Summary
ICVT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 44.32% Volatility 14.10% Sharpe 1.54
Official loaded data — not a live quote.

ISHARES CONVERTIBLE BOND ETF

Symbol: ICVT

Exchange: BATS

Sector: Technology

Category: Convertibles

Inception date: 02/06/2015

Latest date: 02/06/2026

Current price: $123.90

Expense ratio: 0.20%

Assets under management
$6.1B
0.37% 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

8.10%

Ann. -16.47% (Sharpe / Sortino numerator)

Volatility

22.92%

Sharpe ratio

-0.877

VaR 95%

-2.24%

CVaR 95%: -2.25%
Max drawdown: -5.38%
Sortino ratio: -1.788
Calmar ratio: -3.06

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

17.60%

Ann. 17.13% (Sharpe / Sortino numerator)

Volatility

17.57%

Sharpe ratio

0.768

VaR 95%

-2.01%

CVaR 95%: -2.18%
Max drawdown: -6.41%
Sortino ratio: 1.146
Calmar ratio: 2.67

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

26.02%

Ann. 5.66% (Sharpe / Sortino numerator)

Volatility

16.57%

Sharpe ratio

0.123

VaR 95%

-1.98%

CVaR 95%: -2.22%
Max drawdown: -7.55%
Sortino ratio: 0.182
Calmar ratio: 0.75

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

44.32%

Ann. 25.32% (Sharpe / Sortino numerator)

Volatility

14.10%

Sharpe ratio

1.539

VaR 95%

-1.49%

CVaR 95%: -2.13%
Max drawdown: -7.55%
Sortino ratio: 2.043
Calmar ratio: 3.36

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

63.64%

Ann. 17.03% (Sharpe / Sortino numerator)

Volatility

12.00%

Sharpe ratio

1.117

VaR 95%

-1.23%

CVaR 95%: -1.80%
Max drawdown: -11.22%
Sortino ratio: 1.526
Calmar ratio: 1.52

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

78.25%

Ann. 14.98% (Sharpe / Sortino numerator)

Volatility

10.86%

Sharpe ratio

1.046

VaR 95%

-1.08%

CVaR 95%: -1.62%
Max drawdown: -11.22%
Sortino ratio: 1.429
Calmar ratio: 1.34

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.15%

Best day

3.08%

06/02/2026
Worst day

-2.703%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $123.44 $124.22 $123.17 $123.90 485,100
01/06/2026 $120.63 $123.23 $120.41 $122.63 781,900
29/05/2026 $121.01 $121.01 $119.38 $120.68 934,200
28/05/2026 $120.68 $121.10 $119.74 $120.41 2,062,000
27/05/2026 $120.24 $120.28 $118.89 $119.94 253,400
26/05/2026 $119.79 $120.33 $119.42 $119.90 722,100
22/05/2026 $118.24 $118.78 $118.03 $118.38 379,600
21/05/2026 $115.94 $118.16 $115.89 $117.99 458,600
20/05/2026 $115.34 $115.97 $114.72 $115.57 494,500
19/05/2026 $114.24 $114.99 $113.20 $114.64 1,206,600