Summary
ILCV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 26.58% Volatility 15.28% Sharpe 0.81
Official loaded data — not a live quote.

ISHARES MORNINGSTAR VALUE ETF

Symbol: ILCV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 28/06/2004

Latest date: 03/06/2026

Current price: $101.29

Expense ratio: 0.04%

Assets under management
$1.2B
-0.10% 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

2.76%

Ann. -35.24% (Sharpe / Sortino numerator)

Volatility

12.72%

Sharpe ratio

-3.056

VaR 95%

-1.26%

CVaR 95%: -1.35%
Max drawdown: -5.71%
Sortino ratio: -5.382
Calmar ratio: -6.17

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

4.98%

Ann. -4.81% (Sharpe / Sortino numerator)

Volatility

10.94%

Sharpe ratio

-0.771

VaR 95%

-1.26%

CVaR 95%: -1.40%
Max drawdown: -6.90%
Sortino ratio: -1.087
Calmar ratio: -0.70

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

7.40%

Ann. 8.16% (Sharpe / Sortino numerator)

Volatility

10.83%

Sharpe ratio

0.419

VaR 95%

-1.13%

CVaR 95%: -1.43%
Max drawdown: -6.90%
Sortino ratio: 0.633
Calmar ratio: 1.18

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

26.58%

Ann. 15.99% (Sharpe / Sortino numerator)

Volatility

15.28%

Sharpe ratio

0.809

VaR 95%

-1.23%

CVaR 95%: -2.21%
Max drawdown: -7.98%
Sortino ratio: 0.965
Calmar ratio: 2.00

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

38.25%

Ann. 12.83% (Sharpe / Sortino numerator)

Volatility

13.35%

Sharpe ratio

0.689

VaR 95%

-1.26%

CVaR 95%: -1.93%
Max drawdown: -14.95%
Sortino ratio: 0.864
Calmar ratio: 0.86

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

66.72%

Ann. 15.81% (Sharpe / Sortino numerator)

Volatility

12.44%

Sharpe ratio

0.979

VaR 95%

-1.12%

CVaR 95%: -1.73%
Max drawdown: -14.95%
Sortino ratio: 1.292
Calmar ratio: 1.06

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

1.996%

08/04/2026
Worst day

-2.036%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $101.39 $101.71 $101.25 $101.29 13,500
02/06/2026 $100.98 $101.79 $100.98 $101.74 22,800
01/06/2026 $101.46 $101.67 $101.27 $101.38 17,900
29/05/2026 $101.89 $102.16 $101.82 $101.90 17,700
28/05/2026 $101.69 $102.02 $101.59 $101.89 36,800
27/05/2026 $101.83 $102.01 $101.67 $101.74 22,900
26/05/2026 $101.87 $102.02 $101.50 $101.68 13,600
22/05/2026 $101.17 $101.81 $101.17 $101.54 13,600
21/05/2026 $100.26 $100.91 $100.03 $100.89 14,500
20/05/2026 $100.16 $100.66 $99.92 $100.60 14,600