Summary
IYW
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 63.02% 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: 02/06/2026

Current price: $259.94

Expense ratio: 0.38%

Assets under management
$21.5B
0.64% 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

17.60%

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

36.02%

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

29.45%

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

63.02%

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

86.66%

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

150.03%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.203%

Best day

4.547%

31/03/2026
Worst day

-3.893%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $258.29 $260.11 $256.94 $259.94 431,600
01/06/2026 $253.76 $259.00 $253.43 $257.97 763,700
29/05/2026 $251.95 $254.27 $251.32 $252.92 873,200
28/05/2026 $246.78 $250.07 $245.70 $249.53 907,100
27/05/2026 $248.31 $248.45 $244.33 $246.33 1,108,100
26/05/2026 $245.19 $248.22 $244.61 $247.42 407,100
22/05/2026 $241.84 $243.59 $241.40 $241.77 739,000
21/05/2026 $237.76 $241.19 $237.31 $240.08 1,035,500
20/05/2026 $236.22 $239.33 $235.60 $239.33 396,100
19/05/2026 $234.32 $237.02 $231.99 $234.56 626,400