ISHARES U.S. CONSUMER DISCRETIONARY ETF
Symbol: IYC
Exchange: NYSE
Sector: Consumer_Cyclical
Category: Consumer Cyclical
Inception date: 12/06/2000
Latest date: 15/10/2026
Current price: $99.50
Expense ratio: 0.37%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.51%
Ann. -42.67% (Sharpe / Sortino numerator)
Volatility
19.40%
Sharpe ratio
-2.387
VaR 95%
-2.05%
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
-1.58%
Ann. -20.91% (Sharpe / Sortino numerator)
Volatility
16.46%
Sharpe ratio
-1.491
VaR 95%
-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
-3.57%
Ann. -13.60% (Sharpe / Sortino numerator)
Volatility
15.30%
Sharpe ratio
-1.127
VaR 95%
-1.87%
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
-3.36%
Ann. 7.55% (Sharpe / Sortino numerator)
Volatility
19.89%
Sharpe ratio
0.197
VaR 95%
-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
14.55%
Ann. 10.25% (Sharpe / Sortino numerator)
Volatility
18.48%
Sharpe ratio
0.358
VaR 95%
-1.90%
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
50.84%
Ann. 15.10% (Sharpe / Sortino numerator)
Volatility
17.38%
Sharpe ratio
0.660
VaR 95%
-1.69%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
-0.009%
Best day
2.724%
Worst day
-2.963%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $98.23 | $99.59 | $98.23 | $99.50 | 112,800 |
| 14/10/2026 | $97.50 | $97.59 | $96.83 | $97.54 | 188,400 |
| 13/10/2026 | $97.93 | $98.42 | $97.70 | $97.72 | 198,500 |
| 12/10/2026 | $97.92 | $97.97 | $97.47 | $97.76 | 250,300 |
| 09/10/2026 | $97.79 | $98.03 | $97.58 | $97.90 | 70,500 |
| 08/10/2026 | $96.19 | $97.35 | $96.16 | $97.27 | 187,000 |
| 07/10/2026 | $96.03 | $96.62 | $95.86 | $96.49 | 87,000 |
| 06/10/2026 | $95.71 | $96.59 | $95.71 | $96.59 | 63,200 |
| 05/10/2026 | $94.96 | $95.72 | $94.81 | $95.52 | 180,000 |
| 02/10/2026 | $95.30 | $95.59 | $94.83 | $95.12 | 87,800 |