Summary
IBIK
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.31% 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: 02/06/2026

Current price: $25.98

Expense ratio: 0.10%

Assets under management
$83.1M
-0.06% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.13%

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

-0.05%

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

1.43%

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

6.31%

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

10.93%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

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
02/06/2026 $26.00 $26.03 $25.98 $25.98 2,700
01/06/2026 $26.00 $26.00 $25.94 $25.99 24,100
29/05/2026 $26.01 $26.02 $25.98 $26.00 11,800
28/05/2026 $25.95 $26.01 $25.93 $25.98 12,800
27/05/2026 $25.93 $25.95 $25.91 $25.92 5,200
26/05/2026 $25.86 $25.90 $25.85 $25.90 10,300
22/05/2026 $25.75 $25.77 $25.71 $25.76 7,000
21/05/2026 $25.73 $25.78 $25.73 $25.77 6,300
20/05/2026 $25.75 $25.81 $25.74 $25.79 14,700
19/05/2026 $25.74 $25.74 $25.66 $25.70 7,100