ISHARES SELECT U.S. REIT ETF
Symbol: ICF
Exchange: BATS
Sector: Realestate
Category: Real Estate
Inception date: 29/01/2001
Latest date: 15/10/2026
Current price: $64.52
Expense ratio: 0.32%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.15%
Ann. -38.37% (Sharpe / Sortino numerator)
Volatility
16.13%
Sharpe ratio
-2.603
VaR 95%
-1.51%
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
-4.93%
Ann. 26.56% (Sharpe / Sortino numerator)
Volatility
15.48%
Sharpe ratio
1.481
VaR 95%
-1.55%
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
-0.82%
Ann. 8.94% (Sharpe / Sortino numerator)
Volatility
13.83%
Sharpe ratio
0.384
VaR 95%
-1.39%
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
7.49%
Ann. 4.76% (Sharpe / Sortino numerator)
Volatility
16.42%
Sharpe ratio
0.069
VaR 95%
-1.87%
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
4.05%
Ann. 8.96% (Sharpe / Sortino numerator)
Volatility
16.26%
Sharpe ratio
0.327
VaR 95%
-1.80%
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
37.10%
Ann. 7.23% (Sharpe / Sortino numerator)
Volatility
16.89%
Sharpe ratio
0.213
VaR 95%
-1.84%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.033%
Best day
2.103%
Worst day
-3.164%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $64.63 | $64.87 | $64.29 | $64.52 | 249,200 |
| 14/10/2026 | $64.31 | $64.39 | $63.65 | $63.93 | 195,600 |
| 13/10/2026 | $65.24 | $65.25 | $64.08 | $64.41 | 369,400 |
| 12/10/2026 | $64.01 | $64.63 | $63.90 | $64.63 | 187,500 |
| 09/10/2026 | $63.51 | $64.25 | $63.44 | $64.08 | 386,200 |
| 08/10/2026 | $62.45 | $62.89 | $62.07 | $62.78 | 217,800 |
| 07/10/2026 | $63.24 | $63.28 | $62.49 | $62.49 | 253,100 |
| 06/10/2026 | $62.67 | $63.51 | $62.67 | $63.31 | 200,300 |
| 05/10/2026 | $62.71 | $62.84 | $62.17 | $62.63 | 222,500 |
| 02/10/2026 | $62.90 | $63.42 | $62.66 | $62.75 | 145,700 |