ISHARES S&P 500 BUYWRITE ETF

Symbol: IVVW

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception Date: 14/03/2024

Latest Date: 02/04/2026

Current Price: $43.15

Expense Ratio: 0.25%

Assets Under Management
$233.9M
1.20% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-4.14%

Volatility

15.34%

Sharpe Ratio

-2.652

VaR 95%

-1.48%

CVaR 95%: -1.50%
Max Drawdown: -6.53%
Sortino Ratio: -5.046
Calmar Ratio: -5.68
Return

-4.07%

Volatility

11.56%

Sharpe Ratio

-1.659

VaR 95%

-1.35%

CVaR 95%: -1.47%
Max Drawdown: -8.53%
Sortino Ratio: -2.472
Calmar Ratio: -1.82
Return

1.03%

Volatility

9.55%

Sharpe Ratio

-0.161

VaR 95%

-1.23%

CVaR 95%: -1.41%
Max Drawdown: -8.53%
Sortino Ratio: -0.206
Calmar Ratio: 0.24
Return

10.04%

Volatility

15.45%

Sharpe Ratio

0.418

VaR 95%

-1.23%

CVaR 95%: -2.30%
Max Drawdown: -8.53%
Sortino Ratio: 0.442
Calmar Ratio: 1.18
Return

19.15%

Volatility

13.14%

Sharpe Ratio

0.423

VaR 95%

-1.22%

CVaR 95%: -2.05%
Max Drawdown: -16.79%
Sortino Ratio: 0.450
Calmar Ratio: 0.55

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.043%

Best Day

9.995%

09/04/2025
Worst Day

-5.848%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $42.64 $43.30 $42.59 $43.15 103,600
01/04/2026 $43.86 $44.00 $43.75 $43.92 44,300
31/03/2026 $43.04 $43.66 $43.02 $43.66 31,500
30/03/2026 $42.80 $42.86 $42.50 $42.60 27,600
27/03/2026 $43.04 $43.04 $42.62 $42.66 25,100
26/03/2026 $43.53 $43.64 $43.20 $43.31 37,800
25/03/2026 $43.80 $43.84 $43.72 $43.74 19,500
24/03/2026 $43.42 $43.66 $43.38 $43.57 15,200
23/03/2026 $43.72 $43.91 $43.59 $43.67 30,600
20/03/2026 $43.58 $43.58 $43.15 $43.26 44,700