Summary
IGM
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 65.36% 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: 02/06/2026

Current price: $170.99

Expense ratio: 0.39%

Assets under management
$9.5B
0.86% 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

17.92%

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

37.07%

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

30.68%

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

65.36%

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

95.50%

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

172.32%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.209%

Best day

4.589%

31/03/2026
Worst day

-3.95%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $169.54 $170.99 $168.94 $170.99 394,200
01/06/2026 $166.28 $169.83 $166.03 $169.15 620,800
29/05/2026 $164.38 $165.93 $164.00 $165.85 409,700
28/05/2026 $160.86 $163.07 $160.08 $162.67 569,500
27/05/2026 $161.48 $161.52 $159.15 $160.49 510,100
26/05/2026 $159.42 $161.59 $159.04 $161.06 809,200
22/05/2026 $156.87 $158.19 $156.64 $157.19 444,500
21/05/2026 $153.79 $156.26 $153.75 $155.81 530,700
20/05/2026 $152.60 $154.65 $152.13 $154.63 765,700
19/05/2026 $151.46 $153.17 $149.96 $151.62 719,300