Summary
IVVM
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 13.57% Volatility 12.85% Sharpe 0.66
Official loaded data — not a live quote.

iShares Large Cap Moderate Buffer ETF

Symbol: IVVM

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2023

Latest date: 17/07/2026

Current price: $37.02

Expense ratio: 0.50%

Assets under management
$168.4M
-0.05% 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

0.76%

Ann. -18.99% (Sharpe / Sortino numerator)

Volatility

12.58%

Sharpe ratio

-1.798

VaR 95%

-1.02%

CVaR 95%: -1.15%
Max drawdown: -4.47%
Sortino ratio: -3.648
Calmar ratio: -4.25

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

3.23%

Ann. -6.38% (Sharpe / Sortino numerator)

Volatility

9.74%

Sharpe ratio

-1.028

VaR 95%

-0.99%

CVaR 95%: -1.16%
Max drawdown: -5.31%
Sortino ratio: -1.684
Calmar ratio: -1.20

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

6.90%

Ann. 1.65% (Sharpe / Sortino numerator)

Volatility

8.58%

Sharpe ratio

-0.231

VaR 95%

-0.96%

CVaR 95%: -1.16%
Max drawdown: -5.31%
Sortino ratio: -0.334
Calmar ratio: 0.31

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

13.57%

Ann. 12.12% (Sharpe / Sortino numerator)

Volatility

12.85%

Sharpe ratio

0.661

VaR 95%

-0.98%

CVaR 95%: -1.86%
Max drawdown: -6.63%
Sortino ratio: 0.742
Calmar ratio: 1.83

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

28.03%

Ann. 11.94% (Sharpe / Sortino numerator)

Volatility

10.88%

Sharpe ratio

0.764

VaR 95%

-0.91%

CVaR 95%: -1.59%
Max drawdown: -11.62%
Sortino ratio: 0.883
Calmar ratio: 1.03

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

46.81%

Ann. 14.31% (Sharpe / Sortino numerator)

Volatility

9.80%

Sharpe ratio

1.093

VaR 95%

-0.83%

CVaR 95%: -1.39%
Max drawdown: -11.62%
Sortino ratio: 1.288
Calmar ratio: 1.23

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.052%

Best day

2.218%

31/03/2026
Worst day

-1.497%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $37.04 $37.10 $36.95 $37.02 95,700
16/07/2026 $37.22 $37.28 $37.09 $37.20 26,600
15/07/2026 $37.29 $37.30 $37.17 $37.27 13,700
14/07/2026 $37.13 $37.23 $37.13 $37.22 6,000
13/07/2026 $37.25 $37.25 $37.07 $37.11 14,800
10/07/2026 $37.23 $37.26 $37.12 $37.26 13,200
09/07/2026 $36.99 $37.19 $36.99 $37.15 10,800
08/07/2026 $36.95 $36.99 $36.84 $36.98 17,500
07/07/2026 $37.08 $37.10 $36.99 $37.03 13,000
06/07/2026 $37.05 $37.15 $37.01 $37.12 25,100