Summary
IBIC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.14% Volatility 1.14% Sharpe 0.18
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2026 TERM TIPS ETF

Symbol: IBIC

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 13/09/2023

Latest date: 17/07/2026

Current price: $25.57

Expense ratio: 0.10%

Assets under management
$86.1M
0.12% 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

0.33%

Ann. 7.49% (Sharpe / Sortino numerator)

Volatility

1.50%

Sharpe ratio

2.564

VaR 95%

-0.15%

CVaR 95%: -0.19%
Max drawdown: -0.21%
Sortino ratio: 3.398
Calmar ratio: 35.34

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

0.97%

Ann. 5.27% (Sharpe / Sortino numerator)

Volatility

1.10%

Sharpe ratio

1.493

VaR 95%

-0.06%

CVaR 95%: -0.14%
Max drawdown: -0.21%
Sortino ratio: 2.021
Calmar ratio: 24.87

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

2.39%

Ann. 3.79% (Sharpe / Sortino numerator)

Volatility

0.95%

Sharpe ratio

0.165

VaR 95%

-0.07%

CVaR 95%: -0.12%
Max drawdown: -0.26%
Sortino ratio: 0.256
Calmar ratio: 14.34

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

4.14%

Ann. 3.83% (Sharpe / Sortino numerator)

Volatility

1.14%

Sharpe ratio

0.178

VaR 95%

-0.08%

CVaR 95%: -0.14%
Max drawdown: -0.46%
Sortino ratio: 0.256
Calmar ratio: 8.29

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

10.33%

Ann. 5.41% (Sharpe / Sortino numerator)

Volatility

1.18%

Sharpe ratio

1.544

VaR 95%

-0.09%

CVaR 95%: -0.15%
Max drawdown: -0.46%
Sortino ratio: 2.318
Calmar ratio: 11.71

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.016%

Best day

0.193%

08/09/2025
Worst day

-0.162%

23/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.54 $25.59 $25.54 $25.57 21,400
16/07/2026 $25.55 $25.57 $25.55 $25.57 13,400
15/07/2026 $25.52 $25.59 $25.52 $25.55 10,700
14/07/2026 $25.57 $25.58 $25.56 $25.56 3,600
13/07/2026 $25.60 $25.61 $25.56 $25.58 169,000
10/07/2026 $25.58 $25.58 $25.56 $25.57 2,600
09/07/2026 $25.57 $25.58 $25.55 $25.57 11,100
08/07/2026 $25.57 $25.59 $25.56 $25.59 5,700
07/07/2026 $25.54 $25.58 $25.52 $25.55 20,800
06/07/2026 $25.53 $25.57 $25.53 $25.54 12,200