iShares Large Cap Moderate Buffer ETF
Symbol: IVVM
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 28/06/2023
Latest date: 15/10/2026
Current price: $38.11
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
1.59%
Ann. -18.99% (Sharpe / Sortino numerator)
Volatility
12.58%
Sharpe ratio
-1.798
VaR 95%
-1.02%
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
2.26%
Ann. -6.38% (Sharpe / Sortino numerator)
Volatility
9.74%
Sharpe ratio
-1.028
VaR 95%
-0.99%
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
7.05%
Ann. 1.65% (Sharpe / Sortino numerator)
Volatility
8.58%
Sharpe ratio
-0.231
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
12.45%
Ann. 12.12% (Sharpe / Sortino numerator)
Volatility
12.85%
Sharpe ratio
0.661
VaR 95%
-0.98%
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
26.75%
Ann. 11.94% (Sharpe / Sortino numerator)
Volatility
10.88%
Sharpe ratio
0.764
VaR 95%
-0.91%
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
51.99%
Ann. 14.31% (Sharpe / Sortino numerator)
Volatility
9.80%
Sharpe ratio
1.093
VaR 95%
-0.83%
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.
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
0.048%
Best day
2.218%
Worst day
-1.339%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $37.97 | $38.15 | $37.90 | $38.11 | 19,900 |
| 14/10/2026 | $38.24 | $38.24 | $37.97 | $38.02 | 98,800 |
| 13/10/2026 | $38.23 | $38.30 | $38.21 | $38.24 | 137,500 |
| 12/10/2026 | $38.22 | $38.30 | $38.22 | $38.24 | 5,500 |
| 09/10/2026 | $38.13 | $38.27 | $38.13 | $38.26 | 13,700 |
| 08/10/2026 | $38.08 | $38.19 | $38.04 | $38.12 | 17,800 |
| 07/10/2026 | $38.20 | $38.24 | $38.12 | $38.20 | 10,700 |
| 06/10/2026 | $38.29 | $38.29 | $38.19 | $38.23 | 15,300 |
| 05/10/2026 | $38.29 | $38.29 | $37.83 | $38.09 | 65,800 |
| 02/10/2026 | $38.04 | $38.06 | $37.92 | $37.97 | 8,300 |