Summary
IVVB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 11.76% Volatility 10.62% Sharpe 0.67
Official loaded data — not a live quote.

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%

Assets under management
$124.4M
0.10% 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

0.48%

Ann. -32.14% (Sharpe / Sortino numerator)

Volatility

9.08%

Sharpe ratio

-3.941

VaR 95%

-0.93%

CVaR 95%: -0.97%
Max drawdown: -4.74%
Sortino ratio: -7.464
Calmar ratio: -6.79

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%

CVaR 95%: -1.16%
Max drawdown: -5.75%
Sortino ratio: -2.521
Calmar ratio: -1.86

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%

CVaR 95%: -1.20%
Max drawdown: -5.75%
Sortino ratio: -0.795
Calmar ratio: -0.19

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%

CVaR 95%: -1.55%
Max drawdown: -5.75%
Sortino ratio: 0.837
Calmar ratio: 1.87

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%

CVaR 95%: -1.49%
Max drawdown: -13.08%
Sortino ratio: 0.746
Calmar ratio: 0.72

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%

CVaR 95%: -1.37%
Max drawdown: -13.08%
Sortino ratio: 1.165
Calmar ratio: 0.92

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

0.045%

Best day

1.514%

06/02/2026
Worst day

-1.666%

10/10/2025
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