Summary
DMXF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.29% Volatility 18.88% Sharpe 0.77
Official loaded data — not a live quote.

ISHARES ESG ADVANCED MSCI EAFE ETF

Symbol: DMXF

Exchange: NASDAQ

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 16/06/2020

Latest date: 16/07/2026

Current price: $83.54

Expense ratio: 0.12%

Assets under management
$1.2B
-0.20% 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

-0.68%

Ann. -46.52% (Sharpe / Sortino numerator)

Volatility

27.44%

Sharpe ratio

-1.827

VaR 95%

-2.95%

CVaR 95%: -3.07%
Max drawdown: -8.21%
Sortino ratio: -3.308
Calmar ratio: -5.67

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

4.59%

Ann. -0.32% (Sharpe / Sortino numerator)

Volatility

20.70%

Sharpe ratio

-0.191

VaR 95%

-2.14%

CVaR 95%: -2.67%
Max drawdown: -11.84%
Sortino ratio: -0.283
Calmar ratio: -0.03

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

8.06%

Ann. 4.80% (Sharpe / Sortino numerator)

Volatility

17.12%

Sharpe ratio

0.068

VaR 95%

-1.99%

CVaR 95%: -2.41%
Max drawdown: -11.84%
Sortino ratio: 0.098
Calmar ratio: 0.41

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

19.29%

Ann. 18.20% (Sharpe / Sortino numerator)

Volatility

18.88%

Sharpe ratio

0.772

VaR 95%

-1.77%

CVaR 95%: -2.64%
Max drawdown: -11.84%
Sortino ratio: 1.042
Calmar ratio: 1.54

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

28.06%

Ann. 10.25% (Sharpe / Sortino numerator)

Volatility

16.86%

Sharpe ratio

0.392

VaR 95%

-1.59%

CVaR 95%: -2.30%
Max drawdown: -16.54%
Sortino ratio: 0.559
Calmar ratio: 0.62

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

48.58%

Ann. 12.15% (Sharpe / Sortino numerator)

Volatility

15.71%

Sharpe ratio

0.542

VaR 95%

-1.51%

CVaR 95%: -2.08%
Max drawdown: -16.54%
Sortino ratio: 0.797
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

0.076%

Best day

4.415%

08/04/2026
Worst day

-3.397%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $83.71 $83.95 $83.39 $83.54 11,600
15/07/2026 $84.26 $84.66 $83.71 $84.56 1,192,000
14/07/2026 $84.69 $84.76 $84.14 $84.14 18,300
13/07/2026 $83.87 $84.29 $83.25 $83.42 21,500
10/07/2026 $84.55 $84.76 $84.20 $84.51 13,100
09/07/2026 $83.76 $84.28 $83.76 $84.11 18,900
08/07/2026 $82.71 $83.41 $82.43 $83.30 13,000
07/07/2026 $84.16 $84.21 $83.63 $83.75 22,400
06/07/2026 $84.63 $85.33 $84.63 $85.19 17,000
02/07/2026 $84.90 $85.03 $83.64 $84.15 18,600