Summary
ITOT
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.94% Volatility 18.57% Sharpe 0.75
Official loaded data — not a live quote.

ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF

Symbol: ITOT

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 20/01/2004

Latest date: 17/07/2026

Current price: $163.03

Expense ratio: 0.03%

Assets under management
$94.1B
0.30% 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

0.57%

Ann. -37.39% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

-2.232

VaR 95%

-1.71%

CVaR 95%: -1.73%
Max drawdown: -7.52%
Sortino ratio: -4.101
Calmar ratio: -4.97

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

5.05%

Ann. -14.11% (Sharpe / Sortino numerator)

Volatility

14.62%

Sharpe ratio

-1.214

VaR 95%

-1.60%

CVaR 95%: -1.77%
Max drawdown: -9.10%
Sortino ratio: -1.843
Calmar ratio: -1.55

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

10.26%

Ann. -3.08% (Sharpe / Sortino numerator)

Volatility

13.86%

Sharpe ratio

-0.485

VaR 95%

-1.60%

CVaR 95%: -1.89%
Max drawdown: -9.10%
Sortino ratio: -0.680
Calmar ratio: -0.34

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

19.94%

Ann. 17.63% (Sharpe / Sortino numerator)

Volatility

18.57%

Sharpe ratio

0.754

VaR 95%

-1.65%

CVaR 95%: -2.67%
Max drawdown: -9.10%
Sortino ratio: 0.945
Calmar ratio: 1.94

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

36.66%

Ann. 13.49% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

0.594

VaR 95%

-1.65%

CVaR 95%: -2.43%
Max drawdown: -19.44%
Sortino ratio: 0.752
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

69.81%

Ann. 18.16% (Sharpe / Sortino numerator)

Volatility

15.18%

Sharpe ratio

0.957

VaR 95%

-1.50%

CVaR 95%: -2.17%
Max drawdown: -19.44%
Sortino ratio: 1.264
Calmar ratio: 0.93

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

0.076%

Best day

2.979%

31/03/2026
Worst day

-2.732%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $162.54 $163.92 $162.44 $163.03 2,437,200
16/07/2026 $165.01 $165.43 $163.98 $164.62 1,417,800
15/07/2026 $165.32 $165.69 $164.44 $165.44 958,000
14/07/2026 $164.73 $165.21 $164.21 $164.88 1,209,400
13/07/2026 $164.91 $165.31 $163.98 $164.20 1,591,500
10/07/2026 $165.08 $165.65 $164.09 $165.55 1,462,200
09/07/2026 $164.03 $165.15 $163.75 $164.99 2,316,000
08/07/2026 $163.26 $163.68 $162.23 $163.59 1,443,900
07/07/2026 $164.82 $165.05 $163.64 $164.12 1,428,900
06/07/2026 $164.42 $165.33 $164.34 $165.06 1,317,200