Summary
IVVW
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.32% 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: 02/06/2026

Current price: $44.25

Expense ratio: 0.25%

Assets under management
$270.0M
0.25% 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

0.05%

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

1.58%

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

4.77%

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

18.32%

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

22.21%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

2.488%

31/03/2026
Worst day

-1.512%

26/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $44.14 $44.32 $44.14 $44.25 70,400
01/06/2026 $45.40 $45.42 $44.58 $45.11 45,200
29/05/2026 $44.93 $45.06 $44.75 $45.02 54,000
28/05/2026 $44.79 $44.98 $44.79 $44.96 16,700
27/05/2026 $44.85 $44.85 $44.77 $44.84 14,500
26/05/2026 $44.80 $44.82 $44.72 $44.79 17,100
22/05/2026 $44.60 $44.70 $44.57 $44.64 105,000
21/05/2026 $44.29 $44.58 $44.22 $44.51 16,200
20/05/2026 $44.23 $44.42 $44.13 $44.42 48,400
19/05/2026 $44.05 $44.29 $44.05 $44.17 97,000