Summary
IBIJ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.03% Volatility 4.74% Sharpe 0.19
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2033 TERM TIPS ETF

Symbol: IBIJ

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 19/09/2023

Latest date: 17/07/2026

Current price: $25.37

Expense ratio: 0.10%

Assets under management
$48.2M
-0.03% 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

0.68%

Ann. -12.36% (Sharpe / Sortino numerator)

Volatility

5.74%

Sharpe ratio

-2.786

VaR 95%

-0.54%

CVaR 95%: -0.72%
Max drawdown: -2.23%
Sortino ratio: -4.027
Calmar ratio: -5.54

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.

Period total return

-0.35%

Ann. 2.38% (Sharpe / Sortino numerator)

Volatility

4.29%

Sharpe ratio

-0.291

VaR 95%

-0.44%

CVaR 95%: -0.60%
Max drawdown: -2.63%
Sortino ratio: -0.402
Calmar ratio: 0.91

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

1.61%

Ann. 0.86% (Sharpe / Sortino numerator)

Volatility

3.84%

Sharpe ratio

-0.721

VaR 95%

-0.36%

CVaR 95%: -0.54%
Max drawdown: -2.63%
Sortino ratio: -1.066
Calmar ratio: 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

4.03%

Ann. 4.52% (Sharpe / Sortino numerator)

Volatility

4.74%

Sharpe ratio

0.188

VaR 95%

-0.47%

CVaR 95%: -0.71%
Max drawdown: -3.48%
Sortino ratio: 0.259
Calmar ratio: 1.30

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

8.88%

Ann. 5.60% (Sharpe / Sortino numerator)

Volatility

5.19%

Sharpe ratio

0.379

VaR 95%

-0.53%

CVaR 95%: -0.74%
Max drawdown: -5.27%
Sortino ratio: 0.547
Calmar ratio: 1.06

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

15.83%

Ann. 5.94% (Sharpe / Sortino numerator)

Volatility

5.93%

Sharpe ratio

0.396

VaR 95%

-0.61%

CVaR 95%: -0.84%
Max drawdown: -5.27%
Sortino ratio: 0.598
Calmar ratio: 1.13

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

0.016%

Best day

0.838%

22/08/2025
Worst day

-0.891%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.38 $25.39 $25.35 $25.37 4,300
16/07/2026 $25.32 $25.32 $25.30 $25.32 9,900
15/07/2026 $25.30 $25.35 $25.30 $25.35 6,500
14/07/2026 $25.30 $25.31 $25.27 $25.30 4,300
13/07/2026 $25.30 $25.30 $25.23 $25.26 11,400
10/07/2026 $25.33 $25.33 $25.30 $25.33 8,600
09/07/2026 $25.31 $25.34 $25.31 $25.32 19,600
08/07/2026 $25.34 $25.34 $25.27 $25.30 30,300
07/07/2026 $25.40 $25.40 $25.32 $25.34 27,700
06/07/2026 $25.37 $25.41 $25.36 $25.41 14,700