Summary
IWP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return -1.25% Volatility 22.93% Sharpe 0.17
Official loaded data — not a live quote.

ISHARES RUSSELL MID-CAP GROWTH ETF

Symbol: IWP

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Growth

Inception date: 17/07/2001

Latest date: 17/07/2026

Current price: $137.59

Expense ratio: 0.23%

Assets under management
$21.6B
1.30% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-2.15%

Ann. -46.26% (Sharpe / Sortino numerator)

Volatility

23.39%

Sharpe ratio

-2.133

VaR 95%

-2.36%

CVaR 95%: -2.38%
Max drawdown: -9.22%
Sortino ratio: -3.881
Calmar ratio: -5.02

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

-0.00%

Ann. -23.99% (Sharpe / Sortino numerator)

Volatility

20.51%

Sharpe ratio

-1.347

VaR 95%

-2.30%

CVaR 95%: -2.36%
Max drawdown: -12.87%
Sortino ratio: -2.207
Calmar ratio: -1.86

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

-0.25%

Ann. -18.85% (Sharpe / Sortino numerator)

Volatility

18.64%

Sharpe ratio

-1.206

VaR 95%

-2.28%

CVaR 95%: -2.42%
Max drawdown: -14.82%
Sortino ratio: -1.801
Calmar ratio: -1.27

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

-1.25%

Ann. 7.50% (Sharpe / Sortino numerator)

Volatility

22.93%

Sharpe ratio

0.169

VaR 95%

-2.27%

CVaR 95%: -3.22%
Max drawdown: -14.82%
Sortino ratio: 0.232
Calmar ratio: 0.51

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

23.04%

Ann. 7.80% (Sharpe / Sortino numerator)

Volatility

21.06%

Sharpe ratio

0.198

VaR 95%

-2.21%

CVaR 95%: -3.04%
Max drawdown: -25.20%
Sortino ratio: 0.269
Calmar ratio: 0.31

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

39.61%

Ann. 12.89% (Sharpe / Sortino numerator)

Volatility

19.19%

Sharpe ratio

0.483

VaR 95%

-1.91%

CVaR 95%: -2.75%
Max drawdown: -25.20%
Sortino ratio: 0.667
Calmar ratio: 0.51

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

0.001%

Best day

3.64%

31/03/2026
Worst day

-2.851%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $135.83 $138.65 $135.60 $137.59 967,200
16/07/2026 $139.30 $139.81 $137.90 $138.37 707,600
15/07/2026 $142.56 $142.83 $139.22 $140.33 545,100
14/07/2026 $141.70 $142.79 $141.29 $141.56 479,000
13/07/2026 $141.75 $142.26 $140.22 $140.70 584,300
10/07/2026 $144.04 $144.09 $141.25 $142.55 1,183,200
09/07/2026 $143.15 $144.82 $143.07 $143.91 563,000
08/07/2026 $140.61 $141.71 $139.33 $141.59 632,700
07/07/2026 $143.53 $143.90 $141.04 $141.94 544,900
06/07/2026 $143.20 $145.06 $143.20 $144.21 945,500