Summary
IBTJ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.21% Volatility 2.95% Sharpe -0.02
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2029 TERM TREASURY ETF

Symbol: IBTJ

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 25/02/2020

Latest date: 02/06/2026

Current price: $21.61

Expense ratio: 0.07%

Assets under management
$1.2B
0.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.28%

Ann. -9.98% (Sharpe / Sortino numerator)

Volatility

3.14%

Sharpe ratio

-4.328

VaR 95%

-0.32%

CVaR 95%: -0.34%
Max drawdown: -1.27%
Sortino ratio: -7.757
Calmar ratio: -7.84

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.

Period total return

-1.06%

Ann. -1.85% (Sharpe / Sortino numerator)

Volatility

2.60%

Sharpe ratio

-2.109

VaR 95%

-0.32%

CVaR 95%: -0.34%
Max drawdown: -1.94%
Sortino ratio: -3.127
Calmar ratio: -0.95

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

-0.08%

Ann. 0.89% (Sharpe / Sortino numerator)

Volatility

2.31%

Sharpe ratio

-1.182

VaR 95%

-0.31%

CVaR 95%: -0.34%
Max drawdown: -1.94%
Sortino ratio: -1.759
Calmar ratio: 0.46

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

3.21%

Ann. 3.57% (Sharpe / Sortino numerator)

Volatility

2.95%

Sharpe ratio

-0.020

VaR 95%

-0.32%

CVaR 95%: -0.39%
Max drawdown: -1.94%
Sortino ratio: -0.033
Calmar ratio: 1.84

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.

Period total return

8.55%

Ann. 4.76% (Sharpe / Sortino numerator)

Volatility

3.49%

Sharpe ratio

0.323

VaR 95%

-0.33%

CVaR 95%: -0.47%
Max drawdown: -3.53%
Sortino ratio: 0.502
Calmar ratio: 1.35

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

9.68%

Ann. 3.14% (Sharpe / Sortino numerator)

Volatility

4.56%

Sharpe ratio

-0.108

VaR 95%

-0.46%

CVaR 95%: -0.63%
Max drawdown: -6.73%
Sortino ratio: -0.167
Calmar ratio: 0.47

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

0.013%

Best day

0.792%

01/08/2025
Worst day

-0.438%

06/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $21.61 $21.62 $21.61 $21.61 304,900
01/06/2026 $21.59 $21.61 $21.57 $21.61 197,800
29/05/2026 $21.69 $21.71 $21.68 $21.70 174,400
28/05/2026 $21.67 $21.70 $21.66 $21.68 316,900
27/05/2026 $21.66 $21.68 $21.66 $21.66 184,700
26/05/2026 $21.65 $21.66 $21.64 $21.66 191,100
22/05/2026 $21.64 $21.64 $21.60 $21.62 134,500
21/05/2026 $21.61 $21.64 $21.59 $21.62 242,600
20/05/2026 $21.59 $21.66 $21.58 $21.64 347,800
19/05/2026 $21.59 $21.59 $21.56 $21.57 601,800