Summary
IBTH
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.48% Volatility 1.53% Sharpe -0.15
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2027 TERM TREASURY ETF

Symbol: IBTH

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 25/02/2020

Latest date: 02/06/2026

Current price: $22.34

Expense ratio: 0.07%

Assets under management
$2.1B
-0.02% 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

-0.07%

Ann. -3.60% (Sharpe / Sortino numerator)

Volatility

1.59%

Sharpe ratio

-4.552

VaR 95%

-0.13%

CVaR 95%: -0.24%
Max drawdown: -0.61%
Sortino ratio: -4.989
Calmar ratio: -5.95

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

0.11%

Ann. -0.53% (Sharpe / Sortino numerator)

Volatility

1.28%

Sharpe ratio

-3.261

VaR 95%

-0.09%

CVaR 95%: -0.21%
Max drawdown: -0.85%
Sortino ratio: -3.181
Calmar ratio: -0.62

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

1.01%

Ann. 1.78% (Sharpe / Sortino numerator)

Volatility

1.04%

Sharpe ratio

-1.781

VaR 95%

-0.09%

CVaR 95%: -0.17%
Max drawdown: -0.85%
Sortino ratio: -1.725
Calmar ratio: 2.10

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

3.48%

Ann. 3.40% (Sharpe / Sortino numerator)

Volatility

1.53%

Sharpe ratio

-0.154

VaR 95%

-0.11%

CVaR 95%: -0.23%
Max drawdown: -0.85%
Sortino ratio: -0.203
Calmar ratio: 4.00

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

8.67%

Ann. 4.56% (Sharpe / Sortino numerator)

Volatility

2.06%

Sharpe ratio

0.454

VaR 95%

-0.18%

CVaR 95%: -0.28%
Max drawdown: -1.59%
Sortino ratio: 0.611
Calmar ratio: 2.87

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

10.88%

Ann. 3.44% (Sharpe / Sortino numerator)

Volatility

3.03%

Sharpe ratio

-0.064

VaR 95%

-0.30%

CVaR 95%: -0.43%
Max drawdown: -4.11%
Sortino ratio: -0.092
Calmar ratio: 0.84

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

0.014%

Best day

0.515%

01/08/2025
Worst day

-0.268%

06/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $22.34 $22.35 $22.33 $22.34 451,700
01/06/2026 $22.34 $22.34 $22.33 $22.34 395,100
29/05/2026 $22.40 $22.41 $22.40 $22.41 517,300
28/05/2026 $22.39 $22.41 $22.39 $22.41 517,600
27/05/2026 $22.39 $22.40 $22.39 $22.39 411,500
26/05/2026 $22.39 $22.40 $22.39 $22.39 263,700
22/05/2026 $22.39 $22.39 $22.37 $22.38 382,500
21/05/2026 $22.38 $22.38 $22.37 $22.38 289,900
20/05/2026 $22.37 $22.39 $22.37 $22.39 636,200
19/05/2026 $22.38 $22.38 $22.36 $22.36 414,000