ISHARES IBONDS OCT 2032 TERM TIPS ETF
Symbol: IBII
Exchange: NYSE
Sector: N/A
Category: Target Maturity
Inception date: 19/09/2023
Latest date: 17/07/2026
Current price: $25.38
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
0.72%
Ann. -10.52% (Sharpe / Sortino numerator)
Volatility
5.07%
Sharpe ratio
-2.790
VaR 95%
-0.45%
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
-0.28%
Ann. 2.65% (Sharpe / Sortino numerator)
Volatility
3.78%
Sharpe ratio
-0.260
VaR 95%
-0.38%
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. 1.05% (Sharpe / Sortino numerator)
Volatility
3.31%
Sharpe ratio
-0.781
VaR 95%
-0.33%
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
3.77%
Ann. 4.51% (Sharpe / Sortino numerator)
Volatility
4.35%
Sharpe ratio
0.202
VaR 95%
-0.42%
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
9.26%
Ann. 5.82% (Sharpe / Sortino numerator)
Volatility
4.73%
Sharpe ratio
0.463
VaR 95%
-0.47%
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
16.47%
Ann. 6.15% (Sharpe / Sortino numerator)
Volatility
5.48%
Sharpe ratio
0.468
VaR 95%
-0.54%
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
0.788%
Worst day
-0.844%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $25.40 | $25.40 | $25.36 | $25.38 | 5,600 |
| 16/07/2026 | $25.32 | $25.34 | $25.32 | $25.33 | 2,200 |
| 15/07/2026 | $25.35 | $25.36 | $25.34 | $25.36 | 2,900 |
| 14/07/2026 | $25.30 | $25.33 | $25.29 | $25.29 | 8,100 |
| 13/07/2026 | $25.33 | $25.33 | $25.27 | $25.27 | 8,400 |
| 10/07/2026 | $25.32 | $25.33 | $25.32 | $25.33 | 4,700 |
| 09/07/2026 | $25.32 | $25.36 | $25.32 | $25.32 | 9,700 |
| 08/07/2026 | $25.30 | $25.32 | $25.27 | $25.30 | 29,400 |
| 07/07/2026 | $25.38 | $25.38 | $25.34 | $25.36 | 27,000 |
| 06/07/2026 | $25.40 | $25.40 | $25.33 | $25.39 | 19,000 |