Summary
IGRO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 14.10% Volatility 14.47% Sharpe 1.06
Official loaded data — not a live quote.

ISHARES INTERNATIONAL DIVIDEND GROWTH ETF

Symbol: IGRO

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 17/05/2016

Latest date: 02/06/2026

Current price: $88.11

Expense ratio: 0.15%

Assets under management
$1.2B
0.19% 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

1.74%

Ann. -38.30% (Sharpe / Sortino numerator)

Volatility

22.38%

Sharpe ratio

-1.874

VaR 95%

-2.31%

CVaR 95%: -2.46%
Max drawdown: -6.72%
Sortino ratio: -3.179
Calmar ratio: -5.70

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

-0.24%

Ann. 5.06% (Sharpe / Sortino numerator)

Volatility

16.58%

Sharpe ratio

0.086

VaR 95%

-1.84%

CVaR 95%: -2.21%
Max drawdown: -10.00%
Sortino ratio: 0.125
Calmar ratio: 0.51

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

9.38%

Ann. 12.52% (Sharpe / Sortino numerator)

Volatility

13.44%

Sharpe ratio

0.662

VaR 95%

-1.46%

CVaR 95%: -1.92%
Max drawdown: -10.00%
Sortino ratio: 0.941
Calmar ratio: 1.25

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

14.10%

Ann. 18.94% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

1.058

VaR 95%

-1.21%

CVaR 95%: -2.12%
Max drawdown: -10.00%
Sortino ratio: 1.288
Calmar ratio: 1.89

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

34.31%

Ann. 15.38% (Sharpe / Sortino numerator)

Volatility

13.51%

Sharpe ratio

0.870

VaR 95%

-1.40%

CVaR 95%: -1.94%
Max drawdown: -11.13%
Sortino ratio: 1.143
Calmar ratio: 1.38

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

53.72%

Ann. 14.61% (Sharpe / Sortino numerator)

Volatility

12.84%

Sharpe ratio

0.855

VaR 95%

-1.32%

CVaR 95%: -1.80%
Max drawdown: -11.13%
Sortino ratio: 1.175
Calmar ratio: 1.31

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

0.056%

Best day

2.912%

31/03/2026
Worst day

-2.561%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $87.94 $88.19 $87.78 $88.11 32,700
01/06/2026 $88.04 $88.10 $87.58 $87.83 38,900
29/05/2026 $88.70 $88.76 $88.37 $88.40 34,200
28/05/2026 $88.05 $88.56 $88.01 $88.41 34,900
27/05/2026 $88.60 $88.90 $88.59 $88.63 13,900
26/05/2026 $88.79 $89.25 $88.64 $88.79 30,500
22/05/2026 $88.60 $88.60 $88.23 $88.36 29,900
21/05/2026 $88.05 $88.85 $87.67 $88.67 29,300
20/05/2026 $87.65 $88.59 $87.37 $88.43 31,600
19/05/2026 $87.41 $87.89 $87.41 $87.41 43,800