Summary
IGLB
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -5.41% 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: 15/10/2026

Current price: $46.60

Expense ratio: 0.04%

Assets under management
$2.5B
-0.06% 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

-0.47%

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

-3.44%

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

-4.85%

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

-5.41%

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

-2.14%

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

17.20%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.021%

Best day

1.26%

15/10/2026
Worst day

-1.985%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $46.63 $46.69 $46.49 $46.60 2,509,300
14/10/2026 $45.59 $46.09 $45.54 $46.02 2,602,900
13/10/2026 $46.03 $46.03 $45.82 $45.88 2,217,100
12/10/2026 $45.71 $45.90 $45.71 $45.87 1,479,900
09/10/2026 $45.70 $45.82 $45.61 $45.77 1,569,100
08/10/2026 $45.50 $45.80 $45.48 $45.77 2,520,500
07/10/2026 $45.07 $45.59 $45.05 $45.53 1,924,900
06/10/2026 $45.50 $45.70 $45.45 $45.57 2,031,100
05/10/2026 $45.33 $45.42 $45.17 $45.40 1,965,100
02/10/2026 $45.77 $45.88 $45.36 $45.46 2,609,800