Summary
AAXJ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 60.94% Volatility 20.79% Sharpe 1.35
Official loaded data — not a live quote.

ISHARES MSCI ALL COUNTRY ASIA EX JAPAN ETF

Symbol: AAXJ

Exchange: NASDAQ

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 13/08/2008

Latest date: 02/06/2026

Current price: $123.46

Expense ratio: 0.72%

Assets under management
$3.8B
0.64% 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

11.84%

Ann. -61.67% (Sharpe / Sortino numerator)

Volatility

34.22%

Sharpe ratio

-1.908

VaR 95%

-3.53%

CVaR 95%: -4.28%
Max drawdown: -7.78%
Sortino ratio: -2.780
Calmar ratio: -7.93

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

17.69%

Ann. 0.34% (Sharpe / Sortino numerator)

Volatility

24.98%

Sharpe ratio

-0.132

VaR 95%

-2.96%

CVaR 95%: -3.72%
Max drawdown: -13.66%
Sortino ratio: -0.173
Calmar ratio: 0.02

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

35.11%

Ann. 9.84% (Sharpe / Sortino numerator)

Volatility

21.38%

Sharpe ratio

0.290

VaR 95%

-1.94%

CVaR 95%: -3.27%
Max drawdown: -13.66%
Sortino ratio: 0.379
Calmar ratio: 0.72

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

60.94%

Ann. 31.67% (Sharpe / Sortino numerator)

Volatility

20.79%

Sharpe ratio

1.349

VaR 95%

-1.77%

CVaR 95%: -3.15%
Max drawdown: -13.66%
Sortino ratio: 1.743
Calmar ratio: 2.32

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

80.22%

Ann. 20.95% (Sharpe / Sortino numerator)

Volatility

19.26%

Sharpe ratio

0.899

VaR 95%

-1.91%

CVaR 95%: -2.78%
Max drawdown: -19.74%
Sortino ratio: 1.233
Calmar ratio: 1.06

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

95.59%

Ann. 14.63% (Sharpe / Sortino numerator)

Volatility

18.11%

Sharpe ratio

0.608

VaR 95%

-1.73%

CVaR 95%: -2.55%
Max drawdown: -19.74%
Sortino ratio: 0.875
Calmar ratio: 0.74

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.198%

Best day

5.394%

08/04/2026
Worst day

-4.89%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $122.68 $123.68 $122.23 $123.46 678,900
01/06/2026 $120.77 $122.83 $120.28 $122.28 1,705,400
29/05/2026 $119.51 $119.96 $118.86 $119.06 625,000
28/05/2026 $117.24 $119.22 $116.72 $118.96 953,600
27/05/2026 $119.15 $119.45 $117.60 $118.50 394,900
26/05/2026 $117.32 $118.60 $117.32 $118.44 1,959,400
22/05/2026 $114.36 $114.89 $113.89 $114.08 295,000
21/05/2026 $113.03 $114.77 $112.71 $114.24 463,800
20/05/2026 $111.68 $113.46 $111.49 $113.23 1,425,600
19/05/2026 $110.32 $112.41 $109.89 $111.40 1,253,100