ISHARES COHEN & STEERS REIT ETF
Symbol: ICF
Exchange: BATS
Sector: Realestate
Category: Real Estate
Inception date: 29/01/2001
Latest date: 03/06/2026
Current price: $66.75
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
-0.92%
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
1.48%
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
11.57%
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
11.29%
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
25.37%
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
33.88%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.046%
Best day
1.813%
Worst day
-3.165%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $66.65 | $67.52 | $66.59 | $66.75 | 135,400 |
| 02/06/2026 | $66.53 | $66.84 | $66.29 | $66.64 | 122,600 |
| 01/06/2026 | $67.41 | $67.41 | $66.49 | $66.49 | 126,100 |
| 29/05/2026 | $68.12 | $68.12 | $67.36 | $67.64 | 111,700 |
| 28/05/2026 | $68.32 | $68.67 | $67.93 | $68.19 | 128,900 |
| 27/05/2026 | $68.48 | $68.90 | $68.35 | $68.37 | 134,700 |
| 26/05/2026 | $68.61 | $68.85 | $68.34 | $68.58 | 120,500 |
| 22/05/2026 | $68.49 | $68.64 | $67.94 | $68.33 | 96,700 |
| 21/05/2026 | $67.90 | $68.26 | $67.42 | $68.21 | 141,300 |
| 20/05/2026 | $67.19 | $68.08 | $67.19 | $68.08 | 116,800 |