Summary
IUSB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 5.33% Volatility 4.18% Sharpe 0.08
Official loaded data — not a live quote.

ISHARES CORE TOTAL USD BOND MARKET ETF

Symbol: IUSB

Exchange: NASDAQ

Sector: Energy

Category: Intermediate Core-Plus Bond

Inception date: 10/06/2014

Latest date: 02/06/2026

Current price: $46.02

Expense ratio: 0.06%

Assets under management
$36.5B
-0.07% 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

0.15%

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

-1.09%

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

0.33%

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

5.33%

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

9.40%

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

12.80%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.021%

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
02/06/2026 $46.05 $46.07 $46.01 $46.02 5,617,100
01/06/2026 $45.91 $46.03 $45.88 $46.03 5,681,500
29/05/2026 $46.20 $46.26 $46.18 $46.18 15,238,100
28/05/2026 $46.07 $46.20 $46.05 $46.18 136,187,500
27/05/2026 $46.05 $46.10 $46.03 $46.04 2,382,100
26/05/2026 $46.03 $46.06 $45.96 $46.02 2,989,400
22/05/2026 $45.90 $45.92 $45.78 $45.88 2,343,400
21/05/2026 $45.66 $45.84 $45.63 $45.82 2,610,600
20/05/2026 $45.56 $45.81 $45.54 $45.78 3,033,900
19/05/2026 $45.57 $45.60 $45.47 $45.53 3,232,400