Summary
IYR
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 8.22% 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: 02/06/2026

Current price: $99.99

Expense ratio: 0.38%

Assets under management
$4.1B
0.40% 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

-1.61%

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

-1.25%

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

5.97%

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

8.22%

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

21.12%

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

28.01%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.035%

Best day

1.802%

22/08/2025
Worst day

-3.131%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $99.59 $100.15 $99.18 $99.99 4,393,400
01/06/2026 $100.68 $100.94 $99.60 $99.60 7,729,700
29/05/2026 $102.14 $102.14 $101.04 $101.43 6,504,800
28/05/2026 $102.55 $103.03 $102.08 $102.31 4,096,300
27/05/2026 $103.00 $103.64 $102.78 $102.79 4,304,400
26/05/2026 $103.23 $103.46 $102.72 $103.12 5,585,700
22/05/2026 $102.89 $103.20 $102.03 $102.72 4,142,700
21/05/2026 $102.12 $102.66 $101.36 $102.56 4,862,600
20/05/2026 $101.32 $102.44 $101.11 $102.41 3,865,500
19/05/2026 $100.80 $101.51 $100.36 $101.26 5,231,900