Summary
IHF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.82% Volatility 24.67% Sharpe -0.92
Official loaded data — not a live quote.

ISHARES U.S. HEALTHCARE PROVIDERS ETF

Symbol: IHF

Exchange: NYSE

Sector: Healthcare

Category: Health

Inception date: 01/05/2006

Latest date: 02/06/2026

Current price: $49.94

Expense ratio: 0.38%

Assets under management
$776.6M
-0.64% 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

3.48%

Ann. -56.50% (Sharpe / Sortino numerator)

Volatility

17.22%

Sharpe ratio

-3.492

VaR 95%

-1.79%

CVaR 95%: -2.17%
Max drawdown: -10.38%
Sortino ratio: -5.575
Calmar ratio: -5.44

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

8.91%

Ann. -40.94% (Sharpe / Sortino numerator)

Volatility

26.80%

Sharpe ratio

-1.663

VaR 95%

-1.84%

CVaR 95%: -4.18%
Max drawdown: -18.61%
Sortino ratio: -1.587
Calmar ratio: -2.20

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

3.85%

Ann. -27.04% (Sharpe / Sortino numerator)

Volatility

22.35%

Sharpe ratio

-1.372

VaR 95%

-1.82%

CVaR 95%: -3.51%
Max drawdown: -19.97%
Sortino ratio: -1.414
Calmar ratio: -1.35

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

6.82%

Ann. -18.97% (Sharpe / Sortino numerator)

Volatility

24.67%

Sharpe ratio

-0.916

VaR 95%

-2.29%

CVaR 95%: -4.54%
Max drawdown: -25.16%
Sortino ratio: -0.962
Calmar ratio: -0.75

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

-3.41%

Ann. -8.82% (Sharpe / Sortino numerator)

Volatility

21.11%

Sharpe ratio

-0.590

VaR 95%

-2.04%

CVaR 95%: -3.54%
Max drawdown: -29.85%
Sortino ratio: -0.660
Calmar ratio: -0.30

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

1.16%

Ann. -4.04% (Sharpe / Sortino numerator)

Volatility

19.25%

Sharpe ratio

-0.399

VaR 95%

-1.83%

CVaR 95%: -3.19%
Max drawdown: -29.85%
Sortino ratio: -0.455
Calmar ratio: -0.14

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

0.036%

Best day

3.967%

15/08/2025
Worst day

-9.636%

27/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $50.26 $50.48 $49.80 $49.94 337,000
01/06/2026 $50.09 $50.68 $50.09 $50.55 154,300
29/05/2026 $50.57 $50.70 $50.10 $50.25 192,800
28/05/2026 $50.29 $50.90 $50.29 $50.61 218,400
27/05/2026 $49.97 $50.55 $49.96 $50.44 3,156,900
26/05/2026 $50.48 $50.49 $49.73 $49.79 376,400
22/05/2026 $50.36 $50.73 $50.29 $50.66 237,500
21/05/2026 $50.30 $50.42 $49.92 $50.20 340,100
20/05/2026 $50.94 $51.08 $50.29 $50.54 354,700
19/05/2026 $50.68 $51.23 $50.17 $50.75 231,200