iShares Large Cap Deep Buffer ETF
Symbol: IVVB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2023
Latest date: 17/07/2026
Current price: $34.59
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.48%
Ann. -32.14% (Sharpe / Sortino numerator)
Volatility
9.08%
Sharpe ratio
-3.941
VaR 95%
-0.93%
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
2.87%
Ann. -10.71% (Sharpe / Sortino numerator)
Volatility
9.05%
Sharpe ratio
-1.585
VaR 95%
-0.93%
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
4.98%
Ann. -1.09% (Sharpe / Sortino numerator)
Volatility
8.90%
Sharpe ratio
-0.530
VaR 95%
-0.95%
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
11.76%
Ann. 10.75% (Sharpe / Sortino numerator)
Volatility
10.62%
Sharpe ratio
0.671
VaR 95%
-0.96%
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
20.97%
Ann. 9.48% (Sharpe / Sortino numerator)
Volatility
10.14%
Sharpe ratio
0.577
VaR 95%
-1.00%
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
38.00%
Ann. 11.99% (Sharpe / Sortino numerator)
Volatility
9.44%
Sharpe ratio
0.890
VaR 95%
-0.95%
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.
Average daily return
0.045%
Best day
1.514%
Worst day
-1.666%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $34.56 | $34.71 | $34.56 | $34.59 | 48,900 |
| 16/07/2026 | $34.84 | $34.91 | $34.67 | $34.78 | 7,900 |
| 15/07/2026 | $34.90 | $34.90 | $34.80 | $34.90 | 9,600 |
| 14/07/2026 | $34.77 | $34.85 | $34.77 | $34.82 | 30,500 |
| 13/07/2026 | $34.86 | $34.86 | $34.72 | $34.73 | 8,500 |
| 10/07/2026 | $34.82 | $34.91 | $34.81 | $34.86 | 15,300 |
| 09/07/2026 | $34.67 | $34.80 | $34.67 | $34.75 | 22,700 |
| 08/07/2026 | $34.58 | $34.62 | $34.43 | $34.61 | 8,800 |
| 07/07/2026 | $34.72 | $34.72 | $34.66 | $34.66 | 16,000 |
| 06/07/2026 | $34.63 | $34.79 | $34.63 | $34.76 | 2,900 |