ISHARES U.S. TELECOMMUNICATIONS ETF
Symbol: IYZ
Exchange: BATS
Sector: Technology
Category: Communications
Inception date: 22/05/2000
Latest date: 16/07/2026
Current price: $40.03
Expense ratio: 0.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.63%
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
-6.21%
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
19.41%
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
38.43%
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
84.04%
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
101.35%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.137%
Best day
4.387%
Worst day
-3.969%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $40.25 | $40.41 | $39.77 | $40.03 | 1,009,400 |
| 15/07/2026 | $41.69 | $41.76 | $40.15 | $40.55 | 1,181,600 |
| 14/07/2026 | $41.95 | $42.10 | $41.54 | $41.55 | 723,400 |
| 13/07/2026 | $42.00 | $42.28 | $41.55 | $41.64 | 1,101,500 |
| 10/07/2026 | $41.61 | $42.28 | $41.60 | $42.24 | 1,352,200 |
| 09/07/2026 | $41.45 | $42.02 | $41.37 | $41.83 | 975,600 |
| 08/07/2026 | $40.37 | $41.05 | $40.37 | $41.00 | 1,024,400 |
| 07/07/2026 | $41.12 | $41.37 | $40.50 | $40.53 | 840,100 |
| 06/07/2026 | $41.11 | $41.59 | $41.07 | $41.23 | 1,476,500 |
| 02/07/2026 | $41.91 | $42.01 | $40.26 | $40.80 | 1,708,900 |