Summary
IUSB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.54% Volatility 4.18% Sharpe 0.08
Official loaded data — not a live quote.

ISHARES CORE UNIVERSAL USD BOND ETF

Symbol: IUSB

Exchange: NASDAQ

Sector: Energy

Category: Intermediate Core-Plus Bond

Inception date: 10/06/2014

Latest date: 17/07/2026

Current price: $45.79

Expense ratio: 0.06%

Assets under management
$42.8B
-0.09% 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

-0.08%

Ann. -14.80% (Sharpe / Sortino numerator)

Volatility

5.63%

Sharpe ratio

-3.270

VaR 95%

-0.58%

CVaR 95%: -0.69%
Max drawdown: -1.99%
Sortino ratio: -5.352
Calmar ratio: -7.45

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

-0.56%

Ann. -1.62% (Sharpe / Sortino numerator)

Volatility

4.18%

Sharpe ratio

-1.254

VaR 95%

-0.47%

CVaR 95%: -0.59%
Max drawdown: -2.94%
Sortino ratio: -1.712
Calmar ratio: -0.55

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

0.63%

Ann. 0.51% (Sharpe / Sortino numerator)

Volatility

3.53%

Sharpe ratio

-0.885

VaR 95%

-0.39%

CVaR 95%: -0.50%
Max drawdown: -2.94%
Sortino ratio: -1.231
Calmar ratio: 0.17

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

4.54%

Ann. 3.97% (Sharpe / Sortino numerator)

Volatility

4.18%

Sharpe ratio

0.081

VaR 95%

-0.39%

CVaR 95%: -0.62%
Max drawdown: -2.94%
Sortino ratio: 0.113
Calmar ratio: 1.35

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

8.60%

Ann. 5.14% (Sharpe / Sortino numerator)

Volatility

4.56%

Sharpe ratio

0.331

VaR 95%

-0.45%

CVaR 95%: -0.63%
Max drawdown: -4.39%
Sortino ratio: 0.500
Calmar ratio: 1.17

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

13.75%

Ann. 3.97% (Sharpe / Sortino numerator)

Volatility

5.26%

Sharpe ratio

0.064

VaR 95%

-0.53%

CVaR 95%: -0.72%
Max drawdown: -6.65%
Sortino ratio: 0.101
Calmar ratio: 0.60

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

0.018%

Best day

0.777%

01/08/2025
Worst day

-0.799%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $45.83 $45.88 $45.79 $45.79 6,371,200
16/07/2026 $45.71 $45.80 $45.70 $45.77 2,370,700
15/07/2026 $45.75 $45.86 $45.72 $45.77 3,349,600
14/07/2026 $45.67 $45.76 $45.55 $45.69 3,234,500
13/07/2026 $45.68 $45.70 $45.58 $45.59 2,541,500
10/07/2026 $45.78 $45.93 $45.72 $45.74 2,894,500
09/07/2026 $45.74 $45.85 $45.73 $45.78 3,745,900
08/07/2026 $45.74 $45.81 $45.65 $45.73 3,772,400
07/07/2026 $45.91 $45.92 $45.77 $45.80 2,971,700
06/07/2026 $46.11 $46.11 $45.92 $46.00 3,413,100