Summary
IJT
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 14.10% Volatility 22.11% Sharpe 0.61
Official loaded data — not a live quote.

ISHARES S&P SMALL-CAP 600 GROWTH ETF

Symbol: IJT

Exchange: NASDAQ

Sector: Technology

Category: Small Growth

Inception date: 24/07/2000

Latest date: 15/10/2026

Current price: $161.01

Expense ratio: 0.18%

Assets under management
$7.6B
0.98% 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

-1.37%

Ann. -36.64% (Sharpe / Sortino numerator)

Volatility

24.49%

Sharpe ratio

-1.644

VaR 95%

-2.31%

CVaR 95%: -2.38%
Max drawdown: -7.93%
Sortino ratio: -3.058
Calmar ratio: -4.62

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

-7.26%

Ann. 12.52% (Sharpe / Sortino numerator)

Volatility

19.57%

Sharpe ratio

0.454

VaR 95%

-2.00%

CVaR 95%: -2.27%
Max drawdown: -9.08%
Sortino ratio: 0.717
Calmar ratio: 1.38

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

3.65%

Ann. 7.51% (Sharpe / Sortino numerator)

Volatility

18.65%

Sharpe ratio

0.208

VaR 95%

-1.98%

CVaR 95%: -2.33%
Max drawdown: -9.08%
Sortino ratio: 0.333
Calmar ratio: 0.83

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

14.10%

Ann. 17.05% (Sharpe / Sortino numerator)

Volatility

22.11%

Sharpe ratio

0.607

VaR 95%

-1.96%

CVaR 95%: -3.02%
Max drawdown: -9.08%
Sortino ratio: 0.852
Calmar ratio: 1.88

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

17.31%

Ann. 8.30% (Sharpe / Sortino numerator)

Volatility

21.01%

Sharpe ratio

0.222

VaR 95%

-1.91%

CVaR 95%: -2.88%
Max drawdown: -27.41%
Sortino ratio: 0.331
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

52.23%

Ann. 11.23% (Sharpe / Sortino numerator)

Volatility

20.03%

Sharpe ratio

0.380

VaR 95%

-1.82%

CVaR 95%: -2.68%
Max drawdown: -27.41%
Sortino ratio: 0.592
Calmar ratio: 0.41

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

0.058%

Best day

3.505%

31/03/2026
Worst day

-2.422%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $159.44 $161.13 $158.86 $161.01 104,700
14/10/2026 $160.22 $161.00 $158.38 $159.17 138,300
13/10/2026 $162.30 $162.68 $160.81 $161.92 137,800
12/10/2026 $162.37 $162.83 $162.30 $162.30 91,200
09/10/2026 $161.81 $162.99 $161.60 $162.60 123,300
08/10/2026 $160.74 $161.64 $159.96 $161.45 249,600
07/10/2026 $162.05 $162.76 $161.01 $161.60 152,800
06/10/2026 $164.71 $164.86 $163.55 $163.95 505,300
05/10/2026 $163.60 $164.90 $161.99 $163.99 197,800
02/10/2026 $162.77 $164.06 $162.77 $163.44 346,100