ISHARES MICRO-CAP ETF
Symbol: IWC
Exchange: NYSE
Sector: Healthcare
Category: Small Blend
Inception date: 12/08/2005
Latest date: 02/06/2026
Current price: $191.33
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
5.08%
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
12.62%
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
25.02%
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
61.79%
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
67.47%
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
83.95%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.203%
Best day
4.467%
Worst day
-3.21%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $190.68 | $192.90 | $190.68 | $191.33 | 47,000 |
| 01/06/2026 | $190.66 | $192.57 | $188.69 | $191.51 | 70,100 |
| 29/05/2026 | $193.05 | $193.05 | $189.05 | $191.12 | 52,900 |
| 28/05/2026 | $192.20 | $193.24 | $190.20 | $192.93 | 40,800 |
| 27/05/2026 | $191.35 | $193.10 | $190.12 | $191.91 | 74,700 |
| 26/05/2026 | $189.71 | $191.54 | $189.21 | $190.80 | 53,700 |
| 22/05/2026 | $186.43 | $187.57 | $185.89 | $186.76 | 157,500 |
| 21/05/2026 | $180.71 | $185.97 | $180.09 | $185.31 | 86,400 |
| 20/05/2026 | $177.47 | $181.57 | $177.26 | $181.42 | 80,500 |
| 19/05/2026 | $177.45 | $178.35 | $174.44 | $176.56 | 119,900 |