Summary
LDRC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.26% Volatility 2.80% Sharpe 0.20
Official loaded data — not a live quote.

ISHARES IBONDS 1-5 YEAR CORPORATE LADDER ETF

Symbol: LDRC

Exchange: NYSE

Sector: N/A

Category: Short-Term Bond

Inception date: 07/11/2024

Latest date: 17/07/2026

Current price: $25.10

Expense ratio: 0.10%

Assets under management
$97.6M
-0.04% 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

0.27%

Ann. -7.06% (Sharpe / Sortino numerator)

Volatility

2.65%

Sharpe ratio

-4.031

VaR 95%

-0.29%

CVaR 95%: -0.35%
Max drawdown: -1.26%
Sortino ratio: -5.442
Calmar ratio: -5.59

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

0.21%

Ann. -0.86% (Sharpe / Sortino numerator)

Volatility

2.82%

Sharpe ratio

-1.593

VaR 95%

-0.30%

CVaR 95%: -0.43%
Max drawdown: -1.69%
Sortino ratio: -1.896
Calmar ratio: -0.51

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

1.03%

Ann. 1.69% (Sharpe / Sortino numerator)

Volatility

2.69%

Sharpe ratio

-0.722

VaR 95%

-0.27%

CVaR 95%: -0.43%
Max drawdown: -1.69%
Sortino ratio: -0.857
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.

Period total return

4.26%

Ann. 4.19% (Sharpe / Sortino numerator)

Volatility

2.80%

Sharpe ratio

0.200

VaR 95%

-0.23%

CVaR 95%: -0.44%
Max drawdown: -1.69%
Sortino ratio: 0.230
Calmar ratio: 2.48

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

7.67%

Ann. 4.99% (Sharpe / Sortino numerator)

Volatility

2.55%

Sharpe ratio

0.537

VaR 95%

-0.20%

CVaR 95%: -0.39%
Max drawdown: -1.69%
Sortino ratio: 0.628
Calmar ratio: 2.95

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.017%

Best day

0.63%

06/01/2026
Worst day

-0.626%

07/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $25.11 $25.12 $25.06 $25.10 34,200
16/07/2026 $25.11 $25.11 $25.05 $25.07 5,300
15/07/2026 $25.07 $25.12 $25.06 $25.08 8,000
14/07/2026 $25.04 $25.04 $25.02 $25.04 4,700
13/07/2026 $25.02 $25.05 $24.98 $25.01 18,100
10/07/2026 $25.04 $25.08 $25.04 $25.05 7,700
09/07/2026 $25.06 $25.09 $25.05 $25.07 13,000
08/07/2026 $25.05 $25.07 $25.01 $25.07 24,200
07/07/2026 $25.09 $25.09 $25.06 $25.07 1,600
06/07/2026 $25.14 $25.14 $25.09 $25.11 7,500