Summary
IYZ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 65.66% Volatility 18.88% Sharpe 2.42
Official loaded data — not a live quote.

ISHARES U.S. TELECOMMUNICATIONS ETF

Symbol: IYZ

Exchange: BATS

Sector: Communication_Services

Category: Communications

Inception date: 22/05/2000

Latest date: 02/06/2026

Current price: $45.95

Expense ratio: 0.38%

Assets under management
$966.3M
2.89% 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

8.14%

Ann. 12.78% (Sharpe / Sortino numerator)

Volatility

24.80%

Sharpe ratio

0.369

VaR 95%

-2.21%

CVaR 95%: -2.31%
Max drawdown: -5.44%
Sortino ratio: 0.911
Calmar ratio: 2.35

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

14.74%

Ann. 102.20% (Sharpe / Sortino numerator)

Volatility

19.82%

Sharpe ratio

4.972

VaR 95%

-1.84%

CVaR 95%: -2.20%
Max drawdown: -5.44%
Sortino ratio: 8.251
Calmar ratio: 18.79

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

43.19%

Ann. 57.01% (Sharpe / Sortino numerator)

Volatility

18.47%

Sharpe ratio

2.890

VaR 95%

-1.83%

CVaR 95%: -2.42%
Max drawdown: -6.30%
Sortino ratio: 4.329
Calmar ratio: 9.05

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

65.66%

Ann. 49.40% (Sharpe / Sortino numerator)

Volatility

18.88%

Sharpe ratio

2.424

VaR 95%

-1.68%

CVaR 95%: -2.74%
Max drawdown: -7.40%
Sortino ratio: 3.040
Calmar ratio: 6.68

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

121.15%

Ann. 39.75% (Sharpe / Sortino numerator)

Volatility

16.93%

Sharpe ratio

2.134

VaR 95%

-1.58%

CVaR 95%: -2.48%
Max drawdown: -13.60%
Sortino ratio: 2.750
Calmar ratio: 2.92

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

127.35%

Ann. 23.06% (Sharpe / Sortino numerator)

Volatility

16.98%

Sharpe ratio

1.144

VaR 95%

-1.70%

CVaR 95%: -2.39%
Max drawdown: -13.85%
Sortino ratio: 1.601
Calmar ratio: 1.66

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

0.207%

Best day

4.387%

16/04/2026
Worst day

-3.024%

20/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $44.66 $46.07 $44.66 $45.95 1,073,000
01/06/2026 $44.11 $44.60 $44.11 $44.45 1,515,200
29/05/2026 $44.36 $44.70 $43.80 $44.60 1,173,900
28/05/2026 $44.95 $45.23 $44.57 $44.72 468,900
27/05/2026 $44.82 $45.19 $44.62 $44.97 747,900
26/05/2026 $45.06 $45.10 $44.53 $44.74 817,800
22/05/2026 $44.53 $44.74 $44.35 $44.70 2,710,700
21/05/2026 $42.68 $44.21 $42.68 $44.19 688,800
20/05/2026 $42.90 $43.29 $42.83 $42.92 963,700
19/05/2026 $42.53 $43.05 $42.19 $42.83 968,400