ISHARES BLOCKCHAIN AND TECH ETF
Symbol: IBLC
Exchange: NYSE
Sector: Financial_Services
Category: Equity Digital Assets
Inception date: 25/04/2022
Latest date: 17/07/2026
Current price: $41.93
Expense ratio: 0.47%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-19.81%
Ann. -62.35% (Sharpe / Sortino numerator)
Volatility
61.21%
Sharpe ratio
-1.078
VaR 95%
-5.86%
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
-9.25%
Ann. -52.71% (Sharpe / Sortino numerator)
Volatility
63.64%
Sharpe ratio
-0.885
VaR 95%
-6.00%
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
-8.85%
Ann. -56.13% (Sharpe / Sortino numerator)
Volatility
62.36%
Sharpe ratio
-0.958
VaR 95%
-6.09%
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
0.17%
Ann. 46.76% (Sharpe / Sortino numerator)
Volatility
57.94%
Sharpe ratio
0.744
VaR 95%
-5.96%
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
19.38%
Ann. 17.27% (Sharpe / Sortino numerator)
Volatility
60.70%
Sharpe ratio
0.225
VaR 95%
-6.03%
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
91.65%
Ann. 35.30% (Sharpe / Sortino numerator)
Volatility
60.96%
Sharpe ratio
0.520
VaR 95%
-6.00%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.062%
Best day
12.201%
Worst day
-9.937%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $41.12 | $42.18 | $40.50 | $41.93 | 6,300 |
| 16/07/2026 | $44.16 | $44.16 | $42.47 | $42.66 | 15,600 |
| 15/07/2026 | $45.30 | $45.63 | $43.81 | $45.08 | 34,600 |
| 14/07/2026 | $45.19 | $45.19 | $44.00 | $44.53 | 4,700 |
| 13/07/2026 | $45.20 | $45.40 | $44.24 | $44.50 | 6,100 |
| 10/07/2026 | $47.38 | $47.38 | $46.07 | $46.14 | 4,100 |
| 09/07/2026 | $46.66 | $47.10 | $46.46 | $46.46 | 2,600 |
| 08/07/2026 | $44.72 | $46.00 | $44.47 | $46.00 | 27,000 |
| 07/07/2026 | $46.49 | $46.69 | $44.90 | $45.24 | 19,500 |
| 06/07/2026 | $46.47 | $48.03 | $46.47 | $47.52 | 8,600 |