Summary
IBHI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.85% Volatility 5.92% Sharpe 0.41
Official loaded data — not a live quote.

ISHARES IBONDS 2029 TERM HIGH YIELD AND INCOME ETF

Symbol: IBHI

Exchange: BATS

Sector: Energy

Category: Target Maturity

Inception date: 08/03/2022

Latest date: 16/07/2026

Current price: $23.29

Expense ratio: 0.35%

Assets under management
$484.0M
-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

0.11%

Ann. -5.93% (Sharpe / Sortino numerator)

Volatility

6.59%

Sharpe ratio

-1.451

VaR 95%

-0.60%

CVaR 95%: -0.65%
Max drawdown: -1.97%
Sortino ratio: -2.575
Calmar ratio: -3.01

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

0.79%

Ann. -4.20% (Sharpe / Sortino numerator)

Volatility

4.74%

Sharpe ratio

-1.652

VaR 95%

-0.60%

CVaR 95%: -0.68%
Max drawdown: -3.20%
Sortino ratio: -2.241
Calmar ratio: -1.31

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

1.38%

Ann. -0.02% (Sharpe / Sortino numerator)

Volatility

4.17%

Sharpe ratio

-0.876

VaR 95%

-0.39%

CVaR 95%: -0.62%
Max drawdown: -3.20%
Sortino ratio: -1.233
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

5.85%

Ann. 6.04% (Sharpe / Sortino numerator)

Volatility

5.92%

Sharpe ratio

0.406

VaR 95%

-0.49%

CVaR 95%: -0.92%
Max drawdown: -3.20%
Sortino ratio: 0.485
Calmar ratio: 1.89

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

13.62%

Ann. 6.90% (Sharpe / Sortino numerator)

Volatility

5.40%

Sharpe ratio

0.606

VaR 95%

-0.47%

CVaR 95%: -0.81%
Max drawdown: -5.73%
Sortino ratio: 0.771
Calmar ratio: 1.20

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

27.28%

Ann. 8.02% (Sharpe / Sortino numerator)

Volatility

5.94%

Sharpe ratio

0.740

VaR 95%

-0.55%

CVaR 95%: -0.82%
Max drawdown: -5.73%
Sortino ratio: 1.072
Calmar ratio: 1.40

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

0.023%

Best day

0.923%

31/03/2026
Worst day

-0.686%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $23.30 $23.32 $23.29 $23.29 80,000
15/07/2026 $23.33 $23.34 $23.28 $23.30 106,000
14/07/2026 $23.26 $23.27 $23.19 $23.26 90,600
13/07/2026 $23.27 $23.34 $23.23 $23.24 77,500
10/07/2026 $23.29 $23.32 $23.25 $23.28 134,300
09/07/2026 $23.31 $23.33 $23.28 $23.29 78,700
08/07/2026 $23.30 $23.32 $23.23 $23.26 120,600
07/07/2026 $23.38 $23.38 $23.28 $23.32 197,800
06/07/2026 $23.50 $23.50 $23.30 $23.34 105,700
02/07/2026 $23.30 $23.57 $23.29 $23.29 134,900