Summary
ITDC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 14.96% Volatility 11.57% Sharpe 0.95
Official loaded data — not a live quote.

ISHARES LIFEPATH TARGET DATE 2035 ETF

Symbol: ITDC

Exchange: NYSE

Sector: Technology

Category: Target-Date 2035

Inception date: 17/10/2023

Latest date: 17/07/2026

Current price: $36.38

Expense ratio: 0.10%

Assets under management
$103.5M
0.54% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.21%

Ann. -32.93% (Sharpe / Sortino numerator)

Volatility

14.82%

Sharpe ratio

-2.466

VaR 95%

-1.37%

CVaR 95%: -1.58%
Max drawdown: -5.29%
Sortino ratio: -4.120
Calmar ratio: -6.23

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

1.83%

Ann. -2.48% (Sharpe / Sortino numerator)

Volatility

10.70%

Sharpe ratio

-0.571

VaR 95%

-1.23%

CVaR 95%: -1.43%
Max drawdown: -6.63%
Sortino ratio: -0.789
Calmar ratio: -0.37

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

6.43%

Ann. 3.07% (Sharpe / Sortino numerator)

Volatility

9.33%

Sharpe ratio

-0.060

VaR 95%

-1.13%

CVaR 95%: -1.36%
Max drawdown: -6.63%
Sortino ratio: -0.082
Calmar ratio: 0.46

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

14.96%

Ann. 14.68% (Sharpe / Sortino numerator)

Volatility

11.57%

Sharpe ratio

0.954

VaR 95%

-1.03%

CVaR 95%: -1.66%
Max drawdown: -6.63%
Sortino ratio: 1.210
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

26.76%

Ann. 11.66% (Sharpe / Sortino numerator)

Volatility

10.27%

Sharpe ratio

0.783

VaR 95%

-0.98%

CVaR 95%: -1.47%
Max drawdown: -10.39%
Sortino ratio: 1.027
Calmar ratio: 1.12

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

56.77%

Ann. 19.38% (Sharpe / Sortino numerator)

Volatility

10.18%

Sharpe ratio

1.551

VaR 95%

-0.91%

CVaR 95%: -1.40%
Max drawdown: -10.39%
Sortino ratio: 2.131
Calmar ratio: 1.86

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

0.057%

Best day

1.92%

08/04/2026
Worst day

-1.984%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $36.19 $36.45 $36.19 $36.38 26,000
16/07/2026 $36.58 $36.62 $36.50 $36.54 15,700
15/07/2026 $36.77 $36.77 $36.55 $36.70 23,500
14/07/2026 $36.51 $36.66 $36.51 $36.60 13,400
13/07/2026 $36.53 $36.62 $36.43 $36.43 10,900
10/07/2026 $36.68 $36.75 $36.62 $36.73 7,100
09/07/2026 $36.52 $36.71 $36.52 $36.66 12,100
08/07/2026 $36.44 $36.51 $36.24 $36.51 26,200
07/07/2026 $36.64 $36.84 $36.55 $36.57 25,600
06/07/2026 $36.81 $36.85 $36.76 $36.83 20,100