Summary
IYT
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 27.86% 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: 17/07/2026

Current price: $89.21

Expense ratio: 0.38%

Assets under management
$2.3B
-0.41% 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

7.07%

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

9.16%

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

18.00%

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

27.86%

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

35.35%

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

45.26%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.106%

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
17/07/2026 $89.58 $90.00 $88.85 $89.21 605,100
16/07/2026 $88.02 $90.06 $87.65 $90.01 746,600
15/07/2026 $87.63 $88.23 $87.09 $87.55 724,100
14/07/2026 $88.38 $88.38 $87.37 $87.62 375,500
13/07/2026 $88.13 $88.78 $88.00 $88.04 817,800
10/07/2026 $88.31 $88.72 $87.84 $88.12 588,900
09/07/2026 $86.75 $88.63 $86.75 $88.18 534,600
08/07/2026 $86.70 $86.94 $85.51 $86.59 964,600
07/07/2026 $87.83 $88.04 $86.93 $87.17 489,200
06/07/2026 $88.00 $88.74 $87.26 $87.40 494,900