Summary
IBII
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 5.78% Volatility 4.35% Sharpe 0.20
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2032 TERM TIPS ETF

Symbol: IBII

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 19/09/2023

Latest date: 02/06/2026

Current price: $26.12

Expense ratio: 0.10%

Assets under management
$39.2M
-0.08% 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

-0.31%

Ann. -10.52% (Sharpe / Sortino numerator)

Volatility

5.07%

Sharpe ratio

-2.790

VaR 95%

-0.45%

CVaR 95%: -0.59%
Max drawdown: -1.94%
Sortino ratio: -4.567
Calmar ratio: -5.42

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

0.13%

Ann. 2.65% (Sharpe / Sortino numerator)

Volatility

3.78%

Sharpe ratio

-0.260

VaR 95%

-0.38%

CVaR 95%: -0.49%
Max drawdown: -2.26%
Sortino ratio: -0.400
Calmar ratio: 1.17

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

1.48%

Ann. 1.05% (Sharpe / Sortino numerator)

Volatility

3.31%

Sharpe ratio

-0.781

VaR 95%

-0.33%

CVaR 95%: -0.46%
Max drawdown: -2.26%
Sortino ratio: -1.177
Calmar ratio: 0.46

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

5.78%

Ann. 4.51% (Sharpe / Sortino numerator)

Volatility

4.35%

Sharpe ratio

0.202

VaR 95%

-0.42%

CVaR 95%: -0.64%
Max drawdown: -3.35%
Sortino ratio: 0.272
Calmar ratio: 1.35

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

11.76%

Ann. 5.82% (Sharpe / Sortino numerator)

Volatility

4.73%

Sharpe ratio

0.463

VaR 95%

-0.47%

CVaR 95%: -0.67%
Max drawdown: -4.65%
Sortino ratio: 0.659
Calmar ratio: 1.25

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

16.57%

Ann. 6.15% (Sharpe / Sortino numerator)

Volatility

5.48%

Sharpe ratio

0.468

VaR 95%

-0.54%

CVaR 95%: -0.78%
Max drawdown: -4.65%
Sortino ratio: 0.700
Calmar ratio: 1.32

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.023%

Best day

0.788%

22/08/2025
Worst day

-0.714%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $26.14 $26.15 $26.12 $26.12 11,300
01/06/2026 $26.13 $26.14 $26.10 $26.12 9,700
29/05/2026 $26.14 $26.18 $26.14 $26.16 6,800
28/05/2026 $26.09 $26.16 $26.09 $26.14 32,700
27/05/2026 $26.07 $26.10 $26.07 $26.07 11,800
26/05/2026 $26.03 $26.06 $26.01 $26.05 23,700
22/05/2026 $26.00 $26.00 $25.91 $25.94 5,300
21/05/2026 $25.96 $25.98 $25.94 $25.98 4,200
20/05/2026 $25.95 $26.02 $25.95 $26.00 10,500
19/05/2026 $25.97 $25.98 $25.90 $25.95 10,000