Summary
IGLB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.83% Volatility 10.01% Sharpe -0.06
Official loaded data — not a live quote.

ISHARES 10+ YEAR INVESTMENT GRADE CORPORATE BOND ETF

Symbol: IGLB

Exchange: NYSE

Sector: N/A

Category: Long-Term Bond

Inception date: 08/12/2009

Latest date: 02/06/2026

Current price: $49.92

Expense ratio: 0.04%

Assets under management
$2.7B
-0.32% 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

1.30%

Ann. -22.31% (Sharpe / Sortino numerator)

Volatility

13.28%

Sharpe ratio

-1.953

VaR 95%

-1.35%

CVaR 95%: -1.69%
Max drawdown: -4.59%
Sortino ratio: -3.133
Calmar ratio: -4.86

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

-1.11%

Ann. -3.12% (Sharpe / Sortino numerator)

Volatility

9.28%

Sharpe ratio

-0.727

VaR 95%

-1.02%

CVaR 95%: -1.37%
Max drawdown: -5.66%
Sortino ratio: -0.970
Calmar ratio: -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

0.08%

Ann. -3.93% (Sharpe / Sortino numerator)

Volatility

7.92%

Sharpe ratio

-0.955

VaR 95%

-0.84%

CVaR 95%: -1.17%
Max drawdown: -6.03%
Sortino ratio: -1.305
Calmar ratio: -0.65

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

7.83%

Ann. 3.04% (Sharpe / Sortino numerator)

Volatility

10.01%

Sharpe ratio

-0.059

VaR 95%

-0.94%

CVaR 95%: -1.60%
Max drawdown: -6.03%
Sortino ratio: -0.074
Calmar ratio: 0.50

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

7.91%

Ann. 4.11% (Sharpe / Sortino numerator)

Volatility

10.00%

Sharpe ratio

0.048

VaR 95%

-0.93%

CVaR 95%: -1.47%
Max drawdown: -9.37%
Sortino ratio: 0.067
Calmar ratio: 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

12.56%

Ann. 3.22% (Sharpe / Sortino numerator)

Volatility

11.03%

Sharpe ratio

-0.037

VaR 95%

-1.11%

CVaR 95%: -1.60%
Max drawdown: -13.75%
Sortino ratio: -0.055
Calmar ratio: 0.23

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

0.031%

Best day

1.129%

29/07/2025
Worst day

-1.985%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $50.08 $50.09 $49.92 $49.92 563,400
01/06/2026 $49.68 $49.96 $49.62 $49.91 948,900
29/05/2026 $50.14 $50.26 $50.07 $50.13 789,900
28/05/2026 $49.89 $50.14 $49.83 $50.08 797,100
27/05/2026 $49.81 $49.92 $49.77 $49.86 597,500
26/05/2026 $49.87 $49.87 $49.66 $49.74 471,000
22/05/2026 $49.55 $49.56 $49.30 $49.48 708,400
21/05/2026 $48.95 $49.31 $48.85 $49.30 985,500
20/05/2026 $48.67 $49.18 $48.64 $49.15 1,663,300
19/05/2026 $48.61 $48.77 $48.49 $48.61 1,329,800