ISHARES IBONDS OCT 2030 TERM TIPS ETF
Symbol: IBIG
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 19/09/2023
Latest date: 15/10/2026
Current price: $25.21
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
-0.15%
Ann. -5.86% (Sharpe / Sortino numerator)
Volatility
3.73%
Sharpe ratio
-2.546
VaR 95%
-0.37%
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
-1.20%
Ann. 2.84% (Sharpe / Sortino numerator)
Volatility
2.83%
Sharpe ratio
-0.279
VaR 95%
-0.25%
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
-1.30%
Ann. 1.36% (Sharpe / Sortino numerator)
Volatility
2.52%
Sharpe ratio
-0.900
VaR 95%
-0.25%
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
-0.05%
Ann. 4.43% (Sharpe / Sortino numerator)
Volatility
3.36%
Sharpe ratio
0.237
VaR 95%
-0.31%
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
5.55%
Ann. 5.83% (Sharpe / Sortino numerator)
Volatility
3.69%
Sharpe ratio
0.597
VaR 95%
-0.35%
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
15.67%
Ann. 7.20% (Sharpe / Sortino numerator)
Volatility
4.27%
Sharpe ratio
0.846
VaR 95%
-0.39%
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.
Average daily return
-0.0%
Best day
0.421%
Worst day
-0.652%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $25.26 | $25.26 | $25.18 | $25.21 | 1,291,800 |
| 14/10/2026 | $25.08 | $25.17 | $25.04 | $25.17 | 104,100 |
| 13/10/2026 | $25.07 | $25.11 | $25.07 | $25.11 | 51,100 |
| 12/10/2026 | $25.14 | $25.15 | $25.06 | $25.13 | 122,000 |
| 09/10/2026 | $25.10 | $25.11 | $25.08 | $25.11 | 39,600 |
| 08/10/2026 | $25.10 | $25.15 | $25.07 | $25.13 | 62,000 |
| 07/10/2026 | $25.04 | $25.11 | $25.04 | $25.11 | 74,700 |
| 06/10/2026 | $25.07 | $25.09 | $25.05 | $25.07 | 57,500 |
| 05/10/2026 | $25.07 | $25.07 | $25.03 | $25.06 | 65,200 |
| 02/10/2026 | $25.11 | $25.12 | $25.04 | $25.04 | 34,800 |