Summary
IUSV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.17% Volatility 15.65% Sharpe 0.56
Official loaded data — not a live quote.

ISHARES CORE S&P U.S. VALUE ETF

Symbol: IUSV

Exchange: NASDAQ

Sector: Technology

Category: Large Value

Inception date: 24/07/2000

Latest date: 17/07/2026

Current price: $112.12

Expense ratio: 0.04%

Assets under management
$26.5B
-0.18% 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

2.52%

Ann. -37.91% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

-3.183

VaR 95%

-1.32%

CVaR 95%: -1.43%
Max drawdown: -5.69%
Sortino ratio: -5.317
Calmar ratio: -6.66

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

5.14%

Ann. -1.49% (Sharpe / Sortino numerator)

Volatility

11.54%

Sharpe ratio

-0.444

VaR 95%

-1.31%

CVaR 95%: -1.44%
Max drawdown: -6.72%
Sortino ratio: -0.633
Calmar ratio: -0.22

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

9.11%

Ann. 5.90% (Sharpe / Sortino numerator)

Volatility

11.02%

Sharpe ratio

0.206

VaR 95%

-1.20%

CVaR 95%: -1.51%
Max drawdown: -6.72%
Sortino ratio: 0.296
Calmar ratio: 0.88

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

19.17%

Ann. 12.35% (Sharpe / Sortino numerator)

Volatility

15.65%

Sharpe ratio

0.557

VaR 95%

-1.30%

CVaR 95%: -2.27%
Max drawdown: -8.23%
Sortino ratio: 0.677
Calmar ratio: 1.50

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

26.43%

Ann. 9.12% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

0.405

VaR 95%

-1.22%

CVaR 95%: -1.95%
Max drawdown: -17.76%
Sortino ratio: 0.529
Calmar ratio: 0.51

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

49.29%

Ann. 13.72% (Sharpe / Sortino numerator)

Volatility

12.88%

Sharpe ratio

0.784

VaR 95%

-1.13%

CVaR 95%: -1.78%
Max drawdown: -17.76%
Sortino ratio: 1.079
Calmar ratio: 0.77

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

0.072%

Best day

1.996%

08/04/2026
Worst day

-2.225%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $112.32 $113.25 $111.94 $112.12 539,600
16/07/2026 $111.79 $112.67 $111.79 $112.66 512,900
15/07/2026 $111.71 $112.07 $111.48 $111.60 483,100
14/07/2026 $111.82 $112.19 $111.35 $111.42 514,000
13/07/2026 $111.77 $112.35 $111.67 $111.88 908,500
10/07/2026 $111.62 $111.83 $111.13 $111.71 418,900
09/07/2026 $110.99 $111.55 $110.78 $111.40 467,900
08/07/2026 $111.50 $111.50 $110.58 $110.86 598,100
07/07/2026 $112.28 $112.48 $111.68 $111.82 950,000
06/07/2026 $111.65 $112.01 $111.41 $111.90 548,300