ISHARES U.S. TELECOMMUNICATIONS ETF
Symbol: IYZ
Exchange: BATS
Sector: Technology
Category: Communications
Inception date: 22/05/2000
Latest date: 03/09/2026
Current price: $42.67
Expense ratio: 0.37%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.91%
Ann. 12.78% (Sharpe / Sortino numerator)
Volatility
24.80%
Sharpe ratio
0.369
VaR 95%
-2.21%
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
-3.97%
Ann. 102.20% (Sharpe / Sortino numerator)
Volatility
19.82%
Sharpe ratio
4.972
VaR 95%
-1.84%
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. 57.01% (Sharpe / Sortino numerator)
Volatility
18.47%
Sharpe ratio
2.890
VaR 95%
-1.83%
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
38.58%
Ann. 49.40% (Sharpe / Sortino numerator)
Volatility
18.88%
Sharpe ratio
2.424
VaR 95%
-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
89.47%
Ann. 39.75% (Sharpe / Sortino numerator)
Volatility
16.93%
Sharpe ratio
2.134
VaR 95%
-1.58%
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
102.57%
Ann. 23.06% (Sharpe / Sortino numerator)
Volatility
16.98%
Sharpe ratio
1.144
VaR 95%
-1.70%
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: 03/09/2025 - 03/09/2026.
Average daily return
0.138%
Best day
4.387%
Worst day
-3.969%
Days with data
252
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/09/2026 | $42.81 | $42.89 | $42.34 | $42.67 | 618,400 |
| 02/09/2026 | $42.64 | $42.84 | $42.55 | $42.70 | 519,500 |
| 01/09/2026 | $42.82 | $43.05 | $42.50 | $42.59 | 1,380,800 |
| 31/08/2026 | $42.95 | $43.20 | $42.91 | $43.12 | 278,300 |
| 28/08/2026 | $43.41 | $43.45 | $43.00 | $43.05 | 614,100 |
| 27/08/2026 | $43.82 | $43.82 | $43.31 | $43.39 | 513,100 |
| 26/08/2026 | $43.12 | $43.89 | $43.12 | $43.73 | 420,000 |
| 25/08/2026 | $43.02 | $43.20 | $42.85 | $43.16 | 449,600 |
| 24/08/2026 | $42.50 | $42.98 | $42.36 | $42.60 | 556,300 |
| 21/08/2026 | $42.83 | $43.14 | $42.64 | $43.04 | 734,500 |