility

3.11%

Sharpe ratio

-0.853

VaR 95%

-0.25%

CVaR 95%: -0.45%
Max drawdown: -2.24%
Sortino ratio: -1.119
Calmar ratio: 0.44

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

5.52%

Ann. 5.82% (Sharpe / Sortino numerator)

Volatility

5.19%

Sharpe ratio

0.423

VaR 95%

-0.30%

CVaR 95%: -0.78%
Max drawdown: -2.82%
Sortino ratio: 0.400
Calmar ratio: 2.06

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

13.85%

Ann. 7.01% (Sharpe / Sortino numerator)

Volatility

4.62%

Sharpe ratio

0.732

VaR 95%

-0.34%

CVaR 95%: -0.67%
Max drawdown: -4.66%
Sortino ratio: 0.791
Calmar ratio: 1.50

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

26.47%

Ann. 7.76% (Sharpe / Sortino numerator)

Volatility

5.13%

Sharpe ratio

0.805

VaR 95%

-0.48%

CVaR 95%: -0.73%
Max drawdown: -4.66%
Sortino ratio: 1.037
Calmar ratio: 1.66

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

0.022%

Best day

0.592%

22/08/2025
Worst day

-0.596%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $23.37 $23.44 $23.37 $23.42 82,900
15/07/2026 $23.38 $23.44 $23.38 $23.42 55,400
14/07/2026 $23.38 $23.39 $23.36 $23.39 94,400
13/07/2026 $23.42 $23.42 $23.35 $23.35 103,500
10/07/2026 $23.42 $23.43 $23.37 $23.38 155,900
09/07/2026 $23.41 $23.47 $23.41 $23.42 206,700
08/07/2026 $23.43 $23.43 $23.35 $23.39 103,500
07/07/2026 $23.47 $23.48 $23.41 $23.44 138,100
06/07/2026 $23.53 $23.53 $23.41 $23.46 111,100
02/07/2026 $23.41 $23.45 $23.39 $23.43 66,600