Summary
IBTQ
Prices · period metrics · 12M
NAV as of 17/07/2026
30/05/2025 → 28/05/2026
Return 3.94% Volatility 5.05% Sharpe 0.11
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2035 TERM TREASURY ETF

Symbol: IBTQ

Exchange: NASDAQ

Sector: N/A

Category: Target Maturity

Inception date: 25/03/2025

Latest date: 17/07/2026

Current price: $24.88

Expense ratio: 0.07%

Assets under management
$235.7M
-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

0.05%

Ann. -4.71% (Sharpe / Sortino numerator)

Volatility

5.71%

Sharpe ratio

-1.460

VaR 95%

-0.47%

CVaR 95%: -0.65%
Max drawdown: -2.12%
Sortino ratio: -2.166
Calmar ratio: -2.22

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.

Period total return

-1.20%

Ann. -8.22% (Sharpe / Sortino numerator)

Volatility

5.72%

Sharpe ratio

-2.073

VaR 95%

-0.64%

CVaR 95%: -0.79%
Max drawdown: -3.65%
Sortino ratio: -3.181
Calmar ratio: -2.25

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

0.16%

Ann. -2.46% (Sharpe / Sortino numerator)

Volatility

4.98%

Sharpe ratio

-1.223

VaR 95%

-0.49%

CVaR 95%: -0.67%
Max drawdown: -4.26%
Sortino ratio: -1.917
Calmar ratio: -0.58

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

3.94%

Ann. 4.20% (Sharpe / Sortino numerator)

Volatility

5.05%

Sharpe ratio

0.113

VaR 95%

-0.47%

CVaR 95%: -0.63%
Max drawdown: -4.26%
Sortino ratio: 0.194
Calmar ratio: 0.98

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

0.016%

Best day

1.176%

01/08/2025
Worst day

-0.926%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $24.92 $24.93 $24.87 $24.88 33,300
16/07/2026 $24.80 $24.85 $24.80 $24.84 18,200
15/07/2026 $24.81 $24.88 $24.81 $24.85 36,300
14/07/2026 $24.81 $24.84 $24.78 $24.80 18,400
13/07/2026 $24.79 $24.79 $24.73 $24.73 23,500
10/07/2026 $24.85 $24.85 $24.80 $24.82 15,400
09/07/2026 $24.82 $24.88 $24.81 $24.84 18,600
08/07/2026 $24.80 $24.81 $24.75 $24.79 44,600
07/07/2026 $24.92 $24.92 $24.84 $24.84 35,900
06/07/2026 $24.97 $24.98 $24.94 $24.98 31,100