Summary
IVE
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 22.32% Volatility 15.57% Sharpe 0.56
Official loaded data — not a live quote.

ISHARES S&P 500 VALUE ETF

Symbol: IVE

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 22/05/2000

Latest date: 02/06/2026

Current price: $227.86

Expense ratio: 0.18%

Assets under management
$49.4B
0.70% 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

2.60%

Ann. -37.15% (Sharpe / Sortino numerator)

Volatility

12.73%

Sharpe ratio

-3.203

VaR 95%

-1.32%

CVaR 95%: -1.44%
Max drawdown: -5.63%
Sortino ratio: -5.291
Calmar ratio: -6.60

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.

Period total return

3.09%

Ann. -1.73% (Sharpe / Sortino numerator)

Volatility

11.46%

Sharpe ratio

-0.467

VaR 95%

-1.33%

CVaR 95%: -1.48%
Max drawdown: -6.53%
Sortino ratio: -0.657
Calmar ratio: -0.26

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

8.67%

Ann. 5.75% (Sharpe / Sortino numerator)

Volatility

10.89%

Sharpe ratio

0.195

VaR 95%

-1.19%

CVaR 95%: -1.52%
Max drawdown: -6.53%
Sortino ratio: 0.275
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

22.32%

Ann. 12.27% (Sharpe / Sortino numerator)

Volatility

15.57%

Sharpe ratio

0.555

VaR 95%

-1.27%

CVaR 95%: -2.29%
Max drawdown: -8.17%
Sortino ratio: 0.667
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

28.42%

Ann. 8.98% (Sharpe / Sortino numerator)

Volatility

13.42%

Sharpe ratio

0.399

VaR 95%

-1.22%

CVaR 95%: -1.94%
Max drawdown: -17.58%
Sortino ratio: 0.513
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

54.32%

Ann. 13.73% (Sharpe / Sortino numerator)

Volatility

12.70%

Sharpe ratio

0.796

VaR 95%

-1.15%

CVaR 95%: -1.77%
Max drawdown: -17.58%
Sortino ratio: 1.078
Calmar ratio: 0.78

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

0.082%

Best day

1.981%

08/04/2026
Worst day

-2.212%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $226.28 $227.97 $226.09 $227.86 588,200
01/06/2026 $226.74 $227.18 $226.21 $226.71 1,031,700
29/05/2026 $228.54 $228.88 $227.92 $227.92 2,298,000
28/05/2026 $228.15 $228.51 $227.29 $228.32 12,390,500
27/05/2026 $228.12 $228.74 $227.74 $227.99 593,700
26/05/2026 $228.63 $228.95 $227.64 $227.88 602,900
22/05/2026 $227.15 $228.50 $227.15 $228.03 429,100
21/05/2026 $224.71 $226.24 $223.62 $226.15 680,900
20/05/2026 $224.48 $225.98 $224.06 $225.75 593,900
19/05/2026 $224.10 $225.11 $223.45 $224.46 608,200