ISHARES U.S. FINANCIAL SERVICES ETF
Symbol: IYG
Exchange: NYSE
Sector: Financial_Services
Category: Financial
Inception date: 12/06/2000
Latest date: 15/10/2026
Current price: $92.51
Expense ratio: 0.37%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.04%
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
-2.95%
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
5.76%
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
5.66%
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
27.93%
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
85.44%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.027%
Best day
2.815%
Worst day
-3.741%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $91.74 | $92.66 | $91.24 | $92.51 | 79,200 |
| 14/10/2026 | $91.05 | $91.29 | $90.76 | $91.29 | 259,100 |
| 13/10/2026 | $93.10 | $93.49 | $91.75 | $91.94 | 89,400 |
| 12/10/2026 | $92.18 | $92.70 | $92.18 | $92.55 | 182,400 |
| 09/10/2026 | $91.10 | $92.22 | $91.10 | $92.07 | 250,800 |
| 08/10/2026 | $89.89 | $91.23 | $89.89 | $91.07 | 865,800 |
| 07/10/2026 | $90.09 | $90.46 | $89.78 | $90.43 | 136,500 |
| 06/10/2026 | $90.99 | $91.51 | $90.82 | $90.96 | 60,300 |
| 05/10/2026 | $90.16 | $90.99 | $89.93 | $90.76 | 70,300 |
| 02/10/2026 | $90.29 | $90.51 | $89.74 | $90.17 | 81,400 |