Summary
IVRS
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -12.74% Volatility 24.71% Sharpe -0.43
Official loaded data — not a live quote.

ISHARES FUTURE METAVERSE TECH AND COMMUNICATIONS ETF

Symbol: IVRS

Exchange: NYSE

Sector: Communication_Services

Category: Communications

Inception date: 14/02/2023

Latest date: 20/07/2026

Current price: $31.80

Expense ratio: 0.47%

Assets under management
$7.9M
1.21% 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

-0.04%

Ann. -56.39% (Sharpe / Sortino numerator)

Volatility

30.66%

Sharpe ratio

-1.957

VaR 95%

-3.01%

CVaR 95%: -3.27%
Max drawdown: -11.98%
Sortino ratio: -3.711
Calmar ratio: -4.71

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

-1.36%

Ann. -56.58% (Sharpe / Sortino numerator)

Volatility

31.25%

Sharpe ratio

-1.927

VaR 95%

-3.45%

CVaR 95%: -4.02%
Max drawdown: -25.60%
Sortino ratio: -2.975
Calmar ratio: -2.21

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

-9.73%

Ann. -49.45% (Sharpe / Sortino numerator)

Volatility

25.03%

Sharpe ratio

-2.121

VaR 95%

-3.12%

CVaR 95%: -3.77%
Max drawdown: -31.43%
Sortino ratio: -2.943
Calmar ratio: -1.57

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

-12.74%

Ann. -6.99% (Sharpe / Sortino numerator)

Volatility

24.71%

Sharpe ratio

-0.430

VaR 95%

-2.70%

CVaR 95%: -3.77%
Max drawdown: -31.43%
Sortino ratio: -0.573
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

10.88%

Ann. 0.00% (Sharpe / Sortino numerator)

Volatility

21.44%

Sharpe ratio

-0.169

VaR 95%

-2.27%

CVaR 95%: -3.21%
Max drawdown: -31.43%
Sortino ratio: -0.233
Calmar ratio: 0.00

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

20.55%

Ann. 7.10% (Sharpe / Sortino numerator)

Volatility

20.22%

Sharpe ratio

0.172

VaR 95%

-2.06%

CVaR 95%: -2.95%
Max drawdown: -31.43%
Sortino ratio: 0.243
Calmar ratio: 0.23

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.044%

Best day

4.272%

06/02/2026
Worst day

-4.889%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $31.42 $31.80 $31.42 $31.80 200
17/07/2026 $31.27 $31.27 $31.27 $31.27 100
16/07/2026 $32.29 $32.29 $32.00 $32.00 2,200
15/07/2026 $32.59 $32.59 $32.59 $32.59 100
14/07/2026 $32.13 $32.13 $32.13 $32.13 100
13/07/2026 $32.07 $32.07 $32.00 $32.00 3,300
10/07/2026 $32.48 $32.48 $32.48 $32.48 100
09/07/2026 $32.37 $32.37 $32.37 $32.37 200
08/07/2026 $31.71 $32.02 $31.71 $32.02 200
07/07/2026 $32.15 $32.15 $32.15 $32.15 100