ISHARES U.S. CONSUMER STAPLES ETF
Symbol: IYK
Exchange: NYSE
Sector: Consumer_Defensive
Category: Consumer Defensive
Inception date: 12/06/2000
Latest date: 17/07/2026
Current price: $74.78
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
3.76%
Ann. -62.04% (Sharpe / Sortino numerator)
Volatility
14.06%
Sharpe ratio
-4.671
VaR 95%
-2.13%
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
7.07%
Ann. 21.26% (Sharpe / Sortino numerator)
Volatility
14.36%
Sharpe ratio
1.228
VaR 95%
-1.13%
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
8.57%
Ann. 7.94% (Sharpe / Sortino numerator)
Volatility
12.83%
Sharpe ratio
0.336
VaR 95%
-1.09%
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
8.95%
Ann. 0.34% (Sharpe / Sortino numerator)
Volatility
13.58%
Sharpe ratio
-0.242
VaR 95%
-1.29%
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
16.24%
Ann. 4.89% (Sharpe / Sortino numerator)
Volatility
12.67%
Sharpe ratio
0.099
VaR 95%
-1.21%
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
21.69%
Ann. 4.33% (Sharpe / Sortino numerator)
Volatility
11.88%
Sharpe ratio
0.059
VaR 95%
-1.15%
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.
Average daily return
0.038%
Best day
2.927%
Worst day
-2.518%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $75.83 | $76.44 | $74.36 | $74.78 | 368,100 |
| 16/07/2026 | $73.72 | $75.25 | $73.72 | $75.25 | 120,000 |
| 15/07/2026 | $72.83 | $73.63 | $72.75 | $73.11 | 164,300 |
| 14/07/2026 | $74.12 | $74.12 | $73.03 | $73.09 | 176,300 |
| 13/07/2026 | $74.17 | $75.03 | $74.00 | $74.18 | 101,100 |
| 10/07/2026 | $73.16 | $73.88 | $73.16 | $73.78 | 93,200 |
| 09/07/2026 | $73.70 | $73.88 | $73.04 | $73.15 | 91,900 |
| 08/07/2026 | $75.02 | $75.09 | $74.31 | $74.32 | 90,800 |
| 07/07/2026 | $75.24 | $76.02 | $74.65 | $75.06 | 193,400 |
| 06/07/2026 | $74.61 | $74.78 | $73.44 | $74.14 | 345,300 |