ISHARES U.S. FINANCIAL SERVICES ETF
Symbol: IYG
Exchange: NYSE
Sector: Financial_Services
Category: Financial
Inception date: 12/06/2000
Latest date: 02/06/2026
Current price: $86.96
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
-0.02%
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
1.82%
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
-1.44%
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
7.31%
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
35.77%
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
75.63%
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: 02/06/2025 - 02/06/2026.
Average daily return
0.033%
Best day
2.708%
Worst day
-3.74%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/06/2026 | $86.56 | $87.26 | $86.30 | $86.96 | 65,700 |
| 01/06/2026 | $86.74 | $87.23 | $86.48 | $86.96 | 63,300 |
| 29/05/2026 | $86.71 | $87.61 | $86.71 | $87.35 | 47,600 |
| 28/05/2026 | $86.47 | $86.78 | $86.25 | $86.68 | 221,400 |
| 27/05/2026 | $87.35 | $87.67 | $86.60 | $86.88 | 387,600 |
| 26/05/2026 | $87.71 | $88.12 | $87.32 | $87.53 | 94,500 |
| 22/05/2026 | $87.48 | $87.84 | $87.43 | $87.55 | 80,600 |
| 21/05/2026 | $86.70 | $87.28 | $86.39 | $87.20 | 71,400 |
| 20/05/2026 | $86.13 | $87.07 | $85.91 | $87.01 | 851,100 |
| 19/05/2026 | $86.79 | $86.94 | $85.82 | $85.91 | 41,900 |