Summary
IYF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 10.84% 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: 17/07/2026

Current price: $133.63

Expense ratio: 0.38%

Assets under management
$3.9B
-0.17% 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

3.68%

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

6.93%

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

6.10%

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

10.84%

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

35.79%

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

82.18%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.045%

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
17/07/2026 $133.86 $135.27 $133.34 $133.63 128,000
16/07/2026 $134.63 $134.93 $133.85 $134.56 1,075,500
15/07/2026 $133.60 $135.00 $133.60 $134.50 190,700
14/07/2026 $132.50 $135.05 $132.44 $133.64 202,700
13/07/2026 $133.47 $133.75 $132.26 $133.30 503,700
10/07/2026 $133.47 $133.62 $132.33 $132.95 162,600
09/07/2026 $131.52 $132.95 $131.36 $132.50 71,900
08/07/2026 $132.93 $132.93 $131.08 $131.23 446,500
07/07/2026 $134.26 $134.72 $133.50 $133.60 385,700
06/07/2026 $132.06 $133.62 $132.06 $133.62 860,600