ISHARES U.S. REAL ESTATE ETF
Symbol: IYR
Exchange: NYSE
Sector: Realestate
Category: Real Estate
Inception date: 12/06/2000
Latest date: 15/10/2026
Current price: $97.04
Expense ratio: 0.37%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.29%
Ann. -42.62% (Sharpe / Sortino numerator)
Volatility
16.30%
Sharpe ratio
-2.837
VaR 95%
-1.53%
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
-5.85%
Ann. 10.14% (Sharpe / Sortino numerator)
Volatility
14.45%
Sharpe ratio
0.450
VaR 95%
-1.19%
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
-2.22%
Ann. 1.07% (Sharpe / Sortino numerator)
Volatility
13.39%
Sharpe ratio
-0.191
VaR 95%
-1.19%
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
2.91%
Ann. 2.13% (Sharpe / Sortino numerator)
Volatility
16.31%
Sharpe ratio
-0.092
VaR 95%
-1.71%
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
0.83%
Ann. 7.45% (Sharpe / Sortino numerator)
Volatility
16.20%
Sharpe ratio
0.236
VaR 95%
-1.70%
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
32.13%
Ann. 6.91% (Sharpe / Sortino numerator)
Volatility
16.86%
Sharpe ratio
0.194
VaR 95%
-1.72%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.015%
Best day
2.384%
Worst day
-3.13%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $97.15 | $97.55 | $96.72 | $97.04 | 7,894,200 |
| 14/10/2026 | $96.45 | $96.70 | $95.55 | $95.93 | 6,816,700 |
| 13/10/2026 | $97.80 | $97.80 | $96.10 | $96.62 | 4,658,600 |
| 12/10/2026 | $96.07 | $96.88 | $95.76 | $96.86 | 4,876,200 |
| 09/10/2026 | $95.44 | $96.32 | $95.13 | $96.10 | 7,318,200 |
| 08/10/2026 | $93.83 | $94.88 | $93.29 | $94.67 | 7,450,400 |
| 07/10/2026 | $95.25 | $95.34 | $93.85 | $93.89 | 6,729,400 |
| 06/10/2026 | $94.50 | $95.67 | $94.49 | $95.26 | 5,403,600 |
| 05/10/2026 | $94.62 | $94.98 | $93.93 | $94.36 | 6,476,000 |
| 02/10/2026 | $94.97 | $95.81 | $94.63 | $94.77 | 6,033,600 |