Summary
IBIT
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return -46.27% Volatility 45.54% Sharpe -0.59
Official loaded data — not a live quote.

iShares Bitcoin Trust

Symbol: IBIT

Exchange: NASDAQ

Sector: N/A

Category: Digital Assets

Inception date: 05/01/2024

Latest date: 17/07/2026

Current price: $36.35

Expense ratio: 0.25%

Assets under management
$43.2B
2.16% 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

-0.03%

Ann. -29.38% (Sharpe / Sortino numerator)

Volatility

43.32%

Sharpe ratio

-0.762

VaR 95%

-4.45%

CVaR 95%: -4.70%
Max drawdown: -11.52%
Sortino ratio: -1.275
Calmar ratio: -2.55

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

-17.27%

Ann. -69.71% (Sharpe / Sortino numerator)

Volatility

58.83%

Sharpe ratio

-1.247

VaR 95%

-5.89%

CVaR 95%: -8.45%
Max drawdown: -34.88%
Sortino ratio: -1.706
Calmar ratio: -2.00

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

-28.39%

Ann. -69.80% (Sharpe / Sortino numerator)

Volatility

51.82%

Sharpe ratio

-1.417

VaR 95%

-5.07%

CVaR 95%: -7.24%
Max drawdown: -49.36%
Sortino ratio: -2.138
Calmar ratio: -1.41

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

-46.27%

Ann. -23.23% (Sharpe / Sortino numerator)

Volatility

45.54%

Sharpe ratio

-0.590

VaR 95%

-4.32%

CVaR 95%: -6.44%
Max drawdown: -49.36%
Sortino ratio: -0.870
Calmar ratio: -0.47

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

-1.33%

Ann. 0.49% (Sharpe / Sortino numerator)

Volatility

49.95%

Sharpe ratio

-0.063

VaR 95%

-4.53%

CVaR 95%: -6.73%
Max drawdown: -49.36%
Sortino ratio: -0.098
Calmar ratio: 0.01

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

36.50%

Ann. 13.45% (Sharpe / Sortino numerator)

Volatility

50.53%

Sharpe ratio

0.195

VaR 95%

-4.63%

CVaR 95%: -6.74%
Max drawdown: -49.36%
Sortino ratio: 0.309
Calmar ratio: 0.27

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

-0.208%

Best day

9.917%

06/02/2026
Worst day

-13.159%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $35.58 $36.48 $35.36 $36.35 56,072,300
16/07/2026 $36.37 $36.74 $36.21 $36.39 21,905,800
15/07/2026 $36.97 $37.14 $36.64 $36.81 34,112,000
14/07/2026 $36.19 $36.78 $35.95 $36.58 46,954,100
13/07/2026 $35.37 $35.62 $34.96 $35.22 38,048,900
10/07/2026 $36.33 $36.66 $36.08 $36.23 30,720,600
09/07/2026 $35.49 $35.95 $35.36 $35.81 28,097,900
08/07/2026 $34.99 $35.31 $34.81 $35.23 33,708,800
07/07/2026 $35.71 $36.37 $35.45 $36.15 32,400,400
06/07/2026 $34.76 $36.22 $34.68 $36.12 51,974,500