iShares Large Cap Deep Buffer ETF
Symbol: IVVB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2023
Latest date: 15/10/2026
Current price: $35.71
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
1.65%
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
2.32%
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
6.93%
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
10.58%
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
19.80%
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
47.25%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.041%
Best day
1.514%
Worst day
-1.512%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $35.61 | $35.73 | $35.61 | $35.71 | 12,300 |
| 14/10/2026 | $35.87 | $35.87 | $35.57 | $35.61 | 55,400 |
| 13/10/2026 | $35.90 | $35.93 | $35.88 | $35.92 | 32,400 |
| 12/10/2026 | $35.84 | $35.92 | $35.84 | $35.91 | 9,500 |
| 09/10/2026 | $35.76 | $35.94 | $35.76 | $35.89 | 6,600 |
| 08/10/2026 | $35.79 | $35.79 | $35.69 | $35.75 | 36,200 |
| 07/10/2026 | $35.72 | $35.86 | $35.72 | $35.81 | 6,200 |
| 06/10/2026 | $35.93 | $35.95 | $35.84 | $35.89 | 39,700 |
| 05/10/2026 | $35.65 | $35.81 | $35.65 | $35.73 | 160,900 |
| 02/10/2026 | $35.67 | $35.67 | $35.54 | $35.59 | 8,000 |