Summary
IWV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.60% Volatility 18.35% Sharpe 0.75
Official loaded data — not a live quote.

ISHARES RUSSELL 3000 ETF

Symbol: IWV

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 22/05/2000

Latest date: 17/07/2026

Current price: $423.41

Expense ratio: 0.20%

Assets under management
$19.5B
0.32% 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

0.76%

Ann. -37.82% (Sharpe / Sortino numerator)

Volatility

18.24%

Sharpe ratio

-2.273

VaR 95%

-1.70%

CVaR 95%: -1.73%
Max drawdown: -7.52%
Sortino ratio: -4.205
Calmar ratio: -5.03

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

4.95%

Ann. -13.96% (Sharpe / Sortino numerator)

Volatility

14.54%

Sharpe ratio

-1.210

VaR 95%

-1.61%

CVaR 95%: -1.76%
Max drawdown: -9.07%
Sortino ratio: -1.845
Calmar ratio: -1.54

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

10.06%

Ann. -3.02% (Sharpe / Sortino numerator)

Volatility

13.74%

Sharpe ratio

-0.484

VaR 95%

-1.59%

CVaR 95%: -1.88%
Max drawdown: -9.07%
Sortino ratio: -0.681
Calmar ratio: -0.33

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

19.60%

Ann. 17.37% (Sharpe / Sortino numerator)

Volatility

18.35%

Sharpe ratio

0.749

VaR 95%

-1.60%

CVaR 95%: -2.62%
Max drawdown: -9.07%
Sortino ratio: 0.942
Calmar ratio: 1.91

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.

Period total return

36.14%

Ann. 13.36% (Sharpe / Sortino numerator)

Volatility

16.43%

Sharpe ratio

0.592

VaR 95%

-1.62%

CVaR 95%: -2.39%
Max drawdown: -19.28%
Sortino ratio: 0.752
Calmar ratio: 0.69

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

68.73%

Ann. 18.00% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.954

VaR 95%

-1.49%

CVaR 95%: -2.14%
Max drawdown: -19.28%
Sortino ratio: 1.263
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.

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

0.075%

Best day

2.987%

31/03/2026
Worst day

-2.679%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $422.07 $425.61 $421.96 $423.41 136,500
16/07/2026 $428.49 $429.57 $425.86 $427.54 346,500
15/07/2026 $429.04 $430.03 $427.05 $429.48 111,700
14/07/2026 $427.39 $428.89 $426.67 $427.95 104,400
13/07/2026 $428.06 $429.14 $425.79 $426.46 93,800
10/07/2026 $428.94 $429.94 $426.13 $429.57 85,100
09/07/2026 $425.43 $428.63 $425.10 $428.40 98,500
08/07/2026 $423.90 $424.98 $421.35 $424.96 103,800
07/07/2026 $428.03 $428.42 $424.95 $426.36 110,600
06/07/2026 $427.01 $429.24 $426.77 $428.44 476,000