Summary
IVVM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 16.28% 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: 03/06/2026

Current price: $36.86

Expense ratio: 0.50%

Assets under management
$169.3M
0.08% 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

1.95%

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

6.26%

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

6.15%

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

16.28%

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

32.70%

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

47.77%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

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
03/06/2026 $36.83 $36.96 $36.83 $36.86 11,600
02/06/2026 $36.90 $36.95 $36.90 $36.94 11,100
01/06/2026 $37.63 $37.63 $36.84 $36.90 6,400
29/05/2026 $36.92 $36.92 $36.88 $36.88 11,900
28/05/2026 $36.81 $36.89 $36.81 $36.88 17,900
27/05/2026 $36.82 $36.83 $36.78 $36.81 34,400
26/05/2026 $36.84 $36.84 $36.76 $36.79 9,200
22/05/2026 $36.54 $36.78 $36.54 $36.74 15,200
21/05/2026 $36.65 $36.71 $36.62 $36.71 5,100
20/05/2026 $36.59 $36.65 $36.58 $36.65 34,500