ISHARES ASIA/PACIFIC DIVIDEND ETF
Symbol: DVYA
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 23/02/2012
Latest date: 15/10/2026
Current price: $49.85
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
-1.11%
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
1.63%
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
1.81%
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
22.65%
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
45.77%
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
86.19%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.085%
Best day
2.684%
Worst day
-3.134%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $49.80 | $49.85 | $49.79 | $49.85 | 5,200 |
| 14/10/2026 | $49.36 | $49.49 | $49.36 | $49.49 | 2,000 |
| 13/10/2026 | $50.22 | $50.22 | $49.89 | $49.93 | 7,500 |
| 12/10/2026 | $49.61 | $49.76 | $49.61 | $49.71 | 4,000 |
| 09/10/2026 | $49.52 | $49.68 | $49.52 | $49.62 | 48,800 |
| 08/10/2026 | $49.09 | $49.18 | $48.98 | $49.18 | 2,900 |
| 07/10/2026 | $49.36 | $49.39 | $49.36 | $49.38 | 1,200 |
| 06/10/2026 | $49.89 | $49.95 | $49.89 | $49.94 | 2,600 |
| 05/10/2026 | $49.48 | $49.62 | $49.48 | $49.60 | 2,300 |
| 02/10/2026 | $49.31 | $49.48 | $49.31 | $49.48 | 5,900 |