Summary
IGV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -14.65% Volatility 28.32% Sharpe -0.56
Official loaded data — not a live quote.

ISHARES EXPANDED TECH-SOFTWARE SECTOR ETF

Symbol: IGV

Exchange: BATS

Sector: Technology

Category: Technology

Inception date: 10/07/2001

Latest date: 16/07/2026

Current price: $93.70

Expense ratio: 0.39%

Assets under management
$13.5B
-0.50% 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

2.55%

Ann. -27.85% (Sharpe / Sortino numerator)

Volatility

28.73%

Sharpe ratio

-1.096

VaR 95%

-3.52%

CVaR 95%: -4.02%
Max drawdown: -12.60%
Sortino ratio: -1.454
Calmar ratio: -2.21

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

11.09%

Ann. -63.02% (Sharpe / Sortino numerator)

Volatility

33.50%

Sharpe ratio

-1.989

VaR 95%

-4.71%

CVaR 95%: -4.94%
Max drawdown: -27.63%
Sortino ratio: -2.894
Calmar ratio: -2.28

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

-4.67%

Ann. -52.08% (Sharpe / Sortino numerator)

Volatility

27.95%

Sharpe ratio

-1.993

VaR 95%

-3.23%

CVaR 95%: -4.43%
Max drawdown: -34.33%
Sortino ratio: -2.696
Calmar ratio: -1.52

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

-14.65%

Ann. -12.26% (Sharpe / Sortino numerator)

Volatility

28.32%

Sharpe ratio

-0.561

VaR 95%

-2.98%

CVaR 95%: -4.28%
Max drawdown: -34.72%
Sortino ratio: -0.773
Calmar ratio: -0.35

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

6.21%

Ann. -2.28% (Sharpe / Sortino numerator)

Volatility

26.07%

Sharpe ratio

-0.227

VaR 95%

-2.78%

CVaR 95%: -3.97%
Max drawdown: -34.72%
Sortino ratio: -0.305
Calmar ratio: -0.07

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

29.02%

Ann. 9.69% (Sharpe / Sortino numerator)

Volatility

24.10%

Sharpe ratio

0.252

VaR 95%

-2.65%

CVaR 95%: -3.65%
Max drawdown: -34.72%
Sortino ratio: 0.335
Calmar ratio: 0.28

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.047%

Best day

6.25%

29/05/2026
Worst day

-5.826%

23/04/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $94.17 $94.44 $92.10 $93.70 8,071,900
15/07/2026 $94.66 $95.58 $93.71 $93.94 9,173,300
14/07/2026 $90.37 $94.32 $90.23 $93.63 17,202,800
13/07/2026 $92.55 $93.56 $91.49 $92.70 6,795,400
10/07/2026 $94.97 $95.22 $92.14 $92.41 10,399,400
09/07/2026 $90.70 $94.04 $90.35 $93.88 13,605,500
08/07/2026 $92.89 $93.20 $91.20 $92.48 11,698,500
07/07/2026 $95.84 $96.20 $93.60 $94.13 10,710,800
06/07/2026 $92.37 $95.36 $92.17 $94.79 18,295,400
02/07/2026 $93.37 $94.97 $93.20 $93.57 24,892,500