Summary
USIG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.62% Volatility 5.10% Sharpe 0.11
Official loaded data — not a live quote.

ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF

Symbol: USIG

Exchange: NASDAQ

Sector: N/A

Category: Corporate Bond

Inception date: 05/01/2007

Latest date: 16/07/2026

Current price: $50.72

Expense ratio: 0.04%

Assets under management
$17.6B
0.12% 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

-0.70%

Ann. -15.80% (Sharpe / Sortino numerator)

Volatility

7.12%

Sharpe ratio

-2.727

VaR 95%

-0.64%

CVaR 95%: -0.83%
Max drawdown: -2.82%
Sortino ratio: -4.896
Calmar ratio: -5.60

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

-0.15%

Ann. -2.78% (Sharpe / Sortino numerator)

Volatility

4.97%

Sharpe ratio

-1.291

VaR 95%

-0.50%

CVaR 95%: -0.69%
Max drawdown: -3.55%
Sortino ratio: -1.744
Calmar ratio: -0.78

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.

Period total return

0.05%

Ann. -0.82% (Sharpe / Sortino numerator)

Volatility

4.18%

Sharpe ratio

-1.064

VaR 95%

-0.44%

CVaR 95%: -0.59%
Max drawdown: -3.55%
Sortino ratio: -1.493
Calmar ratio: -0.23

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

4.62%

Ann. 4.21% (Sharpe / Sortino numerator)

Volatility

5.10%

Sharpe ratio

0.114

VaR 95%

-0.44%

CVaR 95%: -0.77%
Max drawdown: -3.55%
Sortino ratio: 0.144
Calmar ratio: 1.19

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

9.10%

Ann. 5.38% (Sharpe / Sortino numerator)

Volatility

5.23%

Sharpe ratio

0.334

VaR 95%

-0.46%

CVaR 95%: -0.74%
Max drawdown: -4.50%
Sortino ratio: 0.475
Calmar ratio: 1.20

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

16.36%

Ann. 4.80% (Sharpe / Sortino numerator)

Volatility

5.87%

Sharpe ratio

0.200

VaR 95%

-0.56%

CVaR 95%: -0.82%
Max drawdown: -6.57%
Sortino ratio: 0.307
Calmar ratio: 0.73

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

0.018%

Best day

0.763%

01/08/2025
Worst day

-1.013%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.66 $50.75 $50.65 $50.72 2,151,900
15/07/2026 $50.63 $50.79 $50.63 $50.75 1,601,700
14/07/2026 $50.60 $50.68 $50.55 $50.62 1,637,700
13/07/2026 $50.62 $50.67 $50.49 $50.50 1,951,600
10/07/2026 $50.78 $50.78 $50.66 $50.71 1,932,400
09/07/2026 $50.77 $50.88 $50.74 $50.78 2,745,200
08/07/2026 $50.74 $50.76 $50.64 $50.73 3,617,600
07/07/2026 $50.98 $50.98 $50.78 $50.82 2,649,500
06/07/2026 $51.10 $51.10 $51.01 $51.09 1,849,800
02/07/2026 $51.05 $51.11 $51.02 $51.09 1,501,800