Summary
IBIE
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.40% Volatility 2.10% Sharpe 0.02
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2028 TERM TIPS ETF

Symbol: IBIE

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 13/09/2023

Latest date: 17/07/2026

Current price: $25.73

Expense ratio: 0.10%

Assets under management
$155.2M
-0.02% 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

0.46%

Ann. 0.84% (Sharpe / Sortino numerator)

Volatility

2.30%

Sharpe ratio

-1.214

VaR 95%

-0.17%

CVaR 95%: -0.24%
Max drawdown: -0.55%
Sortino ratio: -2.188
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.

Period total return

0.47%

Ann. 3.24% (Sharpe / Sortino numerator)

Volatility

1.68%

Sharpe ratio

-0.229

VaR 95%

-0.15%

CVaR 95%: -0.20%
Max drawdown: -0.55%
Sortino ratio: -0.362
Calmar ratio: 5.88

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

1.91%

Ann. 2.01% (Sharpe / Sortino numerator)

Volatility

1.45%

Sharpe ratio

-1.116

VaR 95%

-0.13%

CVaR 95%: -0.19%
Max drawdown: -0.55%
Sortino ratio: -1.733
Calmar ratio: 3.65

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

3.40%

Ann. 3.68% (Sharpe / Sortino numerator)

Volatility

2.10%

Sharpe ratio

0.023

VaR 95%

-0.16%

CVaR 95%: -0.32%
Max drawdown: -1.24%
Sortino ratio: 0.030
Calmar ratio: 2.96

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

10.00%

Ann. 5.66% (Sharpe / Sortino numerator)

Volatility

2.37%

Sharpe ratio

0.858

VaR 95%

-0.20%

CVaR 95%: -0.33%
Max drawdown: -1.70%
Sortino ratio: 1.183
Calmar ratio: 3.34

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

15.95%

Ann. 5.63% (Sharpe / Sortino numerator)

Volatility

2.87%

Sharpe ratio

0.711

VaR 95%

-0.24%

CVaR 95%: -0.39%
Max drawdown: -1.70%
Sortino ratio: 1.070
Calmar ratio: 3.32

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

0.013%

Best day

0.514%

22/08/2025
Worst day

-0.387%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.74 $25.75 $25.71 $25.73 13,100
16/07/2026 $25.73 $25.73 $25.67 $25.71 10,800
15/07/2026 $25.72 $25.72 $25.70 $25.70 15,100
14/07/2026 $25.69 $25.70 $25.67 $25.69 25,400
13/07/2026 $25.70 $25.72 $25.69 $25.70 15,100
10/07/2026 $25.71 $25.74 $25.70 $25.71 30,300
09/07/2026 $25.73 $25.74 $25.71 $25.71 73,400
08/07/2026 $25.70 $25.73 $25.70 $25.71 29,000
07/07/2026 $25.70 $25.71 $25.68 $25.70 49,800
06/07/2026 $25.71 $25.71 $25.67 $25.70 24,600