ISHARES GENOMICS IMMUNOLOGY AND HEALTHCARE ETF
Symbol: IDNA
Exchange: NYSE
Sector: Healthcare
Category: Health
Inception date: 11/06/2019
Latest date: 16/07/2026
Current price: $32.65
Expense ratio: 0.47%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
9.31%
Ann. -45.38% (Sharpe / Sortino numerator)
Volatility
33.54%
Sharpe ratio
-1.461
VaR 95%
-3.50%
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
6.94%
Ann. 55.97% (Sharpe / Sortino numerator)
Volatility
28.58%
Sharpe ratio
1.831
VaR 95%
-2.75%
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
15.53%
Ann. 45.12% (Sharpe / Sortino numerator)
Volatility
25.55%
Sharpe ratio
1.624
VaR 95%
-2.45%
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
54.33%
Ann. 45.56% (Sharpe / Sortino numerator)
Volatility
27.59%
Sharpe ratio
1.520
VaR 95%
-2.38%
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
32.56%
Ann. 13.49% (Sharpe / Sortino numerator)
Volatility
24.65%
Sharpe ratio
0.400
VaR 95%
-2.37%
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
40.17%
Ann. 9.15% (Sharpe / Sortino numerator)
Volatility
25.00%
Sharpe ratio
0.221
VaR 95%
-2.47%
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.
Average daily return
0.185%
Best day
4.459%
Worst day
-3.657%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $32.94 | $33.09 | $32.55 | $32.65 | 20,100 |
| 15/07/2026 | $32.98 | $33.16 | $32.65 | $33.12 | 28,900 |
| 14/07/2026 | $33.09 | $33.09 | $32.78 | $32.82 | 28,600 |
| 13/07/2026 | $33.23 | $33.30 | $32.84 | $32.95 | 120,500 |
| 10/07/2026 | $34.48 | $34.48 | $33.27 | $33.55 | 55,600 |
| 09/07/2026 | $34.22 | $34.66 | $34.17 | $34.50 | 27,500 |
| 08/07/2026 | $34.23 | $34.43 | $33.74 | $34.25 | 90,800 |
| 07/07/2026 | $34.90 | $34.97 | $34.18 | $34.72 | 68,400 |
| 06/07/2026 | $34.73 | $34.90 | $34.31 | $34.68 | 91,500 |
| 02/07/2026 | $34.06 | $34.92 | $34.06 | $34.91 | 49,700 |