ISHARES U.S. FINANCIAL SERVICES ETF
Symbol: IYG
Exchange: NYSE
Sector: Financial_Services
Category: Financial
Inception date: 12/06/2000
Latest date: 17/07/2026
Current price: $94.50
Expense ratio: 0.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.31%
Ann. -25.28% (Sharpe / Sortino numerator)
Volatility
17.03%
Sharpe ratio
-1.698
VaR 95%
-1.85%
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
7.20%
Ann. -36.16% (Sharpe / Sortino numerator)
Volatility
19.97%
Sharpe ratio
-1.992
VaR 95%
-2.51%
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
5.42%
Ann. -11.35% (Sharpe / Sortino numerator)
Volatility
17.60%
Sharpe ratio
-0.851
VaR 95%
-2.24%
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. 5.72% (Sharpe / Sortino numerator)
Volatility
20.95%
Sharpe ratio
0.100
VaR 95%
-2.18%
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
38.59%
Ann. 13.88% (Sharpe / Sortino numerator)
Volatility
19.30%
Sharpe ratio
0.531
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
79.65%
Ann. 19.82% (Sharpe / Sortino numerator)
Volatility
17.94%
Sharpe ratio
0.902
VaR 95%
-1.77%
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.
Average daily return
0.043%
Best day
2.815%
Worst day
-3.74%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $95.14 | $95.59 | $94.31 | $94.50 | 93,900 |
| 16/07/2026 | $95.89 | $95.95 | $95.16 | $95.73 | 67,600 |
| 15/07/2026 | $94.97 | $95.94 | $94.97 | $95.59 | 82,200 |
| 14/07/2026 | $93.52 | $95.55 | $93.52 | $94.60 | 75,800 |
| 13/07/2026 | $93.98 | $94.09 | $93.36 | $94.00 | 72,100 |
| 10/07/2026 | $94.03 | $94.09 | $93.19 | $93.62 | 699,200 |
| 09/07/2026 | $92.42 | $93.58 | $92.36 | $93.39 | 288,500 |
| 08/07/2026 | $93.54 | $93.54 | $92.09 | $92.13 | 86,900 |
| 07/07/2026 | $94.66 | $95.00 | $94.06 | $94.11 | 71,900 |
| 06/07/2026 | $93.58 | $94.53 | $93.53 | $94.52 | 166,900 |