ISHARES IBONDS 2030 TERM HIGH YIELD AND INCOME ETF
Symbol: IBHJ
Exchange: BATS
Sector: N/A
Category: Target Maturity
Inception date: 21/06/2023
Latest date: 16/07/2026
Current price: $26.36
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.20%
Ann. -11.37% (Sharpe / Sortino numerator)
Volatility
8.43%
Sharpe ratio
-1.779
VaR 95%
-0.82%
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
1.32%
Ann. -4.44% (Sharpe / Sortino numerator)
Volatility
5.76%
Sharpe ratio
-1.401
VaR 95%
-0.80%
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
2.06%
Ann. 0.47% (Sharpe / Sortino numerator)
Volatility
4.83%
Sharpe ratio
-0.654
VaR 95%
-0.50%
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
6.68%
Ann. 6.34% (Sharpe / Sortino numerator)
Volatility
6.59%
Sharpe ratio
0.412
VaR 95%
-0.50%
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
14.57%
Ann. 7.10% (Sharpe / Sortino numerator)
Volatility
5.74%
Sharpe ratio
0.605
VaR 95%
-0.46%
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
27.55%
Ann. 8.74% (Sharpe / Sortino numerator)
Volatility
6.05%
Sharpe ratio
0.851
VaR 95%
-0.50%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.026%
Best day
0.898%
Worst day
-0.873%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $26.37 | $26.39 | $26.33 | $26.36 | 13,500 |
| 15/07/2026 | $26.34 | $26.38 | $26.33 | $26.36 | 35,100 |
| 14/07/2026 | $26.30 | $26.33 | $26.26 | $26.30 | 13,200 |
| 13/07/2026 | $26.29 | $26.36 | $26.25 | $26.29 | 33,600 |
| 10/07/2026 | $26.36 | $26.36 | $26.29 | $26.29 | 42,100 |
| 09/07/2026 | $26.45 | $26.48 | $26.34 | $26.37 | 91,600 |
| 08/07/2026 | $26.36 | $26.40 | $26.30 | $26.36 | 15,400 |
| 07/07/2026 | $26.62 | $26.62 | $26.38 | $26.41 | 32,500 |
| 06/07/2026 | $26.49 | $26.52 | $26.35 | $26.45 | 26,500 |
| 02/07/2026 | $26.45 | $26.66 | $26.36 | $26.36 | 21,900 |