ISHARES IBONDS OCT 2027 TERM TIPS ETF
Symbol: IBID
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 13/09/2023
Latest date: 17/07/2026
Current price: $25.72
Expense ratio: 0.10%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.33%
Ann. 4.39% (Sharpe / Sortino numerator)
Volatility
2.15%
Sharpe ratio
0.355
VaR 95%
-0.19%
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
0.93%
Ann. 4.00% (Sharpe / Sortino numerator)
Volatility
1.41%
Sharpe ratio
0.260
VaR 95%
-0.17%
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
2.40%
Ann. 2.58% (Sharpe / Sortino numerator)
Volatility
1.19%
Sharpe ratio
-0.881
VaR 95%
-0.12%
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
3.86%
Ann. 3.74% (Sharpe / Sortino numerator)
Volatility
1.74%
Sharpe ratio
0.061
VaR 95%
-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
10.37%
Ann. 5.51% (Sharpe / Sortino numerator)
Volatility
1.87%
Sharpe ratio
1.006
VaR 95%
-0.16%
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
16.20%
Ann. 5.56% (Sharpe / Sortino numerator)
Volatility
2.29%
Sharpe ratio
0.859
VaR 95%
-0.19%
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.
Average daily return
0.015%
Best day
0.385%
Worst day
-0.192%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $25.72 | $25.72 | $25.70 | $25.72 | 24,300 |
| 16/07/2026 | $25.67 | $25.70 | $25.67 | $25.69 | 21,400 |
| 15/07/2026 | $25.65 | $25.69 | $25.65 | $25.69 | 19,600 |
| 14/07/2026 | $25.68 | $25.68 | $25.66 | $25.66 | 53,700 |
| 13/07/2026 | $25.70 | $25.70 | $25.68 | $25.70 | 38,100 |
| 10/07/2026 | $25.70 | $25.70 | $25.68 | $25.68 | 11,500 |
| 09/07/2026 | $25.69 | $25.72 | $25.68 | $25.70 | 31,100 |
| 08/07/2026 | $25.67 | $25.71 | $25.67 | $25.71 | 20,600 |
| 07/07/2026 | $25.66 | $25.69 | $25.63 | $25.68 | 50,800 |
| 06/07/2026 | $25.66 | $25.67 | $25.66 | $25.66 | 32,100 |