ISHARES U.S. TELECOMMUNICATIONS ETF
Symbol: IYZ
Exchange: BATS
Sector: Technology
Category: Communications
Inception date: 22/05/2000
Latest date: 19/10/2026
Current price: $39.17
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
-7.73%
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
-1.71%
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
-8.69%
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
21.14%
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
56.89%
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
99.22%
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: 20/10/2025 - 19/10/2026.
Average daily return
0.086%
Best day
4.387%
Worst day
-3.969%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 19/10/2026 | $39.56 | $39.69 | $39.12 | $39.17 | 801,400 |
| 16/10/2026 | $40.00 | $40.00 | $38.98 | $39.10 | 1,599,600 |
| 15/10/2026 | $40.06 | $40.06 | $39.33 | $39.99 | 1,032,100 |
| 14/10/2026 | $41.05 | $41.27 | $40.38 | $40.54 | 577,000 |
| 13/10/2026 | $41.31 | $41.52 | $40.97 | $41.49 | 511,100 |
| 12/10/2026 | $42.64 | $42.64 | $41.69 | $41.78 | 589,800 |
| 09/10/2026 | $42.87 | $43.12 | $42.37 | $42.67 | 774,600 |
| 08/10/2026 | $43.45 | $43.61 | $42.87 | $42.99 | 643,700 |
| 07/10/2026 | $43.77 | $43.96 | $43.56 | $43.80 | 375,400 |
| 06/10/2026 | $43.20 | $44.19 | $43.20 | $44.17 | 541,000 |