Summary
IJS
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 34.76% 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: 17/07/2026

Current price: $136.94

Expense ratio: 0.18%

Assets under management
$8.0B
-0.11% 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

4.37%

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

7.87%

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

14.84%

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

34.76%

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

32.47%

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

47.79%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.125%

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
17/07/2026 $137.09 $138.31 $136.31 $136.94 192,000
16/07/2026 $136.20 $138.60 $136.20 $138.11 203,200
15/07/2026 $135.78 $137.14 $135.78 $136.23 177,300
14/07/2026 $135.90 $136.48 $134.99 $135.40 184,900
13/07/2026 $135.15 $136.01 $134.89 $135.17 257,500
10/07/2026 $134.76 $135.29 $134.49 $134.99 104,600
09/07/2026 $133.31 $134.84 $133.18 $134.33 152,900
08/07/2026 $133.63 $133.70 $132.04 $132.66 183,600
07/07/2026 $135.48 $135.80 $134.14 $134.33 270,300
06/07/2026 $135.64 $136.09 $135.20 $135.37 444,600