Summary
IYH
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 12.33% Volatility 17.94% Sharpe -0.01
Official loaded data — not a live quote.

ISHARES U.S. HEALTHCARE ETF

Symbol: IYH

Exchange: NYSE

Sector: Healthcare

Category: Health

Inception date: 12/06/2000

Latest date: 02/06/2026

Current price: $61.59

Expense ratio: 0.38%

Assets under management
$2.8B
-0.36% 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

1.02%

Ann. -51.63% (Sharpe / Sortino numerator)

Volatility

16.56%

Sharpe ratio

-3.337

VaR 95%

-1.87%

CVaR 95%: -1.91%
Max drawdown: -8.03%
Sortino ratio: -5.559
Calmar ratio: -6.43

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

-6.51%

Ann. -21.14% (Sharpe / Sortino numerator)

Volatility

15.25%

Sharpe ratio

-1.625

VaR 95%

-1.53%

CVaR 95%: -1.79%
Max drawdown: -10.80%
Sortino ratio: -3.005
Calmar ratio: -1.96

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

-4.82%

Ann. 4.92% (Sharpe / Sortino numerator)

Volatility

14.10%

Sharpe ratio

0.091

VaR 95%

-1.30%

CVaR 95%: -1.66%
Max drawdown: -10.80%
Sortino ratio: 0.162
Calmar ratio: 0.46

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

12.33%

Ann. 3.52% (Sharpe / Sortino numerator)

Volatility

17.94%

Sharpe ratio

-0.006

VaR 95%

-1.74%

CVaR 95%: -2.65%
Max drawdown: -10.80%
Sortino ratio: -0.009
Calmar ratio: 0.33

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

3.87%

Ann. 2.10% (Sharpe / Sortino numerator)

Volatility

15.20%

Sharpe ratio

-0.100

VaR 95%

-1.46%

CVaR 95%: -2.22%
Max drawdown: -17.91%
Sortino ratio: -0.140
Calmar ratio: 0.12

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

15.87%

Ann. 5.33% (Sharpe / Sortino numerator)

Volatility

13.87%

Sharpe ratio

0.122

VaR 95%

-1.28%

CVaR 95%: -1.99%
Max drawdown: -17.91%
Sortino ratio: 0.172
Calmar ratio: 0.30

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

0.051%

Best day

3.014%

01/10/2025
Worst day

-2.644%

31/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $61.81 $61.96 $61.19 $61.59 389,800
01/06/2026 $62.55 $62.66 $62.08 $62.30 429,200
29/05/2026 $63.50 $63.53 $62.89 $63.03 396,700
28/05/2026 $62.79 $63.67 $62.76 $63.52 1,641,200
27/05/2026 $62.55 $63.18 $62.40 $62.60 536,500
26/05/2026 $63.13 $63.13 $62.43 $62.50 1,579,100
22/05/2026 $62.64 $63.22 $62.46 $62.98 2,048,700
21/05/2026 $61.74 $62.37 $61.31 $62.29 209,900
20/05/2026 $61.93 $62.16 $61.52 $61.89 403,100
19/05/2026 $61.11 $62.12 $60.78 $61.84 607,100