Summary
ILCB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.53% 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: 17/07/2026

Current price: $102.95

Expense ratio: 0.03%

Assets under management
$1.3B
-0.33% 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

0.42%

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

5.02%

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

10.36%

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

19.53%

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

36.97%

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

71.16%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

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
17/07/2026 $103.29 $103.54 $102.85 $102.95 10,300
16/07/2026 $104.46 $104.53 $103.69 $103.94 5,600
15/07/2026 $104.50 $104.79 $104.12 $104.58 8,400
14/07/2026 $104.09 $104.35 $104.08 $104.30 8,300
13/07/2026 $104.27 $104.36 $103.85 $103.85 19,900
10/07/2026 $104.28 $104.73 $103.97 $104.67 14,200
09/07/2026 $103.77 $104.33 $103.72 $104.22 27,000
08/07/2026 $103.00 $103.40 $102.68 $103.36 8,700
07/07/2026 $104.07 $104.07 $103.48 $103.71 15,200
06/07/2026 $103.80 $104.41 $103.80 $104.20 9,300