Summary
IYC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 0.38% Volatility 19.89% Sharpe 0.20
Official loaded data — not a live quote.

ISHARES U.S. CONSUMER DISCRETIONARY ETF

Symbol: IYC

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 12/06/2000

Latest date: 17/07/2026

Current price: $100.38

Expense ratio: 0.38%

Assets under management
$1.2B
-0.50% 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

0.31%

Ann. -42.67% (Sharpe / Sortino numerator)

Volatility

19.40%

Sharpe ratio

-2.387

VaR 95%

-2.05%

CVaR 95%: -2.10%
Max drawdown: -8.12%
Sortino ratio: -4.176
Calmar ratio: -5.25

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

-4.15%

Ann. -20.91% (Sharpe / Sortino numerator)

Volatility

16.46%

Sharpe ratio

-1.491

VaR 95%

-1.91%

CVaR 95%: -2.05%
Max drawdown: -12.08%
Sortino ratio: -2.380
Calmar ratio: -1.73

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

-3.06%

Ann. -13.60% (Sharpe / Sortino numerator)

Volatility

15.30%

Sharpe ratio

-1.127

VaR 95%

-1.87%

CVaR 95%: -2.02%
Max drawdown: -12.08%
Sortino ratio: -1.794
Calmar ratio: -1.13

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

0.38%

Ann. 7.55% (Sharpe / Sortino numerator)

Volatility

19.89%

Sharpe ratio

0.197

VaR 95%

-1.91%

CVaR 95%: -2.67%
Max drawdown: -12.08%
Sortino ratio: 0.287
Calmar ratio: 0.63

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

21.31%

Ann. 10.25% (Sharpe / Sortino numerator)

Volatility

18.48%

Sharpe ratio

0.358

VaR 95%

-1.90%

CVaR 95%: -2.64%
Max drawdown: -21.62%
Sortino ratio: 0.504
Calmar ratio: 0.47

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

39.77%

Ann. 15.10% (Sharpe / Sortino numerator)

Volatility

17.38%

Sharpe ratio

0.660

VaR 95%

-1.69%

CVaR 95%: -2.43%
Max drawdown: -21.62%
Sortino ratio: 0.953
Calmar ratio: 0.70

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

0.006%

Best day

2.724%

31/03/2026
Worst day

-2.323%

17/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $100.88 $101.55 $100.27 $100.38 120,300
16/07/2026 $101.40 $102.36 $101.40 $102.07 162,300
15/07/2026 $100.66 $102.03 $100.66 $101.25 90,100
14/07/2026 $100.59 $100.89 $100.23 $100.41 102,500
13/07/2026 $101.73 $101.86 $100.50 $100.80 130,200
10/07/2026 $101.41 $101.75 $100.84 $101.23 108,700
09/07/2026 $99.73 $101.08 $99.61 $101.08 63,700
08/07/2026 $100.94 $100.94 $99.78 $100.33 87,100
07/07/2026 $102.72 $102.93 $101.52 $101.63 57,300
06/07/2026 $102.22 $102.22 $101.02 $101.92 71,000