Summary
IMTB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.11% Volatility 4.43% Sharpe 0.27
Official loaded data — not a live quote.

ISHARES CORE 5-10 YEAR USD BOND ETF

Symbol: IMTB

Exchange: NYSE

Sector: Realestate

Category: Intermediate Core-Plus Bond

Inception date: 01/11/2016

Latest date: 16/07/2026

Current price: $43.28

Expense ratio: 0.06%

Assets under management
$279.3M
0.30% 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

-0.59%

Ann. -15.96% (Sharpe / Sortino numerator)

Volatility

5.82%

Sharpe ratio

-3.366

VaR 95%

-0.59%

CVaR 95%: -0.65%
Max drawdown: -2.50%
Sortino ratio: -6.004
Calmar ratio: -6.38

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

-0.53%

Ann. -2.25% (Sharpe / Sortino numerator)

Volatility

4.64%

Sharpe ratio

-1.267

VaR 95%

-0.45%

CVaR 95%: -0.57%
Max drawdown: -3.25%
Sortino ratio: -1.978
Calmar ratio: -0.69

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

0.01%

Ann. 0.92% (Sharpe / Sortino numerator)

Volatility

3.99%

Sharpe ratio

-0.679

VaR 95%

-0.44%

CVaR 95%: -0.53%
Max drawdown: -3.25%
Sortino ratio: -1.055
Calmar ratio: 0.28

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

5.11%

Ann. 4.80% (Sharpe / Sortino numerator)

Volatility

4.43%

Sharpe ratio

0.265

VaR 95%

-0.43%

CVaR 95%: -0.61%
Max drawdown: -3.25%
Sortino ratio: 0.398
Calmar ratio: 1.48

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

9.69%

Ann. 5.79% (Sharpe / Sortino numerator)

Volatility

5.02%

Sharpe ratio

0.431

VaR 95%

-0.50%

CVaR 95%: -0.69%
Max drawdown: -5.06%
Sortino ratio: 0.654
Calmar ratio: 1.15

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

14.61%

Ann. 4.33% (Sharpe / Sortino numerator)

Volatility

5.90%

Sharpe ratio

0.119

VaR 95%

-0.61%

CVaR 95%: -0.81%
Max drawdown: -7.77%
Sortino ratio: 0.183
Calmar ratio: 0.56

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

0.783%

01/08/2025
Worst day

-0.707%

15/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $43.15 $43.28 $43.15 $43.28 19,600
15/07/2026 $43.43 $43.43 $43.28 $43.31 5,900
14/07/2026 $43.01 $43.28 $43.01 $43.23 34,000
13/07/2026 $43.17 $43.19 $43.09 $43.10 21,800
10/07/2026 $43.26 $43.32 $43.22 $43.25 6,600
09/07/2026 $43.27 $43.34 $43.27 $43.27 12,800
08/07/2026 $43.26 $43.26 $43.18 $43.22 13,000
07/07/2026 $43.57 $43.57 $43.29 $43.31 23,800
06/07/2026 $43.48 $43.52 $43.41 $43.52 18,300
02/07/2026 $43.48 $43.49 $43.38 $43.42 42,200