Summary
IGLB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.87% 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: 17/07/2026

Current price: $48.97

Expense ratio: 0.04%

Assets under management
$2.6B
-0.08% 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

-1.60%

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

-1.44%

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

-0.11%

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

4.87%

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

5.53%

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

11.62%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

1.152%

11/06/2026
Worst day

-1.985%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $49.01 $49.08 $48.94 $48.97 1,986,300
16/07/2026 $48.79 $48.95 $48.76 $48.91 1,612,600
15/07/2026 $48.77 $49.01 $48.76 $48.95 2,380,000
14/07/2026 $48.71 $48.87 $48.64 $48.73 2,010,500
13/07/2026 $48.87 $48.94 $48.63 $48.64 1,168,200
10/07/2026 $49.07 $49.08 $48.86 $48.96 2,697,200
09/07/2026 $49.05 $49.28 $49.04 $49.10 1,974,400
08/07/2026 $49.07 $49.13 $48.92 $49.09 2,688,900
07/07/2026 $49.46 $49.48 $49.15 $49.19 3,150,600
06/07/2026 $49.71 $49.74 $49.59 $49.73 1,030,900