Summary
IYR
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 13.67% Volatility 16.31% Sharpe -0.09
Official loaded data — not a live quote.

ISHARES U.S. REAL ESTATE ETF

Symbol: IYR

Exchange: NYSE

Sector: Realestate

Category: Real Estate

Inception date: 12/06/2000

Latest date: 17/07/2026

Current price: $106.09

Expense ratio: 0.38%

Assets under management
$4.7B
-0.50% 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

5.44%

Ann. -42.62% (Sharpe / Sortino numerator)

Volatility

16.30%

Sharpe ratio

-2.837

VaR 95%

-1.53%

CVaR 95%: -2.37%
Max drawdown: -8.10%
Sortino ratio: -3.552
Calmar ratio: -5.26

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

3.53%

Ann. 10.14% (Sharpe / Sortino numerator)

Volatility

14.45%

Sharpe ratio

0.450

VaR 95%

-1.19%

CVaR 95%: -1.97%
Max drawdown: -8.54%
Sortino ratio: 0.586
Calmar ratio: 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

10.89%

Ann. 1.07% (Sharpe / Sortino numerator)

Volatility

13.39%

Sharpe ratio

-0.191

VaR 95%

-1.19%

CVaR 95%: -1.97%
Max drawdown: -8.54%
Sortino ratio: -0.254
Calmar ratio: 0.13

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

13.67%

Ann. 2.13% (Sharpe / Sortino numerator)

Volatility

16.31%

Sharpe ratio

-0.092

VaR 95%

-1.71%

CVaR 95%: -2.62%
Max drawdown: -9.39%
Sortino ratio: -0.118
Calmar ratio: 0.23

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

18.57%

Ann. 7.45% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

0.236

VaR 95%

-1.70%

CVaR 95%: -2.54%
Max drawdown: -16.91%
Sortino ratio: 0.308
Calmar ratio: 0.44

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

29.41%

Ann. 6.91% (Sharpe / Sortino numerator)

Volatility

16.86%

Sharpe ratio

0.194

VaR 95%

-1.72%

CVaR 95%: -2.47%
Max drawdown: -17.52%
Sortino ratio: 0.278
Calmar ratio: 0.39

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

0.055%

Best day

2.384%

09/06/2026
Worst day

-3.13%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $106.62 $107.37 $105.61 $106.09 5,216,700
16/07/2026 $104.30 $106.31 $104.08 $106.25 5,265,900
15/07/2026 $103.94 $104.96 $103.45 $103.83 5,591,400
14/07/2026 $103.97 $104.25 $103.39 $103.59 4,143,500
13/07/2026 $103.66 $104.47 $103.44 $103.91 5,043,600
10/07/2026 $103.59 $103.74 $102.43 $103.32 4,834,700
09/07/2026 $102.92 $103.60 $102.67 $103.00 4,766,400
08/07/2026 $104.37 $104.37 $102.71 $102.79 5,416,500
07/07/2026 $103.79 $105.16 $103.67 $104.51 4,611,600
06/07/2026 $104.08 $104.13 $102.89 $103.23 5,800,200