ISHARES MORNINGSTAR MULTI-ASSET INCOME ETF
Symbol: IYLD
Exchange: BATS
Sector: Financial_Services
Category: Global Moderately Conservative Allocation
Inception date: 03/04/2012
Latest date: 17/07/2026
Current price: $22.05
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.01%
Ann. -23.09% (Sharpe / Sortino numerator)
Volatility
9.49%
Sharpe ratio
-2.816
VaR 95%
-0.92%
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
0.31%
Ann. 5.45% (Sharpe / Sortino numerator)
Volatility
7.59%
Sharpe ratio
0.240
VaR 95%
-0.82%
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
3.60%
Ann. 9.26% (Sharpe / Sortino numerator)
Volatility
6.44%
Sharpe ratio
0.875
VaR 95%
-0.70%
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
12.38%
Ann. 12.95% (Sharpe / Sortino numerator)
Volatility
6.82%
Sharpe ratio
1.367
VaR 95%
-0.65%
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
20.60%
Ann. 9.86% (Sharpe / Sortino numerator)
Volatility
5.99%
Sharpe ratio
1.039
VaR 95%
-0.55%
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
31.92%
Ann. 9.79% (Sharpe / Sortino numerator)
Volatility
6.37%
Sharpe ratio
0.966
VaR 95%
-0.58%
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
0.047%
Best day
1.331%
Worst day
-1.243%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $22.01 | $22.07 | $22.01 | $22.05 | 7,400 |
| 16/07/2026 | $22.03 | $22.10 | $22.03 | $22.09 | 6,900 |
| 15/07/2026 | $22.11 | $22.14 | $22.09 | $22.14 | 10,400 |
| 14/07/2026 | $22.05 | $22.16 | $22.05 | $22.12 | 12,800 |
| 13/07/2026 | $22.02 | $22.05 | $22.00 | $22.05 | 2,700 |
| 10/07/2026 | $22.16 | $22.16 | $22.09 | $22.10 | 14,700 |
| 09/07/2026 | $22.04 | $22.10 | $22.04 | $22.09 | 6,200 |
| 08/07/2026 | $22.07 | $22.07 | $21.96 | $22.02 | 10,100 |
| 07/07/2026 | $22.18 | $22.18 | $22.06 | $22.06 | 77,700 |
| 06/07/2026 | $22.15 | $22.16 | $22.12 | $22.15 | 18,800 |