Summary
IJS
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 41.12% Volatility 23.73% Sharpe 0.77
Official loaded data — not a live quote.

ISHARES S&P SMALL-CAP 600 VALUE ETF

Symbol: IJS

Exchange: NYSE

Sector: Financial_Services

Category: Small Value

Inception date: 24/07/2000

Latest date: 02/06/2026

Current price: $132.30

Expense ratio: 0.18%

Assets under management
$7.9B
1.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

3.55%

Ann. -32.01% (Sharpe / Sortino numerator)

Volatility

17.88%

Sharpe ratio

-1.994

VaR 95%

-1.66%

CVaR 95%: -1.91%
Max drawdown: -6.86%
Sortino ratio: -3.207
Calmar ratio: -4.67

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

7.39%

Ann. 15.94% (Sharpe / Sortino numerator)

Volatility

18.77%

Sharpe ratio

0.656

VaR 95%

-1.82%

CVaR 95%: -2.16%
Max drawdown: -9.44%
Sortino ratio: 1.060
Calmar ratio: 1.69

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

17.68%

Ann. 14.74% (Sharpe / Sortino numerator)

Volatility

19.16%

Sharpe ratio

0.580

VaR 95%

-2.01%

CVaR 95%: -2.46%
Max drawdown: -9.44%
Sortino ratio: 0.906
Calmar ratio: 1.56

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

41.12%

Ann. 21.79% (Sharpe / Sortino numerator)

Volatility

23.73%

Sharpe ratio

0.765

VaR 95%

-2.04%

CVaR 95%: -3.33%
Max drawdown: -9.44%
Sortino ratio: 1.052
Calmar ratio: 2.31

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

36.29%

Ann. 11.15% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

0.344

VaR 95%

-2.01%

CVaR 95%: -3.00%
Max drawdown: -28.65%
Sortino ratio: 0.501
Calmar ratio: 0.39

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

49.74%

Ann. 10.10% (Sharpe / Sortino numerator)

Volatility

21.59%

Sharpe ratio

0.300

VaR 95%

-1.87%

CVaR 95%: -2.85%
Max drawdown: -28.65%
Sortino ratio: 0.467
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.

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

0.144%

Best day

4.218%

22/08/2025
Worst day

-3.587%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $130.99 $132.55 $130.99 $132.30 232,100
01/06/2026 $130.04 $131.06 $129.33 $130.90 435,200
29/05/2026 $131.50 $131.64 $130.58 $130.69 166,900
28/05/2026 $131.11 $131.83 $130.47 $131.70 211,300
27/05/2026 $131.33 $132.41 $131.22 $131.47 246,200
26/05/2026 $130.23 $131.19 $130.15 $131.01 507,000
22/05/2026 $128.74 $129.62 $128.54 $129.44 2,659,700
21/05/2026 $127.07 $128.67 $125.87 $128.32 156,000
20/05/2026 $125.56 $127.71 $124.70 $127.67 134,400
19/05/2026 $125.86 $125.86 $124.61 $124.98 219,600