Summary
IYT
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 30.40% Volatility 25.89% Sharpe 0.51
Official loaded data — not a live quote.

ISHARES U.S. TRANSPORTATION ETF

Symbol: IYT

Exchange: BATS

Sector: Industrials

Category: Industrials

Inception date: 06/10/2003

Latest date: 02/06/2026

Current price: $83.98

Expense ratio: 0.38%

Assets under management
$2.0B
-0.39% 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

8.21%

Ann. -58.96% (Sharpe / Sortino numerator)

Volatility

25.94%

Sharpe ratio

-2.413

VaR 95%

-3.28%

CVaR 95%: -3.37%
Max drawdown: -11.24%
Sortino ratio: -3.204
Calmar ratio: -5.25

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

2.85%

Ann. -0.22% (Sharpe / Sortino numerator)

Volatility

23.78%

Sharpe ratio

-0.162

VaR 95%

-2.93%

CVaR 95%: -3.23%
Max drawdown: -12.40%
Sortino ratio: -0.240
Calmar ratio: -0.02

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

15.04%

Ann. 10.70% (Sharpe / Sortino numerator)

Volatility

20.74%

Sharpe ratio

0.341

VaR 95%

-2.32%

CVaR 95%: -3.02%
Max drawdown: -12.40%
Sortino ratio: 0.496
Calmar ratio: 0.86

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

30.40%

Ann. 16.83% (Sharpe / Sortino numerator)

Volatility

25.89%

Sharpe ratio

0.510

VaR 95%

-2.28%

CVaR 95%: -3.63%
Max drawdown: -12.40%
Sortino ratio: 0.708
Calmar ratio: 1.36

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

34.72%

Ann. 5.38% (Sharpe / Sortino numerator)

Volatility

22.71%

Sharpe ratio

0.077

VaR 95%

-2.15%

CVaR 95%: -3.08%
Max drawdown: -26.35%
Sortino ratio: 0.113
Calmar ratio: 0.20

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

50.63%

Ann. 10.96% (Sharpe / Sortino numerator)

Volatility

21.17%

Sharpe ratio

0.346

VaR 95%

-1.96%

CVaR 95%: -2.87%
Max drawdown: -26.35%
Sortino ratio: 0.517
Calmar ratio: 0.42

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

0.114%

Best day

3.553%

06/05/2026
Worst day

-3.948%

04/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $84.31 $84.69 $83.76 $83.98 305,100
01/06/2026 $83.54 $84.98 $82.59 $84.83 371,300
29/05/2026 $84.04 $84.74 $83.40 $83.80 758,300
28/05/2026 $84.09 $84.24 $82.82 $83.98 463,300
27/05/2026 $83.50 $84.71 $83.50 $84.61 622,200
26/05/2026 $81.99 $83.12 $81.99 $83.00 1,353,200
22/05/2026 $81.65 $81.91 $81.21 $81.45 385,200
21/05/2026 $80.93 $81.70 $80.29 $81.37 346,600
20/05/2026 $79.97 $81.90 $79.58 $81.46 590,500
19/05/2026 $80.10 $80.39 $79.01 $79.67 452,400