Summary
IGV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 0.76% 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: 02/06/2026

Current price: $104.73

Expense ratio: 0.39%

Assets under management
$12.1B
0.15% 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

18.42%

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

26.53%

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

-0.47%

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

0.76%

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

34.37%

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

58.61%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.018%

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
02/06/2026 $104.57 $105.77 $102.96 $104.73 24,500,300
01/06/2026 $104.02 $108.06 $102.95 $107.70 40,104,400
29/05/2026 $96.89 $101.69 $96.53 $101.66 37,721,000
28/05/2026 $93.40 $96.14 $92.96 $95.68 17,442,600
27/05/2026 $92.57 $94.33 $92.27 $93.05 13,180,000
26/05/2026 $93.97 $94.87 $93.01 $94.05 18,696,000
22/05/2026 $93.20 $94.92 $93.13 $94.01 11,681,300
21/05/2026 $92.12 $92.97 $91.58 $92.48 12,795,500
20/05/2026 $90.93 $93.32 $90.04 $93.32 18,689,500
19/05/2026 $93.81 $94.78 $91.85 $91.95 26,334,000