Summary
ILCG
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 14.48% Volatility 22.49% Sharpe 0.64
Official loaded data — not a live quote.

ISHARES MORNINGSTAR GROWTH ETF

Symbol: ILCG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 28/06/2004

Latest date: 17/07/2026

Current price: $112.57

Expense ratio: 0.04%

Assets under management
$3.2B
0.86% 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

-2.03%

Ann. -39.24% (Sharpe / Sortino numerator)

Volatility

25.47%

Sharpe ratio

-1.683

VaR 95%

-2.22%

CVaR 95%: -2.59%
Max drawdown: -9.56%
Sortino ratio: -3.089
Calmar ratio: -4.10

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

3.71%

Ann. -26.02% (Sharpe / Sortino numerator)

Volatility

20.34%

Sharpe ratio

-1.458

VaR 95%

-2.16%

CVaR 95%: -2.49%
Max drawdown: -13.48%
Sortino ratio: -2.325
Calmar ratio: -1.93

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

10.29%

Ann. -14.71% (Sharpe / Sortino numerator)

Volatility

18.63%

Sharpe ratio

-0.984

VaR 95%

-1.99%

CVaR 95%: -2.51%
Max drawdown: -15.73%
Sortino ratio: -1.405
Calmar ratio: -0.94

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

14.48%

Ann. 17.92% (Sharpe / Sortino numerator)

Volatility

22.49%

Sharpe ratio

0.636

VaR 95%

-1.91%

CVaR 95%: -3.19%
Max drawdown: -15.73%
Sortino ratio: 0.828
Calmar ratio: 1.14

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

38.84%

Ann. 14.26% (Sharpe / Sortino numerator)

Volatility

21.23%

Sharpe ratio

0.501

VaR 95%

-2.22%

CVaR 95%: -3.18%
Max drawdown: -23.11%
Sortino ratio: 0.644
Calmar ratio: 0.62

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

78.99%

Ann. 21.20% (Sharpe / Sortino numerator)

Volatility

19.26%

Sharpe ratio

0.912

VaR 95%

-1.90%

CVaR 95%: -2.82%
Max drawdown: -23.11%
Sortino ratio: 1.200
Calmar ratio: 0.92

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

0.061%

Best day

4.145%

31/03/2026
Worst day

-4.171%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $111.61 $113.53 $111.03 $112.57 49,800
16/07/2026 $115.15 $115.23 $113.53 $114.03 57,000
15/07/2026 $116.62 $116.62 $114.71 $116.00 54,400
14/07/2026 $115.83 $116.19 $114.92 $116.03 68,600
13/07/2026 $115.44 $115.68 $114.29 $114.43 63,100
10/07/2026 $115.88 $116.60 $115.32 $116.52 52,700
09/07/2026 $115.77 $116.34 $114.96 $116.05 58,300
08/07/2026 $113.26 $114.79 $112.91 $114.64 113,400
07/07/2026 $114.66 $114.66 $113.06 $114.12 90,900
06/07/2026 $114.99 $116.05 $114.77 $115.67 83,500