Summary
IGOV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 0.69% Volatility 9.05% Sharpe 0.13
Official loaded data — not a live quote.

ISHARES INTERNATIONAL TREASURY BOND ETF

Symbol: IGOV

Exchange: NASDAQ

Sector: N/A

Category: Global Bond

Inception date: 21/01/2009

Latest date: 02/06/2026

Current price: $41.80

Expense ratio: 0.35%

Assets under management
$1.2B
-0.10% 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

0.41%

Ann. -32.37% (Sharpe / Sortino numerator)

Volatility

12.08%

Sharpe ratio

-2.980

VaR 95%

-1.26%

CVaR 95%: -1.30%
Max drawdown: -3.98%
Sortino ratio: -6.161
Calmar ratio: -8.13

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

-1.62%

Ann. -5.73% (Sharpe / Sortino numerator)

Volatility

9.37%

Sharpe ratio

-1.000

VaR 95%

-1.01%

CVaR 95%: -1.20%
Max drawdown: -5.70%
Sortino ratio: -1.476
Calmar ratio: -1.01

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

0.74%

Ann. -4.82% (Sharpe / Sortino numerator)

Volatility

7.54%

Sharpe ratio

-1.121

VaR 95%

-0.84%

CVaR 95%: -1.09%
Max drawdown: -5.70%
Sortino ratio: -1.657
Calmar ratio: -0.85

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

0.69%

Ann. 4.78% (Sharpe / Sortino numerator)

Volatility

9.05%

Sharpe ratio

0.127

VaR 95%

-0.89%

CVaR 95%: -1.17%
Max drawdown: -5.70%
Sortino ratio: 0.203
Calmar ratio: 0.84

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

8.65%

Ann. 3.13% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

-0.056

VaR 95%

-0.85%

CVaR 95%: -1.18%
Max drawdown: -10.65%
Sortino ratio: -0.091
Calmar ratio: 0.29

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

8.79%

Ann. 1.32% (Sharpe / Sortino numerator)

Volatility

9.07%

Sharpe ratio

-0.255

VaR 95%

-0.95%

CVaR 95%: -1.21%
Max drawdown: -10.65%
Sortino ratio: -0.407
Calmar ratio: 0.12

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

0.004%

Best day

1.641%

01/08/2025
Worst day

-1.302%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $41.84 $41.96 $41.52 $41.80 984,600
01/06/2026 $41.88 $41.88 $41.51 $41.77 243,400
29/05/2026 $41.94 $42.09 $41.81 $41.98 117,700
28/05/2026 $41.73 $41.99 $41.54 $41.93 2,483,800
27/05/2026 $41.89 $41.89 $41.55 $41.68 204,300
26/05/2026 $41.50 $41.72 $41.49 $41.68 70,500
22/05/2026 $41.53 $41.53 $41.33 $41.43 103,900
21/05/2026 $41.14 $41.47 $41.10 $41.43 213,100
20/05/2026 $41.08 $41.53 $40.92 $41.42 135,100
19/05/2026 $41.20 $41.27 $40.81 $41.03 952,500