Summary
IWB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.00% Volatility 18.24% Sharpe 0.73
Official loaded data — not a live quote.

ISHARES RUSSELL 1000 ETF

Symbol: IWB

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 15/05/2000

Latest date: 17/07/2026

Current price: $406.71

Expense ratio: 0.15%

Assets under management
$48.3B
0.24% 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

0.65%

Ann. -37.81% (Sharpe / Sortino numerator)

Volatility

18.00%

Sharpe ratio

-2.302

VaR 95%

-1.69%

CVaR 95%: -1.71%
Max drawdown: -7.50%
Sortino ratio: -4.230
Calmar ratio: -5.04

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

4.80%

Ann. -14.82% (Sharpe / Sortino numerator)

Volatility

14.37%

Sharpe ratio

-1.283

VaR 95%

-1.60%

CVaR 95%: -1.76%
Max drawdown: -9.08%
Sortino ratio: -1.919
Calmar ratio: -1.63

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

9.88%

Ann. -3.54% (Sharpe / Sortino numerator)

Volatility

13.57%

Sharpe ratio

-0.529

VaR 95%

-1.59%

CVaR 95%: -1.87%
Max drawdown: -9.08%
Sortino ratio: -0.738
Calmar ratio: -0.39

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

19.00%

Ann. 17.01% (Sharpe / Sortino numerator)

Volatility

18.24%

Sharpe ratio

0.733

VaR 95%

-1.61%

CVaR 95%: -2.62%
Max drawdown: -9.08%
Sortino ratio: 0.914
Calmar ratio: 1.87

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

36.28%

Ann. 13.46% (Sharpe / Sortino numerator)

Volatility

16.29%

Sharpe ratio

0.604

VaR 95%

-1.63%

CVaR 95%: -2.39%
Max drawdown: -19.09%
Sortino ratio: 0.760
Calmar ratio: 0.71

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

69.56%

Ann. 18.29% (Sharpe / Sortino numerator)

Volatility

14.91%

Sharpe ratio

0.984

VaR 95%

-1.46%

CVaR 95%: -2.13%
Max drawdown: -19.09%
Sortino ratio: 1.288
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

2.853%

31/03/2026
Worst day

-2.688%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $405.72 $409.01 $405.52 $406.71 477,300
16/07/2026 $411.72 $412.91 $409.30 $410.90 242,500
15/07/2026 $412.62 $413.47 $410.53 $412.74 357,600
14/07/2026 $411.11 $412.35 $409.93 $411.48 343,300
13/07/2026 $411.57 $412.63 $409.33 $410.01 319,400
10/07/2026 $411.88 $413.38 $409.63 $413.11 364,000
09/07/2026 $409.19 $411.96 $408.45 $411.61 503,000
08/07/2026 $407.43 $408.53 $404.96 $408.26 377,100
07/07/2026 $411.24 $411.72 $408.56 $409.71 238,000
06/07/2026 $410.15 $412.44 $409.90 $411.98 522,800