Summary
IBTK
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.21% Volatility 3.64% Sharpe -0.02
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2030 TERM TREASURY ETF

Symbol: IBTK

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 14/07/2020

Latest date: 02/06/2026

Current price: $19.50

Expense ratio: 0.07%

Assets under management
$855.5M
0.00% 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

-0.33%

Ann. -12.92% (Sharpe / Sortino numerator)

Volatility

4.13%

Sharpe ratio

-4.009

VaR 95%

-0.45%

CVaR 95%: -0.48%
Max drawdown: -1.66%
Sortino ratio: -7.098
Calmar ratio: -7.80

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

-1.52%

Ann. -2.02% (Sharpe / Sortino numerator)

Volatility

3.29%

Sharpe ratio

-1.715

VaR 95%

-0.41%

CVaR 95%: -0.45%
Max drawdown: -2.42%
Sortino ratio: -2.558
Calmar ratio: -0.83

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

-0.44%

Ann. 0.55% (Sharpe / Sortino numerator)

Volatility

2.95%

Sharpe ratio

-1.046

VaR 95%

-0.33%

CVaR 95%: -0.42%
Max drawdown: -2.42%
Sortino ratio: -1.603
Calmar ratio: 0.23

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

3.64%

Sharpe ratio

-0.016

VaR 95%

-0.39%

CVaR 95%: -0.49%
Max drawdown: -2.42%
Sortino ratio: -0.026
Calmar ratio: 1.47

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.

Period total return

8.57%

Ann. 4.88% (Sharpe / Sortino numerator)

Volatility

4.30%

Sharpe ratio

0.291

VaR 95%

-0.41%

CVaR 95%: -0.58%
Max drawdown: -4.65%
Sortino ratio: 0.457
Calmar ratio: 1.05

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

8.61%

Ann. 2.79% (Sharpe / Sortino numerator)

Volatility

5.44%

Sharpe ratio

-0.153

VaR 95%

-0.57%

CVaR 95%: -0.74%
Max drawdown: -8.51%
Sortino ratio: -0.241
Calmar ratio: 0.33

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

0.943%

01/08/2025
Worst day

-0.562%

06/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $19.50 $19.51 $19.49 $19.50 288,900
01/06/2026 $19.48 $19.50 $19.45 $19.50 136,000
29/05/2026 $19.57 $19.60 $19.57 $19.58 216,600
28/05/2026 $19.55 $19.58 $19.54 $19.57 404,100
27/05/2026 $19.55 $19.56 $19.54 $19.55 247,400
26/05/2026 $19.54 $19.54 $19.52 $19.53 443,400
22/05/2026 $19.52 $19.52 $19.46 $19.49 388,100
21/05/2026 $19.47 $19.51 $19.45 $19.50 266,900
20/05/2026 $19.44 $19.51 $19.43 $19.50 242,500
19/05/2026 $19.44 $19.45 $19.41 $19.43 287,300