Summary
IBHJ
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 2.75% Volatility 6.59% Sharpe 0.41
Official loaded data — not a live quote.

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: 15/10/2026

Current price: $25.60

Expense ratio: 0.35%

Assets under management
$179.1M
0.27% 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

-0.82%

Ann. -11.37% (Sharpe / Sortino numerator)

Volatility

8.43%

Sharpe ratio

-1.779

VaR 95%

-0.82%

CVaR 95%: -0.85%
Max drawdown: -2.34%
Sortino ratio: -3.176
Calmar ratio: -4.86

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

-1.22%

Ann. -4.44% (Sharpe / Sortino numerator)

Volatility

5.76%

Sharpe ratio

-1.401

VaR 95%

-0.80%

CVaR 95%: -0.86%
Max drawdown: -3.54%
Sortino ratio: -1.734
Calmar ratio: -1.25

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

-0.07%

Ann. 0.47% (Sharpe / Sortino numerator)

Volatility

4.83%

Sharpe ratio

-0.654

VaR 95%

-0.50%

CVaR 95%: -0.76%
Max drawdown: -3.54%
Sortino ratio: -0.811
Calmar ratio: 0.13

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

2.75%

Ann. 6.34% (Sharpe / Sortino numerator)

Volatility

6.59%

Sharpe ratio

0.412

VaR 95%

-0.50%

CVaR 95%: -1.04%
Max drawdown: -4.04%
Sortino ratio: 0.434
Calmar ratio: 1.57

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

9.54%

Ann. 7.10% (Sharpe / Sortino numerator)

Volatility

5.74%

Sharpe ratio

0.605

VaR 95%

-0.46%

CVaR 95%: -0.82%
Max drawdown: -4.93%
Sortino ratio: 0.720
Calmar ratio: 1.44

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

29.08%

Ann. 8.74% (Sharpe / Sortino numerator)

Volatility

6.05%

Sharpe ratio

0.851

VaR 95%

-0.50%

CVaR 95%: -0.84%
Max drawdown: -4.93%
Sortino ratio: 1.130
Calmar ratio: 1.77

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.011%

Best day

0.846%

31/03/2026
Worst day

-0.873%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $25.53 $25.63 $25.53 $25.60 50,700
14/10/2026 $25.56 $25.56 $25.49 $25.53 28,800
13/10/2026 $25.67 $25.67 $25.54 $25.61 106,800
12/10/2026 $25.57 $25.65 $25.49 $25.65 28,500
09/10/2026 $25.68 $25.68 $25.55 $25.65 68,300
08/10/2026 $25.68 $25.68 $25.56 $25.60 162,900
07/10/2026 $25.61 $25.67 $25.55 $25.67 29,700
06/10/2026 $25.61 $25.71 $25.59 $25.63 46,900
05/10/2026 $25.45 $25.52 $25.45 $25.50 105,900
02/10/2026 $25.57 $25.70 $25.47 $25.51 44,000