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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.76%
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
3.23%
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
6.90%
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
13.57%
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
28.03%
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
46.81%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.052%
Best day
2.218%
Worst day
-1.497%
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 |