Summary
IWR
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 18.20% Volatility 19.01% Sharpe 0.60
Official loaded data — not a live quote.

ISHARES RUSSELL MID-CAP ETF

Symbol: IWR

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 17/07/2001

Latest date: 17/07/2026

Current price: $109.34

Expense ratio: 0.18%

Assets under management
$57.0B
0.15% 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

1.69%

Ann. -39.23% (Sharpe / Sortino numerator)

Volatility

18.69%

Sharpe ratio

-2.294

VaR 95%

-1.78%

CVaR 95%: -1.89%
Max drawdown: -7.00%
Sortino ratio: -4.650
Calmar ratio: -5.61

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

5.23%

Ann. 4.33% (Sharpe / Sortino numerator)

Volatility

15.74%

Sharpe ratio

0.044

VaR 95%

-1.59%

CVaR 95%: -1.75%
Max drawdown: -8.17%
Sortino ratio: 0.071
Calmar ratio: 0.53

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

10.76%

Ann. 3.78% (Sharpe / Sortino numerator)

Volatility

14.85%

Sharpe ratio

0.010

VaR 95%

-1.58%

CVaR 95%: -1.87%
Max drawdown: -8.17%
Sortino ratio: 0.015
Calmar ratio: 0.46

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

18.20%

Ann. 15.00% (Sharpe / Sortino numerator)

Volatility

19.01%

Sharpe ratio

0.598

VaR 95%

-1.57%

CVaR 95%: -2.69%
Max drawdown: -8.33%
Sortino ratio: 0.771
Calmar ratio: 1.80

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

32.80%

Ann. 10.40% (Sharpe / Sortino numerator)

Volatility

16.85%

Sharpe ratio

0.402

VaR 95%

-1.56%

CVaR 95%: -2.36%
Max drawdown: -21.09%
Sortino ratio: 0.547
Calmar ratio: 0.49

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

51.75%

Ann. 13.53% (Sharpe / Sortino numerator)

Volatility

15.92%

Sharpe ratio

0.622

VaR 95%

-1.53%

CVaR 95%: -2.17%
Max drawdown: -21.09%
Sortino ratio: 0.883
Calmar ratio: 0.64

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

0.07%

Best day

2.688%

08/04/2026
Worst day

-2.57%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $109.18 $110.20 $109.08 $109.34 15,965,500
16/07/2026 $109.27 $110.19 $109.27 $110.03 1,134,300
15/07/2026 $110.07 $110.24 $109.11 $109.51 1,001,400
14/07/2026 $110.08 $110.53 $109.59 $109.80 1,087,400
13/07/2026 $109.96 $110.56 $109.53 $109.78 2,250,300
10/07/2026 $110.33 $110.49 $109.34 $110.02 2,942,100
09/07/2026 $109.45 $110.48 $109.44 $110.00 2,065,600
08/07/2026 $109.31 $109.41 $108.25 $108.95 1,073,400
07/07/2026 $110.72 $111.01 $109.87 $109.98 2,824,800
06/07/2026 $110.36 $110.92 $110.33 $110.61 1,844,700