Summary
IYW
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 34.05% Volatility 26.66% Sharpe 0.99
Official loaded data — not a live quote.

ISHARES U.S. TECHNOLOGY ETF

Symbol: IYW

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 15/05/2000

Latest date: 17/07/2026

Current price: $239.24

Expense ratio: 0.38%

Assets under management
$25.4B
1.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-2.90%

Ann. -28.32% (Sharpe / Sortino numerator)

Volatility

27.49%

Sharpe ratio

-1.162

VaR 95%

-2.25%

CVaR 95%: -2.75%
Max drawdown: -9.90%
Sortino ratio: -2.838
Calmar ratio: -2.86

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

13.92%

Ann. -26.38% (Sharpe / Sortino numerator)

Volatility

24.09%

Sharpe ratio

-1.246

VaR 95%

-2.38%

CVaR 95%: -2.67%
Max drawdown: -15.24%
Sortino ratio: -2.252
Calmar ratio: -1.73

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

22.95%

Ann. -12.82% (Sharpe / Sortino numerator)

Volatility

22.67%

Sharpe ratio

-0.726

VaR 95%

-2.50%

CVaR 95%: -2.90%
Max drawdown: -17.84%
Sortino ratio: -1.110
Calmar ratio: -0.72

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.

Period total return

34.05%

Ann. 30.04% (Sharpe / Sortino numerator)

Volatility

26.66%

Sharpe ratio

0.991

VaR 95%

-2.41%

CVaR 95%: -3.65%
Max drawdown: -17.84%
Sortino ratio: 1.323
Calmar ratio: 1.68

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

59.68%

Ann. 17.67% (Sharpe / Sortino numerator)

Volatility

25.36%

Sharpe ratio

0.554

VaR 95%

-2.58%

CVaR 95%: -3.70%
Max drawdown: -26.47%
Sortino ratio: 0.726
Calmar ratio: 0.67

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

114.61%

Ann. 26.42% (Sharpe / Sortino numerator)

Volatility

23.22%

Sharpe ratio

0.982

VaR 95%

-2.41%

CVaR 95%: -3.35%
Max drawdown: -26.47%
Sortino ratio: 1.320
Calmar ratio: 1.00

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

0.127%

Best day

4.547%

31/03/2026
Worst day

-5.916%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $236.86 $241.69 $234.57 $239.24 902,100
16/07/2026 $245.85 $246.41 $241.40 $242.70 423,400
15/07/2026 $249.78 $250.05 $244.89 $248.45 311,000
14/07/2026 $246.93 $248.96 $244.93 $248.19 330,700
13/07/2026 $247.25 $247.83 $244.11 $244.77 875,200
10/07/2026 $248.47 $250.29 $246.88 $250.08 533,100
09/07/2026 $247.20 $249.71 $246.00 $249.28 293,700
08/07/2026 $241.25 $245.37 $240.35 $245.10 430,300
07/07/2026 $243.82 $245.21 $240.33 $243.28 447,300
06/07/2026 $245.70 $249.02 $245.41 $247.39 569,200