Summary
IBIK
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.22% Volatility 5.23% Sharpe 0.11
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2034 TERM TIPS ETF

Symbol: IBIK

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 22/05/2024

Latest date: 17/07/2026

Current price: $25.18

Expense ratio: 0.10%

Assets under management
$87.9M
-0.10% 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

0.63%

Ann. -13.05% (Sharpe / Sortino numerator)

Volatility

6.04%

Sharpe ratio

-2.763

VaR 95%

-0.50%

CVaR 95%: -0.75%
Max drawdown: -2.35%
Sortino ratio: -4.431
Calmar ratio: -5.55

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

-0.43%

Ann. 2.22% (Sharpe / Sortino numerator)

Volatility

4.58%

Sharpe ratio

-0.307

VaR 95%

-0.38%

CVaR 95%: -0.57%
Max drawdown: -2.85%
Sortino ratio: -0.468
Calmar ratio: 0.78

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

1.65%

Ann. 0.82% (Sharpe / Sortino numerator)

Volatility

4.10%

Sharpe ratio

-0.685

VaR 95%

-0.38%

CVaR 95%: -0.56%
Max drawdown: -2.85%
Sortino ratio: -1.066
Calmar ratio: 0.29

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

4.22%

Ann. 4.22% (Sharpe / Sortino numerator)

Volatility

5.23%

Sharpe ratio

0.112

VaR 95%

-0.49%

CVaR 95%: -0.79%
Max drawdown: -3.65%
Sortino ratio: 0.152
Calmar ratio: 1.15

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

8.32%

Ann. 6.05% (Sharpe / Sortino numerator)

Volatility

5.39%

Sharpe ratio

0.456

VaR 95%

-0.54%

CVaR 95%: -0.77%
Max drawdown: -5.59%
Sortino ratio: 0.663
Calmar ratio: 1.08

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

0.017%

Best day

0.879%

01/08/2025
Worst day

-0.982%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.20 $25.21 $25.17 $25.18 7,700
16/07/2026 $25.11 $25.13 $25.09 $25.11 4,100
15/07/2026 $25.12 $25.16 $25.10 $25.15 6,100
14/07/2026 $25.09 $25.12 $25.07 $25.11 8,100
13/07/2026 $25.11 $25.11 $25.04 $25.07 12,900
10/07/2026 $25.14 $25.14 $25.11 $25.11 9,700
09/07/2026 $25.12 $25.14 $25.12 $25.12 10,500
08/07/2026 $25.09 $25.11 $25.07 $25.08 17,700
07/07/2026 $25.20 $25.20 $25.11 $25.14 27,300
06/07/2026 $25.18 $25.21 $25.17 $25.21 20,500