Summary
ILCB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 29.71% Volatility 18.31% Sharpe 0.74
Official loaded data — not a live quote.

ISHARES MORNINGSTAR U.S. EQUITY ETF

Symbol: ILCB

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 28/06/2004

Latest date: 02/06/2026

Current price: $105.34

Expense ratio: 0.03%

Assets under management
$1.2B
0.41% 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

6.00%

Ann. -37.57% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

-2.291

VaR 95%

-1.70%

CVaR 95%: -1.74%
Max drawdown: -7.55%
Sortino ratio: -4.245
Calmar ratio: -4.97

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

11.31%

Ann. -15.74% (Sharpe / Sortino numerator)

Volatility

14.51%

Sharpe ratio

-1.334

VaR 95%

-1.56%

CVaR 95%: -1.79%
Max drawdown: -9.30%
Sortino ratio: -2.047
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

12.21%

Ann. -4.09% (Sharpe / Sortino numerator)

Volatility

13.67%

Sharpe ratio

-0.565

VaR 95%

-1.56%

CVaR 95%: -1.88%
Max drawdown: -9.30%
Sortino ratio: -0.792
Calmar ratio: -0.44

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

29.71%

Ann. 17.26% (Sharpe / Sortino numerator)

Volatility

18.31%

Sharpe ratio

0.744

VaR 95%

-1.58%

CVaR 95%: -2.63%
Max drawdown: -9.30%
Sortino ratio: 0.915
Calmar ratio: 1.86

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

47.90%

Ann. 13.65% (Sharpe / Sortino numerator)

Volatility

16.36%

Sharpe ratio

0.612

VaR 95%

-1.59%

CVaR 95%: -2.39%
Max drawdown: -19.05%
Sortino ratio: 0.769
Calmar ratio: 0.72

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

85.49%

Ann. 18.64% (Sharpe / Sortino numerator)

Volatility

14.94%

Sharpe ratio

1.004

VaR 95%

-1.46%

CVaR 95%: -2.13%
Max drawdown: -19.05%
Sortino ratio: 1.313
Calmar ratio: 0.98

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

0.107%

Best day

2.921%

31/03/2026
Worst day

-2.642%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $104.91 $105.39 $104.91 $105.34 15,600
01/06/2026 $104.69 $105.32 $104.69 $105.10 25,100
29/05/2026 $104.76 $104.94 $104.60 $104.85 14,900
28/05/2026 $103.87 $104.57 $103.76 $104.52 5,400
27/05/2026 $104.08 $104.08 $103.71 $103.89 9,700
26/05/2026 $103.78 $104.08 $103.65 $103.84 12,600
22/05/2026 $103.43 $103.53 $103.17 $103.23 8,000
21/05/2026 $102.08 $102.90 $101.98 $102.79 18,100
20/05/2026 $101.81 $102.55 $101.69 $102.52 11,300
19/05/2026 $101.56 $101.93 $101.19 $101.37 8,800