Summary
IYF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.40% Volatility 19.53% Sharpe 0.07
Official loaded data — not a live quote.

ISHARES U.S. FINANCIALS ETF

Symbol: IYF

Exchange: NYSE

Sector: Financial_Services

Category: Financial

Inception date: 22/05/2000

Latest date: 02/06/2026

Current price: $123.02

Expense ratio: 0.38%

Assets under management
$3.4B
0.81% 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

0.13%

Ann. -27.57% (Sharpe / Sortino numerator)

Volatility

15.72%

Sharpe ratio

-1.985

VaR 95%

-1.65%

CVaR 95%: -2.02%
Max drawdown: -6.70%
Sortino ratio: -2.805
Calmar ratio: -4.11

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

0.89%

Ann. -30.85% (Sharpe / Sortino numerator)

Volatility

17.86%

Sharpe ratio

-1.931

VaR 95%

-2.23%

CVaR 95%: -2.51%
Max drawdown: -14.30%
Sortino ratio: -2.654
Calmar ratio: -2.16

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

-0.59%

Ann. -9.15% (Sharpe / Sortino numerator)

Volatility

16.01%

Sharpe ratio

-0.798

VaR 95%

-1.96%

CVaR 95%: -2.48%
Max drawdown: -14.30%
Sortino ratio: -1.026
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.

Period total return

7.40%

Ann. 4.98% (Sharpe / Sortino numerator)

Volatility

19.53%

Sharpe ratio

0.069

VaR 95%

-1.87%

CVaR 95%: -3.06%
Max drawdown: -14.30%
Sortino ratio: 0.081
Calmar ratio: 0.35

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

32.96%

Ann. 13.40% (Sharpe / Sortino numerator)

Volatility

18.28%

Sharpe ratio

0.535

VaR 95%

-1.75%

CVaR 95%: -2.72%
Max drawdown: -16.60%
Sortino ratio: 0.678
Calmar ratio: 0.81

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

76.47%

Ann. 20.27% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

0.981

VaR 95%

-1.67%

CVaR 95%: -2.45%
Max drawdown: -16.60%
Sortino ratio: 1.286
Calmar ratio: 1.22

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.032%

Best day

2.624%

08/04/2026
Worst day

-2.928%

23/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $122.03 $123.46 $121.59 $123.02 161,200
01/06/2026 $122.00 $122.93 $121.78 $122.55 136,300
29/05/2026 $122.24 $123.16 $121.92 $122.86 118,200
28/05/2026 $121.96 $122.65 $121.59 $122.17 108,700
27/05/2026 $123.65 $123.97 $122.19 $122.51 319,900
26/05/2026 $124.07 $124.64 $123.52 $123.81 88,000
22/05/2026 $123.78 $124.26 $123.61 $123.79 76,200
21/05/2026 $122.52 $123.50 $122.11 $123.40 150,000
20/05/2026 $121.88 $123.16 $120.95 $122.97 140,700
19/05/2026 $122.73 $122.93 $121.42 $121.52 1,101,800