ISHARES IBONDS DEC 2029 TERM MUNI BOND ETF
Symbol: IBMR
Exchange: BATS
Sector: N/A
Category: Muni Target Maturity
Inception date: 09/05/2023
Latest date: 17/07/2026
Current price: $25.30
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.04%
Ann. -11.34% (Sharpe / Sortino numerator)
Volatility
2.68%
Sharpe ratio
-5.579
VaR 95%
-0.43%
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
0.18%
Ann. -1.18% (Sharpe / Sortino numerator)
Volatility
2.02%
Sharpe ratio
-2.377
VaR 95%
-0.17%
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
0.13%
Ann. 0.84% (Sharpe / Sortino numerator)
Volatility
1.80%
Sharpe ratio
-1.552
VaR 95%
-0.16%
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
2.78%
Ann. 3.52% (Sharpe / Sortino numerator)
Volatility
2.72%
Sharpe ratio
-0.041
VaR 95%
-0.19%
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
6.42%
Ann. 2.84% (Sharpe / Sortino numerator)
Volatility
2.85%
Sharpe ratio
-0.277
VaR 95%
-0.30%
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
9.78%
Ann. 2.63% (Sharpe / Sortino numerator)
Volatility
3.11%
Sharpe ratio
-0.307
VaR 95%
-0.32%
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
0.011%
Best day
0.455%
Worst day
-0.435%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $25.32 | $25.32 | $25.29 | $25.30 | 80,800 |
| 16/07/2026 | $25.32 | $25.34 | $25.31 | $25.31 | 49,500 |
| 15/07/2026 | $25.35 | $25.35 | $25.32 | $25.33 | 58,800 |
| 14/07/2026 | $25.34 | $25.34 | $25.32 | $25.34 | 44,000 |
| 13/07/2026 | $25.33 | $25.34 | $25.32 | $25.32 | 34,500 |
| 10/07/2026 | $25.33 | $25.37 | $25.33 | $25.34 | 58,100 |
| 09/07/2026 | $25.35 | $25.36 | $25.33 | $25.34 | 42,900 |
| 08/07/2026 | $25.33 | $25.36 | $25.30 | $25.34 | 74,500 |
| 07/07/2026 | $25.36 | $25.38 | $25.35 | $25.36 | 55,400 |
| 06/07/2026 | $25.35 | $25.39 | $25.34 | $25.36 | 75,600 |