Summary
IYJ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 14.68% 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: 02/06/2026

Current price: $157.47

Expense ratio: 0.38%

Assets under management
$2.0B
0.37% 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

1.06%

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

-2.64%

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

9.23%

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

14.68%

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

32.65%

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

60.67%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

3.798%

08/04/2026
Worst day

-2.474%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $156.89 $157.96 $156.31 $157.47 52,700
01/06/2026 $156.88 $157.10 $155.37 $156.82 46,100
29/05/2026 $157.66 $158.43 $157.41 $157.88 33,700
28/05/2026 $157.72 $158.36 $156.59 $158.06 20,400
27/05/2026 $158.84 $158.84 $158.24 $158.35 18,100
26/05/2026 $157.43 $158.29 $157.30 $158.15 39,400
22/05/2026 $155.88 $156.89 $155.67 $156.14 22,300
21/05/2026 $154.14 $155.65 $153.47 $155.00 58,900
20/05/2026 $153.83 $155.48 $152.69 $155.32 94,800
19/05/2026 $154.15 $154.15 $152.91 $153.16 891,900