Summary
IBHK
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.19% Volatility 5.83% Sharpe 0.45
Official loaded data — not a live quote.

ISHARES IBONDS 2031 TERM HIGH YIELD AND INCOME ETF

Symbol: IBHK

Exchange: BATS

Sector: N/A

Category: Target Maturity

Inception date: 22/05/2024

Latest date: 16/07/2026

Current price: $25.62

Expense ratio: 0.35%

Assets under management
$64.1M
-0.03% 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

0.03%

Ann. -12.83% (Sharpe / Sortino numerator)

Volatility

7.72%

Sharpe ratio

-2.132

VaR 95%

-0.76%

CVaR 95%: -0.79%
Max drawdown: -2.50%
Sortino ratio: -4.046
Calmar ratio: -5.14

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

0.98%

Ann. -4.29% (Sharpe / Sortino numerator)

Volatility

5.20%

Sharpe ratio

-1.522

VaR 95%

-0.68%

CVaR 95%: -0.74%
Max drawdown: -3.86%
Sortino ratio: -2.120
Calmar ratio: -1.11

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

1.77%

Ann. -0.03% (Sharpe / Sortino numerator)

Volatility

4.56%

Sharpe ratio

-0.803

VaR 95%

-0.54%

CVaR 95%: -0.67%
Max drawdown: -3.86%
Sortino ratio: -1.145
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

6.19%

Ann. 6.26% (Sharpe / Sortino numerator)

Volatility

5.83%

Sharpe ratio

0.452

VaR 95%

-0.54%

CVaR 95%: -0.86%
Max drawdown: -3.86%
Sortino ratio: 0.596
Calmar ratio: 1.62

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

14.05%

Ann. 7.36% (Sharpe / Sortino numerator)

Volatility

5.18%

Sharpe ratio

0.728

VaR 95%

-0.46%

CVaR 95%: -0.72%
Max drawdown: -4.83%
Sortino ratio: 1.036
Calmar ratio: 1.52

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

0.024%

Best day

1.133%

31/03/2026
Worst day

-0.805%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $25.63 $25.63 $25.59 $25.62 6,400
15/07/2026 $25.62 $25.67 $25.62 $25.66 16,900
14/07/2026 $25.56 $25.61 $25.53 $25.57 24,200
13/07/2026 $25.58 $25.63 $25.51 $25.57 5,900
10/07/2026 $25.68 $25.70 $25.59 $25.61 7,500
09/07/2026 $25.58 $25.70 $25.58 $25.66 14,500
08/07/2026 $25.68 $25.68 $25.55 $25.61 22,100
07/07/2026 $25.76 $25.76 $25.64 $25.68 14,400
06/07/2026 $25.66 $25.69 $25.63 $25.66 16,700
02/07/2026 $25.68 $25.69 $25.59 $25.59 17,200