Summary
ILTB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 5.12% Volatility 9.63% Sharpe -0.17
Official loaded data — not a live quote.

ISHARES CORE 10+ YEAR USD BOND ETF

Symbol: ILTB

Exchange: NYSE

Sector: N/A

Category: Long-Term Bond

Inception date: 08/12/2009

Latest date: 17/07/2026

Current price: $48.26

Expense ratio: 0.06%

Assets under management
$625.4M
-0.08% 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

-1.55%

Ann. -25.89% (Sharpe / Sortino numerator)

Volatility

11.46%

Sharpe ratio

-2.576

VaR 95%

-1.23%

CVaR 95%: -1.50%
Max drawdown: -4.68%
Sortino ratio: -4.674
Calmar ratio: -5.53

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

-1.50%

Ann. -2.98% (Sharpe / Sortino numerator)

Volatility

8.97%

Sharpe ratio

-0.737

VaR 95%

-0.82%

CVaR 95%: -1.22%
Max drawdown: -5.38%
Sortino ratio: -1.111
Calmar ratio: -0.55

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

0.04%

Ann. -3.02% (Sharpe / Sortino numerator)

Volatility

7.60%

Sharpe ratio

-0.875

VaR 95%

-0.75%

CVaR 95%: -1.07%
Max drawdown: -5.53%
Sortino ratio: -1.289
Calmar ratio: -0.55

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

5.12%

Ann. 2.00% (Sharpe / Sortino numerator)

Volatility

9.63%

Sharpe ratio

-0.169

VaR 95%

-0.86%

CVaR 95%: -1.50%
Max drawdown: -5.93%
Sortino ratio: -0.224
Calmar ratio: 0.34

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

4.26%

Ann. 3.52% (Sharpe / Sortino numerator)

Volatility

10.18%

Sharpe ratio

-0.011

VaR 95%

-1.01%

CVaR 95%: -1.47%
Max drawdown: -10.72%
Sortino ratio: -0.016
Calmar ratio: 0.33

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

7.03%

Ann. 1.58% (Sharpe / Sortino numerator)

Volatility

11.50%

Sharpe ratio

-0.178

VaR 95%

-1.21%

CVaR 95%: -1.65%
Max drawdown: -16.34%
Sortino ratio: -0.271
Calmar ratio: 0.10

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.

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

0.021%

Best day

1.212%

29/07/2025
Worst day

-1.724%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $48.30 $48.38 $48.24 $48.26 26,800
16/07/2026 $48.02 $48.19 $48.00 $48.18 45,200
15/07/2026 $48.10 $48.28 $48.10 $48.23 31,100
14/07/2026 $48.07 $48.20 $48.04 $48.05 16,400
13/07/2026 $48.14 $48.18 $47.96 $47.97 47,800
10/07/2026 $48.41 $48.41 $48.23 $48.29 30,100
09/07/2026 $48.28 $48.45 $48.27 $48.34 33,600
08/07/2026 $48.26 $48.31 $48.12 $48.27 59,300
07/07/2026 $48.66 $48.70 $48.37 $48.37 47,100
06/07/2026 $48.85 $48.88 $48.75 $48.88 31,600