Summary
IVVW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.97% Volatility 15.45% Sharpe 0.42
Official loaded data — not a live quote.

ISHARES S&P 500 BUYWRITE ETF

Symbol: IVVW

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 14/03/2024

Latest date: 16/07/2026

Current price: $44.60

Expense ratio: 0.25%

Assets under management
$321.1M
-0.02% 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

0.37%

Ann. -37.05% (Sharpe / Sortino numerator)

Volatility

15.34%

Sharpe ratio

-2.652

VaR 95%

-1.48%

CVaR 95%: -1.50%
Max drawdown: -6.53%
Sortino ratio: -5.046
Calmar ratio: -5.68

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

4.22%

Ann. -15.55% (Sharpe / Sortino numerator)

Volatility

11.56%

Sharpe ratio

-1.659

VaR 95%

-1.35%

CVaR 95%: -1.47%
Max drawdown: -8.53%
Sortino ratio: -2.472
Calmar ratio: -1.82

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

4.85%

Ann. 2.09% (Sharpe / Sortino numerator)

Volatility

9.55%

Sharpe ratio

-0.161

VaR 95%

-1.23%

CVaR 95%: -1.41%
Max drawdown: -8.53%
Sortino ratio: -0.206
Calmar ratio: 0.24

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

16.97%

Ann. 10.08% (Sharpe / Sortino numerator)

Volatility

15.45%

Sharpe ratio

0.418

VaR 95%

-1.23%

CVaR 95%: -2.30%
Max drawdown: -8.53%
Sortino ratio: 0.442
Calmar ratio: 1.18

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

26.08%

Ann. 9.19% (Sharpe / Sortino numerator)

Volatility

13.14%

Sharpe ratio

0.423

VaR 95%

-1.22%

CVaR 95%: -2.05%
Max drawdown: -16.79%
Sortino ratio: 0.450
Calmar ratio: 0.55

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.488%

31/03/2026
Worst day

-1.562%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $44.61 $44.76 $44.52 $44.60 59,500
15/07/2026 $44.70 $44.81 $44.52 $44.79 87,500
14/07/2026 $44.72 $44.72 $44.47 $44.66 31,000
13/07/2026 $44.61 $44.62 $44.39 $44.47 14,700
10/07/2026 $44.55 $44.69 $44.34 $44.67 104,600
09/07/2026 $44.32 $44.56 $44.24 $44.56 67,500
08/07/2026 $44.15 $44.27 $43.93 $44.24 36,600
07/07/2026 $44.32 $44.39 $44.21 $44.30 22,900
06/07/2026 $44.39 $44.50 $44.23 $44.46 43,800
02/07/2026 $44.28 $44.39 $43.91 $44.16 55,300