Summary
IGM
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 33.99% Volatility 26.50% Sharpe 1.06
Official loaded data — not a live quote.

ISHARES EXPANDED TECH SECTOR ETF

Symbol: IGM

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 13/03/2001

Latest date: 17/07/2026

Current price: $153.30

Expense ratio: 0.39%

Assets under management
$10.7B
1.31% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-4.15%

Ann. -27.24% (Sharpe / Sortino numerator)

Volatility

28.18%

Sharpe ratio

-1.095

VaR 95%

-2.32%

CVaR 95%: -2.80%
Max drawdown: -9.70%
Sortino ratio: -2.271
Calmar ratio: -2.81

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

10.73%

Ann. -23.34% (Sharpe / Sortino numerator)

Volatility

24.23%

Sharpe ratio

-1.113

VaR 95%

-2.52%

CVaR 95%: -2.81%
Max drawdown: -14.77%
Sortino ratio: -1.926
Calmar ratio: -1.58

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.

Period total return

20.69%

Ann. -9.86% (Sharpe / Sortino numerator)

Volatility

23.19%

Sharpe ratio

-0.582

VaR 95%

-2.67%

CVaR 95%: -3.08%
Max drawdown: -16.47%
Sortino ratio: -0.870
Calmar ratio: -0.60

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

33.99%

Ann. 31.75% (Sharpe / Sortino numerator)

Volatility

26.50%

Sharpe ratio

1.061

VaR 95%

-2.54%

CVaR 95%: -3.71%
Max drawdown: -16.47%
Sortino ratio: 1.418
Calmar ratio: 1.93

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

64.10%

Ann. 19.02% (Sharpe / Sortino numerator)

Volatility

24.87%

Sharpe ratio

0.619

VaR 95%

-2.71%

CVaR 95%: -3.65%
Max drawdown: -26.39%
Sortino ratio: 0.810
Calmar ratio: 0.72

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

126.91%

Ann. 29.44% (Sharpe / Sortino numerator)

Volatility

23.12%

Sharpe ratio

1.116

VaR 95%

-2.50%

CVaR 95%: -3.35%
Max drawdown: -26.39%
Sortino ratio: 1.510
Calmar ratio: 1.12

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

0.128%

Best day

4.589%

31/03/2026
Worst day

-6.232%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $151.32 $155.10 $149.80 $153.30 347,700
16/07/2026 $157.36 $157.36 $154.42 $155.33 263,700
15/07/2026 $161.28 $161.41 $157.00 $159.28 210,000
14/07/2026 $159.79 $160.62 $158.35 $160.06 248,700
13/07/2026 $159.64 $160.01 $157.58 $158.11 387,400
10/07/2026 $160.68 $161.79 $159.65 $161.60 443,300
09/07/2026 $159.82 $161.74 $159.22 $161.23 228,600
08/07/2026 $155.48 $158.13 $154.92 $157.93 330,300
07/07/2026 $157.11 $157.80 $154.79 $156.65 211,600
06/07/2026 $158.70 $160.88 $158.38 $159.65 273,300