Summary
IBTM
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.48% Volatility 4.80% Sharpe -0.04
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2032 TERM TREASURY ETF

Symbol: IBTM

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 06/07/2022

Latest date: 17/07/2026

Current price: $22.57

Expense ratio: 0.07%

Assets under management
$546.8M
-0.18% 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

0.32%

Ann. -16.52% (Sharpe / Sortino numerator)

Volatility

5.28%

Sharpe ratio

-3.815

VaR 95%

-0.64%

CVaR 95%: -0.68%
Max drawdown: -2.15%
Sortino ratio: -6.113
Calmar ratio: -7.68

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

-0.99%

Ann. -2.21% (Sharpe / Sortino numerator)

Volatility

4.40%

Sharpe ratio

-1.328

VaR 95%

-0.43%

CVaR 95%: -0.59%
Max drawdown: -3.11%
Sortino ratio: -2.010
Calmar ratio: -0.71

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

0.26%

Ann. 0.05% (Sharpe / Sortino numerator)

Volatility

3.92%

Sharpe ratio

-0.913

VaR 95%

-0.41%

CVaR 95%: -0.54%
Max drawdown: -3.11%
Sortino ratio: -1.389
Calmar ratio: 0.02

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. 3.45% (Sharpe / Sortino numerator)

Volatility

4.80%

Sharpe ratio

-0.038

VaR 95%

-0.45%

CVaR 95%: -0.66%
Max drawdown: -3.11%
Sortino ratio: -0.061
Calmar ratio: 1.11

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

7.04%

Ann. 4.79% (Sharpe / Sortino numerator)

Volatility

5.53%

Sharpe ratio

0.210

VaR 95%

-0.56%

CVaR 95%: -0.75%
Max drawdown: -6.33%
Sortino ratio: 0.331
Calmar ratio: 0.76

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

8.96%

Ann. 2.25% (Sharpe / Sortino numerator)

Volatility

6.61%

Sharpe ratio

-0.208

VaR 95%

-0.71%

CVaR 95%: -0.89%
Max drawdown: -10.28%
Sortino ratio: -0.331
Calmar ratio: 0.22

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

0.014%

Best day

1.129%

01/08/2025
Worst day

-0.697%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $22.61 $22.63 $22.57 $22.57 64,300
16/07/2026 $22.54 $22.57 $22.53 $22.57 68,100
15/07/2026 $22.54 $22.59 $22.54 $22.57 88,300
14/07/2026 $22.52 $22.55 $22.50 $22.51 56,000
13/07/2026 $22.50 $22.50 $22.45 $22.45 50,000
10/07/2026 $22.55 $22.56 $22.52 $22.53 62,800
09/07/2026 $22.53 $22.57 $22.52 $22.55 115,600
08/07/2026 $22.51 $22.52 $22.47 $22.51 115,800
07/07/2026 $22.60 $22.60 $22.54 $22.55 74,300
06/07/2026 $22.62 $22.64 $22.60 $22.63 93,000