Summary
IETC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 5.73% 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: 17/07/2026

Current price: $101.97

Expense ratio: 0.18%

Assets under management
$762.3M
1.75% 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

-4.33%

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

1.22%

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

3.79%

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

5.73%

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

36.86%

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

81.84%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

4.087%

31/03/2026
Worst day

-5.549%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $100.22 $102.92 $100.00 $101.97 19,400
16/07/2026 $104.23 $104.23 $102.45 $102.97 12,200
15/07/2026 $106.99 $106.99 $104.13 $105.56 20,700
14/07/2026 $105.65 $106.58 $105.28 $106.19 20,300
13/07/2026 $106.10 $106.53 $104.89 $105.37 30,600
10/07/2026 $107.41 $107.68 $106.80 $107.49 23,900
09/07/2026 $106.55 $107.60 $105.61 $107.39 38,900
08/07/2026 $103.37 $105.41 $103.24 $105.36 24,900
07/07/2026 $104.75 $105.15 $103.15 $104.42 13,200
06/07/2026 $104.90 $106.57 $104.90 $105.93 22,200