Summary
IHF
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 19.42% 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: 15/10/2026

Current price: $59.52

Expense ratio: 0.37%

Assets under management
$1.4B
1.28% 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

4.31%

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

5.55%

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

34.09%

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

19.42%

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

10.30%

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

20.73%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

Best day

3.65%

07/04/2026
Worst day

-9.636%

27/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $58.77 $59.71 $58.77 $59.52 947,300
14/10/2026 $57.37 $58.39 $57.20 $58.37 549,100
13/10/2026 $58.13 $58.47 $56.73 $57.19 1,121,300
12/10/2026 $56.93 $57.29 $56.73 $57.17 526,200
09/10/2026 $56.07 $57.34 $56.07 $56.76 504,500
08/10/2026 $55.84 $55.97 $55.15 $55.79 1,421,000
07/10/2026 $55.80 $56.79 $55.80 $55.96 375,400
06/10/2026 $56.27 $56.34 $55.61 $55.90 579,100
05/10/2026 $55.07 $56.25 $55.05 $56.04 1,194,300
02/10/2026 $54.52 $55.16 $54.44 $55.09 337,100