Summary
IDGT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 68.45% Volatility 21.86% Sharpe 1.59
Official loaded data — not a live quote.

ISHARES U.S. DIGITAL INFRASTRUCTURE AND REAL ESTATE ETF

Symbol: IDGT

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 10/07/2001

Latest date: 02/06/2026

Current price: $132.66

Expense ratio: 0.39%

Assets under management
$274.6M
1.24% 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

10.16%

Ann. 63.86% (Sharpe / Sortino numerator)

Volatility

29.85%

Sharpe ratio

2.018

VaR 95%

-2.31%

CVaR 95%: -3.21%
Max drawdown: -6.34%
Sortino ratio: 3.313
Calmar ratio: 10.08

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

34.96%

Ann. 111.43% (Sharpe / Sortino numerator)

Volatility

25.04%

Sharpe ratio

4.304

VaR 95%

-2.23%

CVaR 95%: -2.88%
Max drawdown: -6.34%
Sortino ratio: 6.947
Calmar ratio: 17.58

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

53.19%

Ann. 40.74% (Sharpe / Sortino numerator)

Volatility

22.03%

Sharpe ratio

1.684

VaR 95%

-2.33%

CVaR 95%: -2.94%
Max drawdown: -8.44%
Sortino ratio: 2.402
Calmar ratio: 4.82

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

68.45%

Ann. 38.48% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

1.594

VaR 95%

-2.16%

CVaR 95%: -3.16%
Max drawdown: -8.44%
Sortino ratio: 2.125
Calmar ratio: 4.56

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

96.67%

Ann. 21.98% (Sharpe / Sortino numerator)

Volatility

20.42%

Sharpe ratio

0.899

VaR 95%

-2.11%

CVaR 95%: -3.06%
Max drawdown: -22.76%
Sortino ratio: 1.151
Calmar ratio: 0.97

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

98.45%

Ann. 14.17% (Sharpe / Sortino numerator)

Volatility

20.73%

Sharpe ratio

0.508

VaR 95%

-2.10%

CVaR 95%: -3.01%
Max drawdown: -23.74%
Sortino ratio: 0.704
Calmar ratio: 0.60

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

0.216%

Best day

4.658%

06/02/2026
Worst day

-3.996%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $131.03 $133.05 $131.03 $132.66 44,900
01/06/2026 $128.34 $130.71 $128.34 $130.14 49,800
29/05/2026 $128.32 $129.36 $127.52 $128.86 43,700
28/05/2026 $126.23 $126.83 $124.37 $125.85 19,400
27/05/2026 $126.83 $126.83 $124.50 $125.51 43,200
26/05/2026 $126.19 $126.74 $125.53 $126.67 30,200
22/05/2026 $122.24 $124.74 $122.24 $124.70 28,200
21/05/2026 $117.90 $121.06 $117.90 $121.01 39,800
20/05/2026 $116.97 $118.83 $116.97 $118.29 94,000
19/05/2026 $114.92 $116.84 $114.17 $116.25 23,100