ISHARES SELECT U.S. REIT ETF
Symbol: ICF
Exchange: BATS
Sector: Realestate
Category: Real Estate
Inception date: 29/01/2001
Latest date: 17/07/2026
Current price: $69.67
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
3.78%
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
3.71%
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
15.03%
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
16.47%
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
20.72%
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
33.92%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.065%
Best day
2.004%
Worst day
-3.165%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $69.78 | $70.46 | $69.38 | $69.67 | 103,800 |
| 16/07/2026 | $68.47 | $69.78 | $68.47 | $69.73 | 138,600 |
| 15/07/2026 | $68.62 | $69.11 | $68.11 | $68.36 | 106,400 |
| 14/07/2026 | $68.62 | $68.82 | $68.27 | $68.44 | 107,500 |
| 13/07/2026 | $68.41 | $69.02 | $68.35 | $68.65 | 147,500 |
| 10/07/2026 | $68.02 | $68.27 | $67.61 | $68.20 | 100,600 |
| 09/07/2026 | $67.91 | $68.23 | $67.72 | $67.85 | 100,700 |
| 08/07/2026 | $68.87 | $68.87 | $67.73 | $67.74 | 62,400 |
| 07/07/2026 | $68.42 | $69.28 | $68.38 | $68.91 | 125,700 |
| 06/07/2026 | $68.48 | $68.52 | $67.74 | $67.99 | 94,500 |