Summary
ICVT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 25.54% Volatility 14.10% Sharpe 1.54
Official loaded data — not a live quote.

ISHARES CONVERTIBLE BOND ETF

Symbol: ICVT

Exchange: BATS

Sector: Healthcare

Category: Convertibles

Inception date: 02/06/2015

Latest date: 16/07/2026

Current price: $113.65

Expense ratio: 0.20%

Assets under management
$7.5B
-1.27% 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

-7.33%

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

2.53%

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

10.53%

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

25.54%

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

45.21%

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

55.09%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

3.08%

06/02/2026
Worst day

-4.194%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $115.11 $115.23 $113.31 $113.65 365,200
15/07/2026 $117.23 $117.31 $115.05 $116.00 1,244,900
14/07/2026 $117.38 $117.60 $116.44 $116.57 611,200
13/07/2026 $117.03 $117.49 $116.05 $116.38 355,600
10/07/2026 $118.47 $118.58 $117.31 $117.92 484,700
09/07/2026 $118.30 $119.12 $118.24 $118.56 563,200
08/07/2026 $115.96 $117.21 $115.82 $117.08 955,400
07/07/2026 $117.37 $117.73 $115.87 $116.30 549,000
06/07/2026 $118.54 $119.43 $118.11 $118.19 412,600
02/07/2026 $119.48 $120.49 $116.48 $117.43 1,627,100