Summary
IBMS
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.07% Volatility 2.84% Sharpe 0.08
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2030 TERM MUNI BOND ETF

Symbol: IBMS

Exchange: BATS

Sector: N/A

Category: Muni Target Maturity

Inception date: 22/05/2024

Latest date: 17/07/2026

Current price: $25.79

Expense ratio: 0.18%

Assets under management
$312.1M
-0.08% 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

-0.10%

Ann. -15.84% (Sharpe / Sortino numerator)

Volatility

3.30%

Sharpe ratio

-5.898

VaR 95%

-0.55%

CVaR 95%: -0.58%
Max drawdown: -1.88%
Sortino ratio: -6.659
Calmar ratio: -8.44

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

-0.16%

Ann. -2.39% (Sharpe / Sortino numerator)

Volatility

2.54%

Sharpe ratio

-2.370

VaR 95%

-0.28%

CVaR 95%: -0.44%
Max drawdown: -2.58%
Sortino ratio: -2.420
Calmar ratio: -0.93

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

-0.35%

Ann. -0.22% (Sharpe / Sortino numerator)

Volatility

2.03%

Sharpe ratio

-1.894

VaR 95%

-0.23%

CVaR 95%: -0.35%
Max drawdown: -2.58%
Sortino ratio: -1.979
Calmar ratio: -0.09

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

3.07%

Ann. 3.85% (Sharpe / Sortino numerator)

Volatility

2.84%

Sharpe ratio

0.077

VaR 95%

-0.23%

CVaR 95%: -0.46%
Max drawdown: -2.58%
Sortino ratio: 0.079
Calmar ratio: 1.49

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

6.81%

Ann. 4.05% (Sharpe / Sortino numerator)

Volatility

3.13%

Sharpe ratio

0.146

VaR 95%

-0.28%

CVaR 95%: -0.48%
Max drawdown: -3.01%
Sortino ratio: 0.176
Calmar ratio: 1.34

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

0.012%

Best day

0.53%

01/08/2025
Worst day

-0.579%

24/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.81 $25.81 $25.76 $25.79 68,400
16/07/2026 $25.81 $25.81 $25.80 $25.81 39,900
15/07/2026 $25.85 $25.85 $25.82 $25.83 67,600
14/07/2026 $25.84 $25.88 $25.83 $25.84 72,900
13/07/2026 $25.85 $25.85 $25.83 $25.84 22,900
10/07/2026 $25.83 $25.86 $25.83 $25.85 57,100
09/07/2026 $25.85 $25.88 $25.81 $25.85 35,400
08/07/2026 $25.84 $25.87 $25.84 $25.84 53,000
07/07/2026 $25.88 $25.90 $25.88 $25.88 61,100
06/07/2026 $25.88 $25.95 $25.88 $25.90 84,300