Summary
IWN
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 37.58% Volatility 21.77% Sharpe 1.10
Official loaded data — not a live quote.

ISHARES RUSSELL 2000 VALUE ETF

Symbol: IWN

Exchange: NYSE

Sector: Financial_Services

Category: Small Value

Inception date: 24/07/2000

Latest date: 17/07/2026

Current price: $222.34

Expense ratio: 0.24%

Assets under management
$14.5B
-0.05% 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

4.05%

Ann. -29.43% (Sharpe / Sortino numerator)

Volatility

21.05%

Sharpe ratio

-1.571

VaR 95%

-1.91%

CVaR 95%: -1.98%
Max drawdown: -7.14%
Sortino ratio: -3.099
Calmar ratio: -4.12

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

8.09%

Ann. 22.39% (Sharpe / Sortino numerator)

Volatility

18.67%

Sharpe ratio

1.005

VaR 95%

-1.75%

CVaR 95%: -1.89%
Max drawdown: -8.70%
Sortino ratio: 1.689
Calmar ratio: 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

16.05%

Ann. 18.02% (Sharpe / Sortino numerator)

Volatility

18.44%

Sharpe ratio

0.781

VaR 95%

-1.81%

CVaR 95%: -2.16%
Max drawdown: -8.70%
Sortino ratio: 1.285
Calmar ratio: 2.07

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

37.58%

Ann. 27.67% (Sharpe / Sortino numerator)

Volatility

21.77%

Sharpe ratio

1.104

VaR 95%

-1.85%

CVaR 95%: -2.95%
Max drawdown: -8.70%
Sortino ratio: 1.545
Calmar ratio: 3.18

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

36.31%

Ann. 13.46% (Sharpe / Sortino numerator)

Volatility

20.91%

Sharpe ratio

0.470

VaR 95%

-1.87%

CVaR 95%: -2.86%
Max drawdown: -26.71%
Sortino ratio: 0.688
Calmar ratio: 0.50

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

61.46%

Ann. 14.01% (Sharpe / Sortino numerator)

Volatility

20.70%

Sharpe ratio

0.502

VaR 95%

-1.84%

CVaR 95%: -2.70%
Max drawdown: -26.71%
Sortino ratio: 0.788
Calmar ratio: 0.52

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.

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

0.133%

Best day

4.311%

22/08/2025
Worst day

-3.011%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $222.46 $224.42 $221.35 $222.34 472,300
16/07/2026 $220.88 $224.38 $220.88 $224.18 655,900
15/07/2026 $220.27 $222.47 $220.23 $221.29 370,500
14/07/2026 $220.74 $221.04 $219.45 $219.60 454,500
13/07/2026 $220.00 $221.11 $219.33 $219.78 438,700
10/07/2026 $219.94 $220.39 $218.74 $219.97 322,100
09/07/2026 $218.31 $220.03 $218.02 $219.50 445,700
08/07/2026 $218.76 $218.86 $216.48 $217.68 411,200
07/07/2026 $221.68 $222.62 $219.95 $220.18 531,100
06/07/2026 $221.25 $222.47 $220.93 $221.74 411,100