iShares IVV Premium Income+ ETF
Symbol: IVVW
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 14/03/2024
Latest date: 15/10/2026
Current price: $44.98
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.18%
Ann. -37.05% (Sharpe / Sortino numerator)
Volatility
15.34%
Sharpe ratio
-2.652
VaR 95%
-1.48%
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
4.05%
Ann. -15.55% (Sharpe / Sortino numerator)
Volatility
11.56%
Sharpe ratio
-1.659
VaR 95%
-1.35%
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
8.90%
Ann. 2.09% (Sharpe / Sortino numerator)
Volatility
9.55%
Sharpe ratio
-0.161
VaR 95%
-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.
Period total return
15.97%
Ann. 10.08% (Sharpe / Sortino numerator)
Volatility
15.45%
Sharpe ratio
0.418
VaR 95%
-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.
Period total return
24.41%
Ann. 9.19% (Sharpe / Sortino numerator)
Volatility
13.14%
Sharpe ratio
0.423
VaR 95%
-1.22%
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
36.58%
Ann. 13.39% (Sharpe / Sortino numerator)
Volatility
12.55%
Sharpe ratio
0.778
VaR 95%
-1.22%
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
0.06%
Best day
2.488%
Worst day
-1.562%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.03 | $45.06 | $44.98 | $44.98 | 68,300 |
| 14/10/2026 | $45.04 | $45.05 | $44.97 | $44.99 | 12,700 |
| 13/10/2026 | $45.06 | $45.13 | $44.97 | $45.04 | 10,700 |
| 12/10/2026 | $44.92 | $45.05 | $44.92 | $45.03 | 11,400 |
| 09/10/2026 | $45.01 | $45.06 | $44.99 | $45.03 | 53,600 |
| 08/10/2026 | $44.96 | $45.00 | $44.90 | $44.98 | 18,100 |
| 07/10/2026 | $44.98 | $44.98 | $44.91 | $44.97 | 9,800 |
| 06/10/2026 | $44.87 | $44.98 | $44.87 | $44.98 | 35,500 |
| 05/10/2026 | $44.77 | $44.89 | $44.77 | $44.89 | 12,600 |
| 02/10/2026 | $44.86 | $44.86 | $44.75 | $44.75 | 7,100 |