Summary
IBIL
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 6.22% Volatility 5.60% Sharpe 0.45
Official loaded data — not a live quote.

ISHARES IBONDS OCT 2035 TERM TIPS ETF

Symbol: IBIL

Exchange: NYSE

Sector: N/A

Category: Target Maturity

Inception date: 25/03/2025

Latest date: 02/06/2026

Current price: $25.76

Expense ratio: 0.10%

Assets under management
$36.0M
-0.06% 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

0.00%

Ann. -0.67% (Sharpe / Sortino numerator)

Volatility

4.51%

Sharpe ratio

-0.953

VaR 95%

-0.46%

CVaR 95%: -0.55%
Max drawdown: -1.58%
Sortino ratio: -1.431
Calmar ratio: -0.42

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

-0.06%

Ann. -0.56% (Sharpe / Sortino numerator)

Volatility

5.02%

Sharpe ratio

-0.835

VaR 95%

-0.51%

CVaR 95%: -0.71%
Max drawdown: -2.46%
Sortino ratio: -1.185
Calmar ratio: -0.23

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

1.38%

Ann. 1.71% (Sharpe / Sortino numerator)

Volatility

4.36%

Sharpe ratio

-0.441

VaR 95%

-0.43%

CVaR 95%: -0.60%
Max drawdown: -2.76%
Sortino ratio: -0.646
Calmar ratio: 0.62

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

6.22%

Ann. 6.13% (Sharpe / Sortino numerator)

Volatility

5.60%

Sharpe ratio

0.447

VaR 95%

-0.43%

CVaR 95%: -0.79%
Max drawdown: -2.76%
Sortino ratio: 0.564
Calmar ratio: 2.22

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

1.906%

18/11/2025
Worst day

-1.954%

19/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $25.77 $25.79 $25.76 $25.76 2,500
01/06/2026 $25.73 $25.77 $25.70 $25.75 18,300
29/05/2026 $25.79 $25.79 $25.75 $25.75 3,300
28/05/2026 $25.72 $25.80 $25.70 $25.74 5,400
27/05/2026 $25.68 $25.70 $25.66 $25.67 11,100
26/05/2026 $25.59 $25.66 $25.59 $25.65 9,900
22/05/2026 $25.54 $25.54 $25.46 $25.52 5,200
21/05/2026 $25.45 $25.52 $25.45 $25.49 15,500
20/05/2026 $25.53 $25.54 $25.52 $25.52 8,700
19/05/2026 $25.47 $25.47 $25.38 $25.44 11,600