Summary
TOPT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.49% Volatility 20.53% Sharpe 0.80
Official loaded data — not a live quote.

ISHARES TOP 20 U.S. STOCKS ETF

Symbol: TOPT

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 23/10/2024

Latest date: 16/07/2026

Current price: $33.31

Expense ratio: 0.20%

Assets under management
$657.2M
-0.86% 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

0.03%

Ann. -35.33% (Sharpe / Sortino numerator)

Volatility

19.73%

Sharpe ratio

-1.975

VaR 95%

-1.86%

CVaR 95%: -1.96%
Max drawdown: -8.36%
Sortino ratio: -3.635
Calmar ratio: -4.23

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

6.64%

Ann. -26.21% (Sharpe / Sortino numerator)

Volatility

15.98%

Sharpe ratio

-1.868

VaR 95%

-1.68%

CVaR 95%: -2.00%
Max drawdown: -11.58%
Sortino ratio: -2.943
Calmar ratio: -2.26

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

8.51%

Ann. -10.89% (Sharpe / Sortino numerator)

Volatility

15.04%

Sharpe ratio

-0.965

VaR 95%

-1.61%

CVaR 95%: -2.05%
Max drawdown: -13.21%
Sortino ratio: -1.426
Calmar ratio: -0.82

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

20.49%

Ann. 20.08% (Sharpe / Sortino numerator)

Volatility

20.53%

Sharpe ratio

0.801

VaR 95%

-1.59%

CVaR 95%: -2.85%
Max drawdown: -13.21%
Sortino ratio: 1.083
Calmar ratio: 1.52

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

35.10%

Ann. 20.09% (Sharpe / Sortino numerator)

Volatility

20.06%

Sharpe ratio

0.821

VaR 95%

-1.89%

CVaR 95%: -2.93%
Max drawdown: -21.21%
Sortino ratio: 1.097
Calmar ratio: 0.95

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

Best day

3.546%

31/03/2026
Worst day

-2.923%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $33.60 $33.66 $33.15 $33.31 264,300
15/07/2026 $33.62 $33.78 $33.52 $33.78 318,800
14/07/2026 $33.33 $33.56 $33.20 $33.53 473,700
13/07/2026 $33.36 $33.46 $33.16 $33.19 458,800
10/07/2026 $33.35 $33.61 $33.22 $33.59 322,600
09/07/2026 $33.02 $33.35 $32.87 $33.33 297,000
08/07/2026 $32.81 $33.09 $32.68 $33.03 228,300
07/07/2026 $33.04 $33.10 $32.81 $32.96 228,200
06/07/2026 $32.90 $33.26 $32.85 $33.14 182,000
02/07/2026 $32.85 $33.09 $32.49 $32.68 305,300