Summary
ITB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.64% Volatility 30.28% Sharpe -0.31
Official loaded data — not a live quote.

ISHARES U.S. HOME CONSTRUCTION ETF

Symbol: ITB

Exchange: BATS

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 01/05/2006

Latest date: 02/06/2026

Current price: $93.25

Expense ratio: 0.38%

Assets under management
$2.5B
0.17% 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

2.16%

Ann. -80.47% (Sharpe / Sortino numerator)

Volatility

26.56%

Sharpe ratio

-3.166

VaR 95%

-2.87%

CVaR 95%: -2.99%
Max drawdown: -14.89%
Sortino ratio: -5.817
Calmar ratio: -5.40

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

-10.99%

Ann. -26.92% (Sharpe / Sortino numerator)

Volatility

29.80%

Sharpe ratio

-1.025

VaR 95%

-2.64%

CVaR 95%: -3.02%
Max drawdown: -22.44%
Sortino ratio: -2.189
Calmar ratio: -1.20

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

-9.55%

Ann. -30.47% (Sharpe / Sortino numerator)

Volatility

27.26%

Sharpe ratio

-1.251

VaR 95%

-2.65%

CVaR 95%: -3.05%
Max drawdown: -22.44%
Sortino ratio: -2.353
Calmar ratio: -1.36

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

6.64%

Ann. -5.66% (Sharpe / Sortino numerator)

Volatility

30.28%

Sharpe ratio

-0.307

VaR 95%

-2.94%

CVaR 95%: -3.55%
Max drawdown: -24.59%
Sortino ratio: -0.543
Calmar ratio: -0.23

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

-9.62%

Ann. -8.84% (Sharpe / Sortino numerator)

Volatility

28.33%

Sharpe ratio

-0.440

VaR 95%

-2.85%

CVaR 95%: -3.41%
Max drawdown: -33.35%
Sortino ratio: -0.754
Calmar ratio: -0.27

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

24.26%

Ann. 9.65% (Sharpe / Sortino numerator)

Volatility

27.20%

Sharpe ratio

0.221

VaR 95%

-2.81%

CVaR 95%: -3.46%
Max drawdown: -33.35%
Sortino ratio: 0.359
Calmar ratio: 0.29

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

0.043%

Best day

7.879%

22/07/2025
Worst day

-3.918%

15/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $93.09 $93.52 $92.08 $93.25 1,726,400
01/06/2026 $94.18 $94.18 $92.20 $93.02 2,961,200
29/05/2026 $93.18 $94.41 $92.45 $93.06 1,995,300
28/05/2026 $92.59 $93.47 $91.73 $93.18 1,744,900
27/05/2026 $93.00 $95.70 $92.67 $93.57 2,355,900
26/05/2026 $91.75 $92.45 $91.28 $92.09 2,344,800
22/05/2026 $91.40 $91.40 $89.84 $90.97 1,572,100
21/05/2026 $88.96 $91.20 $87.86 $90.82 3,364,200
20/05/2026 $86.88 $90.24 $85.61 $90.14 4,530,700
19/05/2026 $86.80 $87.02 $84.98 $86.23 2,737,600