ISHARES CYBERSECURITY AND TECH ETF
Symbol: IHAK
Exchange: NYSE
Sector: Technology
Category: Technology
Inception date: 11/06/2019
Latest date: 17/07/2026
Current price: $63.68
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
15.96%
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
36.32%
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
34.33%
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
22.92%
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
36.60%
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
66.09%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.095%
Best day
5.607%
Worst day
-4.645%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $62.57 | $64.39 | $62.35 | $63.68 | 154,900 |
| 16/07/2026 | $64.19 | $64.22 | $63.09 | $63.44 | 181,200 |
| 15/07/2026 | $65.57 | $66.09 | $63.76 | $63.99 | 114,100 |
| 14/07/2026 | $61.81 | $65.58 | $61.74 | $65.28 | 696,300 |
| 13/07/2026 | $62.60 | $63.08 | $61.82 | $62.66 | 131,900 |
| 10/07/2026 | $64.31 | $64.45 | $62.34 | $62.47 | 62,900 |
| 09/07/2026 | $62.00 | $64.22 | $61.49 | $64.22 | 169,500 |
| 08/07/2026 | $62.49 | $62.92 | $61.63 | $62.55 | 109,600 |
| 07/07/2026 | $64.20 | $64.50 | $62.97 | $63.26 | 84,500 |
| 06/07/2026 | $61.98 | $64.34 | $61.79 | $63.97 | 147,400 |