Summary
ITDB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 17.29% Volatility 9.59% Sharpe 0.93
Official loaded data — not a live quote.

ISHARES LIFEPATH TARGET DATE 2030 ETF

Symbol: ITDB

Exchange: NYSE

Sector: Technology

Category: Target-Date 2030

Inception date: 17/10/2023

Latest date: 02/06/2026

Current price: $35.17

Expense ratio: 0.09%

Assets under management
$72.6M
0.15% 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

2.95%

Ann. -28.35% (Sharpe / Sortino numerator)

Volatility

12.52%

Sharpe ratio

-2.555

VaR 95%

-1.18%

CVaR 95%: -1.39%
Max drawdown: -4.46%
Sortino ratio: -4.543
Calmar ratio: -6.35

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

3.73%

Ann. -1.74% (Sharpe / Sortino numerator)

Volatility

9.08%

Sharpe ratio

-0.591

VaR 95%

-1.07%

CVaR 95%: -1.24%
Max drawdown: -5.66%
Sortino ratio: -0.807
Calmar ratio: -0.31

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

7.46%

Ann. 2.85% (Sharpe / Sortino numerator)

Volatility

7.79%

Sharpe ratio

-0.100

VaR 95%

-0.93%

CVaR 95%: -1.11%
Max drawdown: -5.66%
Sortino ratio: -0.137
Calmar ratio: 0.50

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

17.29%

Ann. 12.53% (Sharpe / Sortino numerator)

Volatility

9.59%

Sharpe ratio

0.928

VaR 95%

-0.89%

CVaR 95%: -1.48%
Max drawdown: -5.66%
Sortino ratio: 1.105
Calmar ratio: 2.21

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

28.86%

Ann. 10.50% (Sharpe / Sortino numerator)

Volatility

8.69%

Sharpe ratio

0.791

VaR 95%

-0.82%

CVaR 95%: -1.28%
Max drawdown: -8.41%
Sortino ratio: 1.023
Calmar ratio: 1.25

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

50.74%

Ann. 17.10% (Sharpe / Sortino numerator)

Volatility

8.70%

Sharpe ratio

1.552

VaR 95%

-0.78%

CVaR 95%: -1.22%
Max drawdown: -8.41%
Sortino ratio: 2.127
Calmar ratio: 2.03

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

0.065%

Best day

1.674%

08/04/2026
Worst day

-1.579%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $35.12 $35.19 $35.12 $35.17 13,700
01/06/2026 $35.11 $35.15 $34.93 $35.08 23,200
29/05/2026 $35.00 $35.09 $35.00 $35.05 5,900
28/05/2026 $34.94 $35.05 $34.83 $35.02 5,100
27/05/2026 $35.06 $35.06 $34.88 $34.92 38,600
26/05/2026 $34.86 $34.95 $34.86 $34.94 5,600
22/05/2026 $34.69 $34.75 $34.63 $34.70 6,300
21/05/2026 $34.48 $34.66 $34.41 $34.63 11,200
20/05/2026 $34.35 $34.56 $34.28 $34.54 11,200
19/05/2026 $34.30 $34.35 $34.19 $34.22 15,000