Summary
IETC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 34.78% Volatility 26.42% Sharpe 0.55
Official loaded data — not a live quote.

ISHARES U.S. TECH INDEPENDENCE FOCUSED ETF

Symbol: IETC

Exchange: BATS

Sector: Technology

Category: Technology

Inception date: 21/03/2018

Latest date: 02/06/2026

Current price: $118.11

Expense ratio: 0.18%

Assets under management
$774.1M
0.20% 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

13.94%

Ann. -20.25% (Sharpe / Sortino numerator)

Volatility

26.70%

Sharpe ratio

-0.894

VaR 95%

-2.51%

CVaR 95%: -2.70%
Max drawdown: -9.78%
Sortino ratio: -1.887
Calmar ratio: -2.07

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

28.71%

Ann. -36.82% (Sharpe / Sortino numerator)

Volatility

24.45%

Sharpe ratio

-1.654

VaR 95%

-2.60%

CVaR 95%: -2.94%
Max drawdown: -17.99%
Sortino ratio: -2.708
Calmar ratio: -2.05

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

15.89%

Ann. -23.93% (Sharpe / Sortino numerator)

Volatility

23.81%

Sharpe ratio

-1.158

VaR 95%

-2.87%

CVaR 95%: -3.21%
Max drawdown: -21.25%
Sortino ratio: -1.708
Calmar ratio: -1.13

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

34.78%

Ann. 18.15% (Sharpe / Sortino numerator)

Volatility

26.42%

Sharpe ratio

0.550

VaR 95%

-2.71%

CVaR 95%: -3.71%
Max drawdown: -21.25%
Sortino ratio: 0.758
Calmar ratio: 0.85

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

71.62%

Ann. 13.40% (Sharpe / Sortino numerator)

Volatility

24.35%

Sharpe ratio

0.401

VaR 95%

-2.81%

CVaR 95%: -3.57%
Max drawdown: -25.17%
Sortino ratio: 0.531
Calmar ratio: 0.53

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

127.04%

Ann. 24.77% (Sharpe / Sortino numerator)

Volatility

22.20%

Sharpe ratio

0.952

VaR 95%

-2.40%

CVaR 95%: -3.25%
Max drawdown: -25.17%
Sortino ratio: 1.281
Calmar ratio: 0.98

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

0.128%

Best day

4.087%

31/03/2026
Worst day

-3.955%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $117.88 $118.40 $117.39 $118.11 38,600
01/06/2026 $116.00 $118.70 $115.51 $118.26 34,700
29/05/2026 $112.49 $115.02 $112.49 $115.02 20,400
28/05/2026 $109.16 $111.20 $109.12 $111.14 25,200
27/05/2026 $109.62 $109.74 $108.62 $109.17 47,300
26/05/2026 $109.35 $110.27 $108.89 $109.72 33,900
22/05/2026 $108.43 $109.28 $107.98 $108.44 48,900
21/05/2026 $106.51 $108.00 $106.51 $107.68 101,300
20/05/2026 $105.52 $107.28 $105.17 $107.28 187,100
19/05/2026 $105.52 $106.28 $104.94 $105.42 56,000