ISHARES U.S. OIL EQUIPMENT & SERVICES ETF
Symbol: IEZ
Exchange: NYSE
Sector: Energy
Category: Equity Energy
Inception date: 01/05/2006
Latest date: 17/07/2026
Current price: $27.12
Expense ratio: 0.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.30%
Ann. -13.18% (Sharpe / Sortino numerator)
Volatility
32.31%
Sharpe ratio
-0.520
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
-5.70%
Ann. 205.69% (Sharpe / Sortino numerator)
Volatility
30.72%
Sharpe ratio
6.577
VaR 95%
-2.67%
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
14.93%
Ann. 124.84% (Sharpe / Sortino numerator)
Volatility
29.96%
Sharpe ratio
4.046
VaR 95%
-2.95%
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
58.67%
Ann. 46.33% (Sharpe / Sortino numerator)
Volatility
37.26%
Sharpe ratio
1.146
VaR 95%
-3.04%
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
19.56%
Ann. 10.66% (Sharpe / Sortino numerator)
Volatility
32.80%
Sharpe ratio
0.214
VaR 95%
-3.11%
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
25.99%
Ann. 15.59% (Sharpe / Sortino numerator)
Volatility
31.08%
Sharpe ratio
0.385
VaR 95%
-3.02%
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.
Average daily return
0.201%
Best day
6.028%
Worst day
-5.552%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $27.06 | $27.18 | $26.84 | $27.12 | 77,400 |
| 16/07/2026 | $27.35 | $27.43 | $27.01 | $27.09 | 193,800 |
| 15/07/2026 | $27.78 | $27.89 | $26.92 | $27.44 | 170,600 |
| 14/07/2026 | $27.91 | $28.02 | $27.39 | $27.69 | 267,000 |
| 13/07/2026 | $27.62 | $27.97 | $27.46 | $27.51 | 204,400 |
| 10/07/2026 | $27.11 | $27.42 | $27.11 | $27.40 | 296,100 |
| 09/07/2026 | $27.31 | $27.31 | $26.98 | $27.03 | 151,100 |
| 08/07/2026 | $26.73 | $27.32 | $26.71 | $27.32 | 512,400 |
| 07/07/2026 | $26.00 | $26.55 | $25.98 | $26.36 | 363,000 |
| 06/07/2026 | $25.92 | $26.36 | $25.85 | $25.85 | 770,100 |