ISHARES INVESTMENT GRADE SYSTEMATIC BOND ETF
Symbol: IGEB
Exchange: BATS
Sector: N/A
Category: Corporate Bond
Inception date: 11/07/2017
Latest date: 17/07/2026
Current price: $44.67
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
-0.14%
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
-0.53%
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
0.59%
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
4.43%
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
9.59%
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
17.72%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.018%
Best day
0.794%
Worst day
-1.008%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $44.68 | $44.74 | $44.66 | $44.67 | 157,400 |
| 16/07/2026 | $44.60 | $44.66 | $44.56 | $44.65 | 235,800 |
| 15/07/2026 | $44.57 | $44.70 | $44.57 | $44.66 | 153,200 |
| 14/07/2026 | $44.51 | $44.59 | $44.48 | $44.54 | 411,700 |
| 13/07/2026 | $44.56 | $44.59 | $44.43 | $44.44 | 208,700 |
| 10/07/2026 | $44.71 | $44.71 | $44.59 | $44.61 | 368,900 |
| 09/07/2026 | $44.65 | $44.77 | $44.65 | $44.69 | 847,500 |
| 08/07/2026 | $44.66 | $44.67 | $44.55 | $44.65 | 766,400 |
| 07/07/2026 | $44.85 | $44.86 | $44.70 | $44.73 | 358,700 |
| 06/07/2026 | $44.94 | $44.96 | $44.89 | $44.96 | 146,400 |