ISHARES MICRO-CAP ETF
Symbol: IWC
Exchange: NYSE
Sector: Healthcare
Category: Small Blend
Inception date: 12/08/2005
Latest date: 16/07/2026
Current price: $192.50
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.38%
Ann. -37.96% (Sharpe / Sortino numerator)
Volatility
30.83%
Sharpe ratio
-1.349
VaR 95%
-2.52%
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
9.38%
Ann. 10.51% (Sharpe / Sortino numerator)
Volatility
26.49%
Sharpe ratio
0.260
VaR 95%
-2.53%
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
13.02%
Ann. 17.53% (Sharpe / Sortino numerator)
Volatility
25.66%
Sharpe ratio
0.542
VaR 95%
-2.57%
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
47.18%
Ann. 46.32% (Sharpe / Sortino numerator)
Volatility
26.29%
Sharpe ratio
1.624
VaR 95%
-2.47%
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
52.11%
Ann. 19.06% (Sharpe / Sortino numerator)
Volatility
25.17%
Sharpe ratio
0.613
VaR 95%
-2.41%
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
76.89%
Ann. 17.26% (Sharpe / Sortino numerator)
Volatility
24.02%
Sharpe ratio
0.568
VaR 95%
-2.32%
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.
Average daily return
0.166%
Best day
4.467%
Worst day
-5.142%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $193.47 | $194.30 | $191.53 | $192.50 | 73,300 |
| 15/07/2026 | $194.94 | $195.67 | $192.58 | $193.98 | 27,200 |
| 14/07/2026 | $196.33 | $196.33 | $193.39 | $193.95 | 46,200 |
| 13/07/2026 | $195.32 | $195.32 | $192.74 | $193.48 | 48,900 |
| 10/07/2026 | $197.24 | $197.24 | $193.92 | $195.48 | 57,200 |
| 09/07/2026 | $195.24 | $197.66 | $195.18 | $197.15 | 109,000 |
| 08/07/2026 | $195.00 | $195.38 | $192.11 | $194.62 | 63,800 |
| 07/07/2026 | $198.68 | $198.68 | $194.98 | $196.31 | 78,700 |
| 06/07/2026 | $198.21 | $200.00 | $198.21 | $198.65 | 115,100 |
| 02/07/2026 | $201.06 | $203.28 | $196.47 | $197.59 | 218,100 |