Summary
IBTP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 3.83% Volatility 5.52% Sharpe -0.07
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2034 TERM TREASURY ETF

Symbol: IBTP

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 11/06/2024

Latest date: 17/07/2026

Current price: $25.20

Expense ratio: 0.07%

Assets under management
$276.6M
-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

0.18%

Ann. -18.77% (Sharpe / Sortino numerator)

Volatility

6.37%

Sharpe ratio

-3.517

VaR 95%

-0.72%

CVaR 95%: -0.84%
Max drawdown: -2.46%
Sortino ratio: -5.575
Calmar ratio: -7.64

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

-1.16%

Ann. -2.16% (Sharpe / Sortino numerator)

Volatility

5.23%

Sharpe ratio

-1.107

VaR 95%

-0.50%

CVaR 95%: -0.70%
Max drawdown: -3.46%
Sortino ratio: -1.686
Calmar ratio: -0.63

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

4.62%

Sharpe ratio

-0.835

VaR 95%

-0.49%

CVaR 95%: -0.64%
Max drawdown: -3.46%
Sortino ratio: -1.265
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

3.83%

Ann. 3.23% (Sharpe / Sortino numerator)

Volatility

5.52%

Sharpe ratio

-0.072

VaR 95%

-0.60%

CVaR 95%: -0.77%
Max drawdown: -3.61%
Sortino ratio: -0.110
Calmar ratio: 0.90

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

6.17%

Ann. 4.02% (Sharpe / Sortino numerator)

Volatility

6.00%

Sharpe ratio

0.072

VaR 95%

-0.61%

CVaR 95%: -0.81%
Max drawdown: -7.40%
Sortino ratio: 0.115
Calmar ratio: 0.54

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

0.015%

Best day

1.166%

01/08/2025
Worst day

-0.925%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.25 $25.25 $25.20 $25.20 20,000
16/07/2026 $25.14 $25.18 $25.14 $25.18 17,300
15/07/2026 $25.14 $25.21 $25.14 $25.19 38,600
14/07/2026 $25.13 $25.18 $25.11 $25.13 33,200
13/07/2026 $25.12 $25.12 $25.05 $25.05 48,700
10/07/2026 $25.18 $25.18 $25.13 $25.16 19,300
09/07/2026 $25.14 $25.20 $25.14 $25.17 55,900
08/07/2026 $25.13 $25.14 $25.07 $25.11 60,300
07/07/2026 $25.25 $25.25 $25.16 $25.17 43,700
06/07/2026 $25.28 $25.29 $25.25 $25.29 38,200