Summary
IBIH
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.51% Volatility 3.97% Sharpe 0.22
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2031 TERM TIPS ETF

Symbol: IBIH

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 19/09/2023

Latest date: 17/07/2026

Current price: $25.70

Expense ratio: 0.10%

Assets under management
$59.1M
-0.15% 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

0.74%

Ann. -8.57% (Sharpe / Sortino numerator)

Volatility

4.54%

Sharpe ratio

-2.689

VaR 95%

-0.49%

CVaR 95%: -0.53%
Max drawdown: -1.74%
Sortino ratio: -4.510
Calmar ratio: -4.92

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

-0.21%

Ann. 2.64% (Sharpe / Sortino numerator)

Volatility

3.42%

Sharpe ratio

-0.291

VaR 95%

-0.33%

CVaR 95%: -0.45%
Max drawdown: -2.00%
Sortino ratio: -0.455
Calmar ratio: 1.31

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

1.63%

Ann. 1.17% (Sharpe / Sortino numerator)

Volatility

3.04%

Sharpe ratio

-0.811

VaR 95%

-0.28%

CVaR 95%: -0.42%
Max drawdown: -2.00%
Sortino ratio: -1.244
Calmar ratio: 0.58

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

3.51%

Ann. 4.51% (Sharpe / Sortino numerator)

Volatility

3.97%

Sharpe ratio

0.221

VaR 95%

-0.36%

CVaR 95%: -0.59%
Max drawdown: -2.96%
Sortino ratio: 0.312
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

9.47%

Ann. 5.87% (Sharpe / Sortino numerator)

Volatility

4.29%

Sharpe ratio

0.521

VaR 95%

-0.42%

CVaR 95%: -0.61%
Max drawdown: -3.94%
Sortino ratio: 0.762
Calmar ratio: 1.49

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

16.68%

Ann. 6.18% (Sharpe / Sortino numerator)

Volatility

4.99%

Sharpe ratio

0.519

VaR 95%

-0.50%

CVaR 95%: -0.70%
Max drawdown: -3.94%
Sortino ratio: 0.790
Calmar ratio: 1.57

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

0.014%

Best day

0.794%

22/08/2025
Worst day

-0.873%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.74 $25.74 $25.69 $25.70 8,000
16/07/2026 $25.66 $25.68 $25.65 $25.67 6,000
15/07/2026 $25.65 $25.70 $25.65 $25.70 15,600
14/07/2026 $25.64 $25.67 $25.62 $25.64 11,300
13/07/2026 $25.67 $25.67 $25.59 $25.62 10,200
10/07/2026 $25.67 $25.67 $25.64 $25.66 14,300
09/07/2026 $25.67 $25.70 $25.66 $25.68 18,900
08/07/2026 $25.64 $25.67 $25.62 $25.66 24,600
07/07/2026 $25.72 $25.72 $25.65 $25.68 38,000
06/07/2026 $25.72 $25.72 $25.68 $25.72 21,200