ISHARES CYBERSECURITY AND TECH ETF
Symbol: IHAK
Exchange: NYSE
Sector: Technology
Category: Technology
Inception date: 11/06/2019
Latest date: 15/10/2026
Current price: $69.40
Expense ratio: 0.47%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.07%
Ann. 34.03% (Sharpe / Sortino numerator)
Volatility
24.53%
Sharpe ratio
1.239
VaR 95%
-3.34%
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
8.46%
Ann. -20.65% (Sharpe / Sortino numerator)
Volatility
27.81%
Sharpe ratio
-0.873
VaR 95%
-3.48%
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
54.48%
Ann. -28.23% (Sharpe / Sortino numerator)
Volatility
24.34%
Sharpe ratio
-1.309
VaR 95%
-3.18%
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
35.01%
Ann. -6.31% (Sharpe / Sortino numerator)
Volatility
23.78%
Sharpe ratio
-0.418
VaR 95%
-2.65%
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
38.36%
Ann. -1.43% (Sharpe / Sortino numerator)
Volatility
21.29%
Sharpe ratio
-0.238
VaR 95%
-2.27%
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
75.75%
Ann. 7.34% (Sharpe / Sortino numerator)
Volatility
20.62%
Sharpe ratio
0.180
VaR 95%
-2.16%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.137%
Best day
7.782%
Worst day
-4.645%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $67.84 | $69.45 | $67.36 | $69.40 | 165,000 |
| 14/10/2026 | $70.18 | $70.65 | $68.48 | $68.86 | 169,800 |
| 13/10/2026 | $70.66 | $72.28 | $70.46 | $71.30 | 176,500 |
| 12/10/2026 | $73.51 | $73.51 | $71.22 | $71.34 | 222,400 |
| 09/10/2026 | $71.13 | $72.94 | $70.77 | $72.94 | 153,900 |
| 08/10/2026 | $69.50 | $70.66 | $69.45 | $70.16 | 104,800 |
| 07/10/2026 | $70.40 | $70.42 | $68.87 | $69.39 | 628,600 |
| 06/10/2026 | $70.55 | $71.66 | $70.27 | $70.74 | 184,200 |
| 05/10/2026 | $68.72 | $69.74 | $68.56 | $69.64 | 142,600 |
| 02/10/2026 | $68.95 | $69.50 | $68.50 | $68.70 | 84,900 |