Summary
IBII
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.77% 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: 17/07/2026

Current price: $25.38

Expense ratio: 0.10%

Assets under management
$48.0M
-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

0.72%

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

-0.28%

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

1.63%

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

3.77%

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

9.26%

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

16.47%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.015%

Best day

0.788%

22/08/2025
Worst day

-0.844%

17/06/2026
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