Summary
IWD
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 28.61% Volatility 15.74% Sharpe 0.76
Official loaded data — not a live quote.

ISHARES RUSSELL 1000 VALUE ETF

Symbol: IWD

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 22/05/2000

Latest date: 17/07/2026

Current price: $248.03

Expense ratio: 0.18%

Assets under management
$79.7B
-0.27% 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

3.18%

Ann. -35.42% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

-2.668

VaR 95%

-1.31%

CVaR 95%: -1.33%
Max drawdown: -5.84%
Sortino ratio: -4.955
Calmar ratio: -6.07

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

9.54%

Ann. 6.51% (Sharpe / Sortino numerator)

Volatility

12.32%

Sharpe ratio

0.234

VaR 95%

-1.29%

CVaR 95%: -1.34%
Max drawdown: -7.04%
Sortino ratio: 0.355
Calmar ratio: 0.93

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

15.66%

Ann. 12.73% (Sharpe / Sortino numerator)

Volatility

11.73%

Sharpe ratio

0.776

VaR 95%

-1.23%

CVaR 95%: -1.42%
Max drawdown: -7.04%
Sortino ratio: 1.189
Calmar ratio: 1.81

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

28.61%

Ann. 15.59% (Sharpe / Sortino numerator)

Volatility

15.74%

Sharpe ratio

0.760

VaR 95%

-1.26%

CVaR 95%: -2.22%
Max drawdown: -8.04%
Sortino ratio: 0.911
Calmar ratio: 1.94

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

40.59%

Ann. 12.17% (Sharpe / Sortino numerator)

Volatility

13.90%

Sharpe ratio

0.614

VaR 95%

-1.26%

CVaR 95%: -1.94%
Max drawdown: -15.71%
Sortino ratio: 0.804
Calmar ratio: 0.77

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

64.80%

Ann. 14.35% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.823

VaR 95%

-1.22%

CVaR 95%: -1.77%
Max drawdown: -15.71%
Sortino ratio: 1.127
Calmar ratio: 0.91

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

0.103%

Best day

2.432%

08/04/2026
Worst day

-2.091%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $248.71 $250.50 $247.71 $248.03 1,516,800
16/07/2026 $248.03 $249.57 $247.97 $249.46 1,285,500
15/07/2026 $246.61 $248.23 $246.61 $247.28 1,131,000
14/07/2026 $246.86 $247.74 $246.06 $246.37 1,062,400
13/07/2026 $247.40 $248.66 $247.26 $247.62 1,682,700
10/07/2026 $247.32 $247.46 $245.66 $246.84 1,205,900
09/07/2026 $244.68 $246.46 $244.42 $246.38 1,669,600
08/07/2026 $246.80 $247.07 $244.80 $245.20 1,524,600
07/07/2026 $248.91 $249.26 $247.56 $247.74 1,262,900
06/07/2026 $246.96 $247.48 $246.06 $247.24 1,987,800