Summary
IBLC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 86.46% Volatility 57.94% Sharpe 0.74
Official loaded data — not a live quote.

ISHARES BLOCKCHAIN AND TECH ETF

Symbol: IBLC

Exchange: NYSE

Sector: Financial_Services

Category: Equity Digital Assets

Inception date: 25/04/2022

Latest date: 02/06/2026

Current price: $55.81

Expense ratio: 0.47%

Assets under management
$83.1M
0.01% 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

17.04%

Ann. -62.35% (Sharpe / Sortino numerator)

Volatility

61.21%

Sharpe ratio

-1.078

VaR 95%

-5.86%

CVaR 95%: -5.96%
Max drawdown: -19.68%
Sortino ratio: -2.153
Calmar ratio: -3.17

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

39.19%

Ann. -52.71% (Sharpe / Sortino numerator)

Volatility

63.64%

Sharpe ratio

-0.885

VaR 95%

-6.00%

CVaR 95%: -7.91%
Max drawdown: -29.27%
Sortino ratio: -1.514
Calmar ratio: -1.80

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

23.57%

Ann. -56.13% (Sharpe / Sortino numerator)

Volatility

62.36%

Sharpe ratio

-0.958

VaR 95%

-6.09%

CVaR 95%: -8.09%
Max drawdown: -44.94%
Sortino ratio: -1.600
Calmar ratio: -1.25

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

86.46%

Ann. 46.76% (Sharpe / Sortino numerator)

Volatility

57.94%

Sharpe ratio

0.744

VaR 95%

-5.96%

CVaR 95%: -7.49%
Max drawdown: -44.94%
Sortino ratio: 1.223
Calmar ratio: 1.04

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

114.99%

Ann. 17.27% (Sharpe / Sortino numerator)

Volatility

60.70%

Sharpe ratio

0.225

VaR 95%

-6.03%

CVaR 95%: -7.90%
Max drawdown: -51.68%
Sortino ratio: 0.361
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

236.30%

Ann. 35.30% (Sharpe / Sortino numerator)

Volatility

60.96%

Sharpe ratio

0.520

VaR 95%

-6.00%

CVaR 95%: -7.76%
Max drawdown: -51.68%
Sortino ratio: 0.864
Calmar ratio: 0.68

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

0.308%

Best day

12.201%

06/02/2026
Worst day

-9.937%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $55.81 $56.94 $55.45 $55.81 10,000
01/06/2026 $54.46 $56.80 $53.75 $55.92 17,300
29/05/2026 $55.27 $55.50 $53.74 $55.50 12,300
28/05/2026 $54.09 $55.48 $53.41 $55.40 7,800
27/05/2026 $53.07 $54.78 $52.38 $54.48 10,700
26/05/2026 $53.34 $53.92 $52.95 $53.03 8,800
22/05/2026 $52.29 $52.88 $51.99 $52.06 8,500
21/05/2026 $50.25 $52.65 $50.25 $52.65 11,000
20/05/2026 $48.98 $50.47 $48.79 $49.96 14,300
19/05/2026 $48.19 $49.12 $47.00 $48.45 13,500