ISHARES IBONDS DEC 2031 TERM TREASURY ETF
Symbol: IBTL
Exchange: NASDAQ
Sector: N/A
Category: Target Maturity
Inception date: 13/07/2021
Latest date: 17/07/2026
Current price: $20.09
Expense ratio: 0.07%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.36%
Ann. -15.28% (Sharpe / Sortino numerator)
Volatility
4.57%
Sharpe ratio
-4.140
VaR 95%
-0.53%
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
-0.90%
Ann. -2.29% (Sharpe / Sortino numerator)
Volatility
3.81%
Sharpe ratio
-1.553
VaR 95%
-0.44%
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
0.18%
Ann. 0.23% (Sharpe / Sortino numerator)
Volatility
3.43%
Sharpe ratio
-0.991
VaR 95%
-0.38%
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
3.23%
Ann. 3.59% (Sharpe / Sortino numerator)
Volatility
4.27%
Sharpe ratio
-0.010
VaR 95%
-0.44%
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
7.33%
Ann. 4.85% (Sharpe / Sortino numerator)
Volatility
5.00%
Sharpe ratio
0.245
VaR 95%
-0.49%
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
9.43%
Ann. 2.43% (Sharpe / Sortino numerator)
Volatility
6.25%
Sharpe ratio
-0.192
VaR 95%
-0.66%
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
0.013%
Best day
1.046%
Worst day
-0.545%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $20.11 | $20.14 | $20.09 | $20.09 | 138,400 |
| 16/07/2026 | $20.07 | $20.09 | $20.06 | $20.09 | 84,400 |
| 15/07/2026 | $20.06 | $20.11 | $20.06 | $20.09 | 144,300 |
| 14/07/2026 | $20.05 | $20.08 | $20.04 | $20.05 | 353,200 |
| 13/07/2026 | $20.03 | $20.04 | $19.99 | $20.00 | 131,200 |
| 10/07/2026 | $20.07 | $20.07 | $20.04 | $20.05 | 126,300 |
| 09/07/2026 | $20.04 | $20.09 | $20.04 | $20.07 | 758,600 |
| 08/07/2026 | $20.03 | $20.04 | $20.01 | $20.04 | 237,000 |
| 07/07/2026 | $20.11 | $20.11 | $20.06 | $20.07 | 151,200 |
| 06/07/2026 | $20.12 | $20.13 | $20.11 | $20.13 | 174,900 |