Summary
IDRV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.64% Volatility 27.37% Sharpe 1.12
Official loaded data — not a live quote.

ISHARES SELF-DRIVING EV AND TECH ETF

Symbol: IDRV

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Industrials

Inception date: 16/04/2019

Latest date: 16/07/2026

Current price: $36.56

Expense ratio: 0.48%

Assets under management
$137.4M
-0.87% 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

-11.00%

Ann. -28.75% (Sharpe / Sortino numerator)

Volatility

38.41%

Sharpe ratio

-0.843

VaR 95%

-3.34%

CVaR 95%: -4.71%
Max drawdown: -6.31%
Sortino ratio: -1.118
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

-13.20%

Ann. 2.99% (Sharpe / Sortino numerator)

Volatility

29.14%

Sharpe ratio

-0.022

VaR 95%

-3.09%

CVaR 95%: -4.07%
Max drawdown: -12.62%
Sortino ratio: -0.029
Calmar ratio: 0.24

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

-5.23%

Ann. 8.78% (Sharpe / Sortino numerator)

Volatility

26.10%

Sharpe ratio

0.197

VaR 95%

-2.98%

CVaR 95%: -3.96%
Max drawdown: -12.62%
Sortino ratio: 0.263
Calmar ratio: 0.70

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

14.64%

Ann. 34.23% (Sharpe / Sortino numerator)

Volatility

27.37%

Sharpe ratio

1.118

VaR 95%

-2.49%

CVaR 95%: -3.89%
Max drawdown: -12.66%
Sortino ratio: 1.622
Calmar ratio: 2.70

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

19.74%

Ann. 14.88% (Sharpe / Sortino numerator)

Volatility

26.85%

Sharpe ratio

0.419

VaR 95%

-2.60%

CVaR 95%: -3.59%
Max drawdown: -22.70%
Sortino ratio: 0.652
Calmar ratio: 0.66

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

-11.41%

Ann. 2.63% (Sharpe / Sortino numerator)

Volatility

26.73%

Sharpe ratio

-0.037

VaR 95%

-2.70%

CVaR 95%: -3.54%
Max drawdown: -44.00%
Sortino ratio: -0.060
Calmar ratio: 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.

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

0.069%

Best day

4.989%

23/03/2026
Worst day

-6.389%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $36.88 $36.95 $36.45 $36.56 7,300
15/07/2026 $37.06 $37.40 $36.75 $36.93 9,800
14/07/2026 $36.88 $36.94 $36.50 $36.70 19,500
13/07/2026 $36.75 $36.84 $36.22 $36.35 39,000
10/07/2026 $37.04 $37.04 $36.78 $36.86 16,400
09/07/2026 $36.39 $36.83 $36.39 $36.74 8,500
08/07/2026 $36.33 $36.53 $36.00 $36.49 38,700
07/07/2026 $37.82 $37.95 $37.07 $37.07 10,100
06/07/2026 $38.03 $38.62 $38.03 $38.55 6,900
02/07/2026 $38.41 $38.74 $37.42 $37.74 112,300