Summary
IBTO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.81% Volatility 5.21% Sharpe -0.05
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2033 TERM TREASURY ETF

Symbol: IBTO

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 27/06/2023

Latest date: 02/06/2026

Current price: $24.05

Expense ratio: 0.07%

Assets under management
$453.7M
-0.06% 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

-0.31%

Ann. -17.84% (Sharpe / Sortino numerator)

Volatility

6.00%

Sharpe ratio

-3.580

VaR 95%

-0.72%

CVaR 95%: -0.77%
Max drawdown: -2.34%
Sortino ratio: -5.921
Calmar ratio: -7.61

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

-2.16%

Ann. -2.37% (Sharpe / Sortino numerator)

Volatility

4.89%

Sharpe ratio

-1.228

VaR 95%

-0.51%

CVaR 95%: -0.67%
Max drawdown: -3.36%
Sortino ratio: -1.803
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

-0.98%

Ann. -0.24% (Sharpe / Sortino numerator)

Volatility

4.34%

Sharpe ratio

-0.893

VaR 95%

-0.44%

CVaR 95%: -0.60%
Max drawdown: -3.36%
Sortino ratio: -1.358
Calmar ratio: -0.07

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

3.81%

Ann. 3.35% (Sharpe / Sortino numerator)

Volatility

5.21%

Sharpe ratio

-0.054

VaR 95%

-0.53%

CVaR 95%: -0.70%
Max drawdown: -3.36%
Sortino ratio: -0.088
Calmar ratio: 1.00

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

7.97%

Ann. 4.65% (Sharpe / Sortino numerator)

Volatility

5.93%

Sharpe ratio

0.172

VaR 95%

-0.61%

CVaR 95%: -0.80%
Max drawdown: -6.91%
Sortino ratio: 0.272
Calmar ratio: 0.67

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

7.06%

Ann. 2.74% (Sharpe / Sortino numerator)

Volatility

6.67%

Sharpe ratio

-0.128

VaR 95%

-0.71%

CVaR 95%: -0.91%
Max drawdown: -8.36%
Sortino ratio: -0.203
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

0.015%

Best day

1.161%

01/08/2025
Worst day

-0.798%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $24.07 $24.07 $24.04 $24.05 55,000
01/06/2026 $23.99 $24.05 $23.96 $24.05 39,500
29/05/2026 $24.17 $24.19 $24.15 $24.16 51,200
28/05/2026 $24.10 $24.16 $24.09 $24.14 63,900
27/05/2026 $24.10 $24.13 $24.09 $24.09 121,400
26/05/2026 $24.09 $24.09 $24.05 $24.09 28,800
22/05/2026 $24.02 $24.02 $23.94 $23.98 55,600
21/05/2026 $23.91 $23.99 $23.89 $23.98 78,400
20/05/2026 $23.84 $23.99 $23.84 $23.96 118,300
19/05/2026 $23.84 $23.86 $23.80 $23.84 117,700