ISHARES ULTRA SHORT DURATION BOND ACTIVE ETF
Symbol: ICSH
Exchange: BATS
Sector: Utilities
Category: Ultrashort Bond
Inception date: 11/12/2013
Latest date: 17/07/2026
Current price: $50.52
Expense ratio: 0.08%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.39%
Ann. -1.51% (Sharpe / Sortino numerator)
Volatility
1.35%
Sharpe ratio
-3.793
VaR 95%
-0.06%
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
0.90%
Ann. 0.75% (Sharpe / Sortino numerator)
Volatility
1.09%
Sharpe ratio
-2.634
VaR 95%
-0.06%
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
1.75%
Ann. 2.52% (Sharpe / Sortino numerator)
Volatility
0.81%
Sharpe ratio
-1.360
VaR 95%
-0.04%
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
4.18%
Ann. 3.83% (Sharpe / Sortino numerator)
Volatility
0.66%
Sharpe ratio
0.306
VaR 95%
-0.02%
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
9.57%
Ann. 4.67% (Sharpe / Sortino numerator)
Volatility
0.56%
Sharpe ratio
1.840
VaR 95%
-0.02%
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
16.14%
Ann. 5.04% (Sharpe / Sortino numerator)
Volatility
0.55%
Sharpe ratio
2.577
VaR 95%
-0.02%
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
0.016%
Best day
0.15%
Worst day
-0.099%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $50.50 | $50.52 | $50.50 | $50.52 | 2,167,600 |
| 16/07/2026 | $50.49 | $50.50 | $50.49 | $50.50 | 948,800 |
| 15/07/2026 | $50.48 | $50.50 | $50.47 | $50.49 | 1,050,300 |
| 14/07/2026 | $50.46 | $50.47 | $50.45 | $50.47 | 1,413,500 |
| 13/07/2026 | $50.46 | $50.46 | $50.44 | $50.45 | 873,700 |
| 10/07/2026 | $50.46 | $50.47 | $50.45 | $50.45 | 1,522,700 |
| 09/07/2026 | $50.45 | $50.46 | $50.44 | $50.46 | 2,579,200 |
| 08/07/2026 | $50.45 | $50.45 | $50.44 | $50.45 | 2,085,400 |
| 07/07/2026 | $50.45 | $50.46 | $50.44 | $50.45 | 1,470,700 |
| 06/07/2026 | $50.45 | $50.45 | $50.44 | $50.44 | 1,533,700 |