Summary
OEF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.49% Volatility 19.23% Sharpe 0.76
Official loaded data — not a live quote.

ISHARES S&P 100 ETF

Symbol: OEF

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 23/10/2000

Latest date: 17/07/2026

Current price: $366.89

Expense ratio: 0.20%

Assets under management
$20.0B
0.26% 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

0.76%

Ann. -36.56% (Sharpe / Sortino numerator)

Volatility

18.68%

Sharpe ratio

-2.151

VaR 95%

-1.83%

CVaR 95%: -1.92%
Max drawdown: -7.97%
Sortino ratio: -3.805
Calmar ratio: -4.59

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

5.12%

Ann. -23.58% (Sharpe / Sortino numerator)

Volatility

14.98%

Sharpe ratio

-1.817

VaR 95%

-1.70%

CVaR 95%: -1.98%
Max drawdown: -11.07%
Sortino ratio: -2.688
Calmar ratio: -2.13

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

10.02%

Ann. -7.73% (Sharpe / Sortino numerator)

Volatility

14.31%

Sharpe ratio

-0.794

VaR 95%

-1.50%

CVaR 95%: -2.02%
Max drawdown: -11.31%
Sortino ratio: -1.110
Calmar ratio: -0.68

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

19.49%

Ann. 18.27% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

0.762

VaR 95%

-1.51%

CVaR 95%: -2.76%
Max drawdown: -11.31%
Sortino ratio: 0.973
Calmar ratio: 1.62

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

38.48%

Ann. 15.22% (Sharpe / Sortino numerator)

Volatility

17.32%

Sharpe ratio

0.669

VaR 95%

-1.61%

CVaR 95%: -2.54%
Max drawdown: -19.80%
Sortino ratio: 0.853
Calmar ratio: 0.77

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

79.87%

Ann. 20.93% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

1.096

VaR 95%

-1.51%

CVaR 95%: -2.24%
Max drawdown: -19.80%
Sortino ratio: 1.447
Calmar ratio: 1.06

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

0.075%

Best day

3.199%

31/03/2026
Worst day

-2.888%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $365.93 $369.16 $365.23 $366.89 337,400
16/07/2026 $373.16 $373.53 $369.69 $371.19 173,300
15/07/2026 $371.87 $373.90 $371.62 $373.90 162,000
14/07/2026 $369.76 $371.12 $368.57 $370.64 195,700
13/07/2026 $370.75 $371.80 $368.80 $369.40 376,300
10/07/2026 $370.55 $372.50 $368.76 $372.31 397,500
09/07/2026 $367.53 $370.29 $366.34 $370.21 172,200
08/07/2026 $366.53 $368.06 $364.71 $367.80 237,800
07/07/2026 $369.10 $369.56 $367.16 $368.25 155,400
06/07/2026 $368.15 $370.44 $367.47 $369.49 153,500