ISHARES ASIA/PACIFIC DIVIDEND ETF
Symbol: DVYA
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 23/02/2012
Latest date: 16/07/2026
Current price: $49.40
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.08%
Ann. -39.27% (Sharpe / Sortino numerator)
Volatility
20.80%
Sharpe ratio
-2.062
VaR 95%
-2.11%
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. 38.11% (Sharpe / Sortino numerator)
Volatility
16.69%
Sharpe ratio
2.067
VaR 95%
-1.69%
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
8.02%
Ann. 34.43% (Sharpe / Sortino numerator)
Volatility
14.25%
Sharpe ratio
2.162
VaR 95%
-1.32%
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
30.49%
Ann. 41.54% (Sharpe / Sortino numerator)
Volatility
16.45%
Sharpe ratio
2.305
VaR 95%
-1.30%
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
49.55%
Ann. 21.55% (Sharpe / Sortino numerator)
Volatility
15.09%
Sharpe ratio
1.188
VaR 95%
-1.40%
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
73.57%
Ann. 19.36% (Sharpe / Sortino numerator)
Volatility
14.64%
Sharpe ratio
1.075
VaR 95%
-1.38%
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.
Average daily return
0.11%
Best day
2.684%
Worst day
-3.134%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $49.44 | $49.45 | $49.38 | $49.40 | 13,800 |
| 15/07/2026 | $49.62 | $49.83 | $49.54 | $49.77 | 54,400 |
| 14/07/2026 | $49.41 | $49.41 | $49.31 | $49.31 | 1,400 |
| 13/07/2026 | $49.02 | $49.02 | $48.62 | $48.67 | 2,700 |
| 10/07/2026 | $48.86 | $48.96 | $48.86 | $48.87 | 1,500 |
| 09/07/2026 | $48.25 | $48.49 | $48.25 | $48.45 | 4,100 |
| 08/07/2026 | $48.10 | $48.13 | $48.01 | $48.13 | 1,100 |
| 07/07/2026 | $48.23 | $48.23 | $47.84 | $47.88 | 5,100 |
| 06/07/2026 | $47.81 | $47.95 | $47.81 | $47.95 | 13,400 |
| 02/07/2026 | $47.80 | $47.80 | $47.43 | $47.61 | 2,000 |