Summary
ITB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 2.37% 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: 17/07/2026

Current price: $97.33

Expense ratio: 0.38%

Assets under management
$2.6B
-2.45% 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

1.61%

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

-0.42%

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

-7.42%

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

2.37%

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

-11.49%

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

12.91%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

7.879%

22/07/2025
Worst day

-3.965%

08/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $99.77 $101.78 $97.10 $97.33 1,891,100
16/07/2026 $97.59 $100.33 $97.59 $100.19 1,366,200
15/07/2026 $97.16 $98.63 $97.12 $97.94 1,832,000
14/07/2026 $97.99 $98.62 $96.09 $97.13 3,435,300
13/07/2026 $97.61 $98.70 $95.98 $96.30 1,683,800
10/07/2026 $97.39 $99.07 $97.38 $97.76 1,356,600
09/07/2026 $96.33 $97.65 $95.84 $96.89 1,915,600
08/07/2026 $98.81 $98.84 $95.69 $95.91 4,550,800
07/07/2026 $101.37 $102.13 $99.70 $99.87 2,138,200
06/07/2026 $102.91 $103.12 $100.42 $101.31 1,902,800