ISHARES INVESTMENT GRADE SYSTEMATIC BOND ETF
Symbol: IGEB
Exchange: BATS
Sector: N/A
Category: Corporate Bond
Inception date: 11/07/2017
Latest date: 15/10/2026
Current price: $43.23
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.10%
Ann. -16.45% (Sharpe / Sortino numerator)
Volatility
7.26%
Sharpe ratio
-2.766
VaR 95%
-0.68%
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
-1.90%
Ann. -3.47% (Sharpe / Sortino numerator)
Volatility
4.99%
Sharpe ratio
-1.423
VaR 95%
-0.55%
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
-2.25%
Ann. -1.02% (Sharpe / Sortino numerator)
Volatility
4.20%
Sharpe ratio
-1.107
VaR 95%
-0.44%
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
-1.49%
Ann. 4.35% (Sharpe / Sortino numerator)
Volatility
5.14%
Sharpe ratio
0.140
VaR 95%
-0.44%
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
3.77%
Ann. 5.65% (Sharpe / Sortino numerator)
Volatility
5.25%
Sharpe ratio
0.386
VaR 95%
-0.46%
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
19.45%
Ann. 5.23% (Sharpe / Sortino numerator)
Volatility
5.85%
Sharpe ratio
0.274
VaR 95%
-0.58%
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: 15/10/2025 - 15/10/2026.
Average daily return
-0.006%
Best day
0.687%
Worst day
-1.008%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $43.23 | $43.27 | $43.17 | $43.23 | 141,300 |
| 14/10/2026 | $42.73 | $42.98 | $42.71 | $42.94 | 249,100 |
| 13/10/2026 | $42.96 | $42.97 | $42.88 | $42.93 | 254,700 |
| 12/10/2026 | $42.82 | $42.93 | $42.81 | $42.90 | 186,500 |
| 09/10/2026 | $42.83 | $42.88 | $42.80 | $42.85 | 135,600 |
| 08/10/2026 | $42.70 | $42.88 | $42.70 | $42.87 | 412,500 |
| 07/10/2026 | $42.51 | $42.79 | $42.51 | $42.76 | 156,500 |
| 06/10/2026 | $42.68 | $42.80 | $42.68 | $42.75 | 666,300 |
| 05/10/2026 | $42.58 | $42.65 | $42.52 | $42.63 | 173,700 |
| 02/10/2026 | $42.81 | $42.85 | $42.59 | $42.63 | 178,800 |