Summary
IYJ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 13.02% Volatility 19.67% Sharpe 0.50
Official loaded data — not a live quote.

ISHARES U.S. INDUSTRIALS ETF

Symbol: IYJ

Exchange: BATS

Sector: Industrials

Category: Industrials

Inception date: 12/06/2000

Latest date: 17/07/2026

Current price: $162.84

Expense ratio: 0.38%

Assets under management
$1.9B
-0.06% 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

0.75%

Ann. -60.24% (Sharpe / Sortino numerator)

Volatility

20.69%

Sharpe ratio

-3.087

VaR 95%

-1.91%

CVaR 95%: -2.21%
Max drawdown: -10.13%
Sortino ratio: -5.786
Calmar ratio: -5.94

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

2.67%

Ann. -3.79% (Sharpe / Sortino numerator)

Volatility

18.06%

Sharpe ratio

-0.411

VaR 95%

-1.92%

CVaR 95%: -2.19%
Max drawdown: -11.48%
Sortino ratio: -0.652
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

6.78%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

16.36%

Sharpe ratio

-0.023

VaR 95%

-1.73%

CVaR 95%: -2.10%
Max drawdown: -11.48%
Sortino ratio: -0.037
Calmar ratio: 0.28

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

13.02%

Ann. 13.44% (Sharpe / Sortino numerator)

Volatility

19.67%

Sharpe ratio

0.498

VaR 95%

-1.72%

CVaR 95%: -2.77%
Max drawdown: -11.48%
Sortino ratio: 0.655
Calmar ratio: 1.17

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

32.29%

Ann. 10.44% (Sharpe / Sortino numerator)

Volatility

17.39%

Sharpe ratio

0.392

VaR 95%

-1.69%

CVaR 95%: -2.46%
Max drawdown: -19.67%
Sortino ratio: 0.542
Calmar ratio: 0.53

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

54.15%

Ann. 15.15% (Sharpe / Sortino numerator)

Volatility

16.09%

Sharpe ratio

0.716

VaR 95%

-1.49%

CVaR 95%: -2.23%
Max drawdown: -19.67%
Sortino ratio: 1.017
Calmar ratio: 0.77

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

3.798%

08/04/2026
Worst day

-3.07%

10/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $162.94 $164.10 $162.71 $162.84 31,200
16/07/2026 $162.26 $163.98 $162.26 $163.80 19,700
15/07/2026 $163.89 $163.89 $161.67 $163.25 37,200
14/07/2026 $163.88 $164.75 $162.98 $163.30 106,100
13/07/2026 $163.55 $164.21 $162.48 $162.93 17,800
10/07/2026 $163.47 $164.01 $162.57 $163.68 30,300
09/07/2026 $163.09 $163.61 $162.52 $162.83 42,400
08/07/2026 $163.30 $163.32 $160.71 $161.72 43,100
07/07/2026 $166.86 $166.86 $163.43 $164.39 43,800
06/07/2026 $166.88 $167.67 $166.78 $167.51 24,100