Summary
AAXJ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.43% 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: 16/07/2026

Current price: $111.31

Expense ratio: 0.72%

Assets under management
$4.0B
-1.02% 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

-6.65%

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

5.25%

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

13.13%

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

34.43%

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

54.68%

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

71.23%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.13%

Best day

5.394%

08/04/2026
Worst day

-7.09%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $112.46 $112.48 $110.83 $111.31 498,200
15/07/2026 $114.64 $114.89 $112.35 $113.84 609,200
14/07/2026 $113.75 $114.24 $112.95 $113.94 530,600
13/07/2026 $113.00 $113.33 $111.76 $111.83 924,000
10/07/2026 $115.54 $116.58 $114.98 $116.22 1,113,900
09/07/2026 $115.98 $116.67 $115.60 $116.29 618,900
08/07/2026 $113.29 $115.33 $113.04 $115.21 1,085,000
07/07/2026 $114.58 $115.18 $113.24 $114.25 512,200
06/07/2026 $117.26 $117.98 $116.90 $117.57 760,500
02/07/2026 $115.80 $116.81 $112.43 $113.94 567,000