Summary
QTOP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 29.95% Volatility 23.30% Sharpe 0.99
Official loaded data — not a live quote.

ISHARES NASDAQ TOP 30 STOCKS ETF

Symbol: QTOP

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 23/10/2024

Latest date: 16/07/2026

Current price: $37.05

Expense ratio: 0.20%

Assets under management
$300.0M
-1.12% 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

-2.88%

Ann. -28.10% (Sharpe / Sortino numerator)

Volatility

24.16%

Sharpe ratio

-1.313

VaR 95%

-1.91%

CVaR 95%: -2.38%
Max drawdown: -8.46%
Sortino ratio: -2.616
Calmar ratio: -3.32

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

10.08%

Ann. -17.56% (Sharpe / Sortino numerator)

Volatility

20.55%

Sharpe ratio

-1.031

VaR 95%

-2.42%

CVaR 95%: -2.59%
Max drawdown: -12.55%
Sortino ratio: -1.699
Calmar ratio: -1.40

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

14.85%

Ann. -5.21% (Sharpe / Sortino numerator)

Volatility

19.74%

Sharpe ratio

-0.448

VaR 95%

-2.18%

CVaR 95%: -2.65%
Max drawdown: -12.97%
Sortino ratio: -0.646
Calmar ratio: -0.40

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

29.95%

Ann. 26.64% (Sharpe / Sortino numerator)

Volatility

23.30%

Sharpe ratio

0.987

VaR 95%

-2.14%

CVaR 95%: -3.27%
Max drawdown: -12.97%
Sortino ratio: 1.319
Calmar ratio: 2.05

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

50.15%

Ann. 28.50% (Sharpe / Sortino numerator)

Volatility

23.28%

Sharpe ratio

1.069

VaR 95%

-2.28%

CVaR 95%: -3.35%
Max drawdown: -23.28%
Sortino ratio: 1.420
Calmar ratio: 1.22

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.113%

Best day

3.753%

31/03/2026
Worst day

-5.085%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $37.47 $37.49 $36.85 $37.05 159,900
15/07/2026 $38.16 $38.20 $37.40 $37.86 218,000
14/07/2026 $37.85 $38.04 $37.55 $37.92 192,000
13/07/2026 $37.65 $37.71 $37.23 $37.29 79,100
10/07/2026 $37.78 $38.14 $37.60 $38.14 111,800
09/07/2026 $37.64 $37.93 $37.42 $37.91 168,000
08/07/2026 $36.83 $37.30 $36.64 $37.29 161,100
07/07/2026 $37.22 $37.30 $36.75 $37.06 80,700
06/07/2026 $37.52 $37.97 $37.52 $37.80 88,500
02/07/2026 $38.03 $38.19 $36.92 $37.20 104,200