Summary
TWOX
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 14.98% Volatility 10.51% Sharpe 1.27
Official loaded data — not a live quote.

ISHARES LARGE CAP ACCELERATED OUTCOME ETF

Symbol: TWOX

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 15/01/2025

Latest date: 16/07/2026

Current price: $29.21

Expense ratio: 0.50%

Assets under management
$15.0M
0.00% 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

1.27%

Ann. 22.04% (Sharpe / Sortino numerator)

Volatility

2.28%

Sharpe ratio

8.081

VaR 95%

-0.14%

CVaR 95%: -0.14%
Max drawdown: -0.14%
Sortino ratio: 23.397
Calmar ratio: 156.29

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

4.12%

Ann. 2.65% (Sharpe / Sortino numerator)

Volatility

12.44%

Sharpe ratio

-0.079

VaR 95%

-1.62%

CVaR 95%: -1.74%
Max drawdown: -8.83%
Sortino ratio: -0.094
Calmar ratio: 0.30

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

2.68%

Ann. 7.80% (Sharpe / Sortino numerator)

Volatility

11.78%

Sharpe ratio

0.354

VaR 95%

-1.57%

CVaR 95%: -1.70%
Max drawdown: -9.51%
Sortino ratio: 0.455
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

14.98%

Ann. 16.93% (Sharpe / Sortino numerator)

Volatility

10.51%

Sharpe ratio

1.265

VaR 95%

-1.34%

CVaR 95%: -1.67%
Max drawdown: -9.51%
Sortino ratio: 1.512
Calmar ratio: 1.78

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

0.058%

Best day

2.795%

31/03/2026
Worst day

-2.506%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $29.21 $29.21 $29.21 $29.21 200
15/07/2026 $29.27 $29.33 $29.27 $29.33 400
14/07/2026 $29.26 $29.26 $29.22 $29.24 1,000
13/07/2026 $29.22 $29.22 $29.13 $29.13 700
10/07/2026 $29.31 $29.31 $29.31 $29.31 300
09/07/2026 $29.11 $29.17 $29.11 $29.17 400
08/07/2026 $28.87 $28.99 $28.87 $28.99 1,400
07/07/2026 $29.06 $29.06 $29.04 $29.04 200
06/07/2026 $29.08 $29.17 $29.08 $29.17 800
02/07/2026 $29.10 $29.10 $28.79 $28.93 1,400