Summary
ILTB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.16% 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: 02/06/2026

Current price: $48.99

Expense ratio: 0.06%

Assets under management
$588.1M
-0.20% 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

0.95%

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

-1.99%

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

-0.56%

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

7.16%

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

6.44%

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

7.15%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.029%

Best day

1.275%

04/06/2025
Worst day

-1.724%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $49.09 $49.09 $48.94 $48.99 316,800
01/06/2026 $48.62 $48.94 $48.59 $48.94 25,900
29/05/2026 $49.14 $49.23 $49.05 $49.10 16,500
28/05/2026 $48.89 $49.12 $48.84 $49.07 26,600
27/05/2026 $48.85 $48.96 $48.83 $48.89 65,100
26/05/2026 $48.87 $48.88 $48.70 $48.78 27,100
22/05/2026 $48.50 $48.53 $48.32 $48.50 17,000
21/05/2026 $48.00 $48.34 $47.88 $48.33 49,300
20/05/2026 $47.69 $48.20 $47.69 $48.15 35,200
19/05/2026 $47.73 $47.78 $47.54 $47.67 44,200