Summary
DVYE
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.63% Volatility 17.22% Sharpe 1.68
Official loaded data — not a live quote.

ISHARES EMERGING MARKETS DIVIDEND ETF

Symbol: DVYE

Exchange: NYSE

Sector: Financial_Services

Category: Diversified Emerging Mkts

Inception date: 23/02/2012

Latest date: 16/07/2026

Current price: $33.10

Expense ratio: 0.50%

Assets under management
$1.2B
-0.18% 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

-1.25%

Ann. -13.93% (Sharpe / Sortino numerator)

Volatility

22.61%

Sharpe ratio

-0.777

VaR 95%

-2.24%

CVaR 95%: -2.54%
Max drawdown: -2.92%
Sortino ratio: -1.177
Calmar ratio: -4.78

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

-5.32%

Ann. 39.70% (Sharpe / Sortino numerator)

Volatility

18.04%

Sharpe ratio

1.999

VaR 95%

-1.97%

CVaR 95%: -2.42%
Max drawdown: -6.49%
Sortino ratio: 2.806
Calmar ratio: 6.11

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

4.01%

Ann. 39.15% (Sharpe / Sortino numerator)

Volatility

15.24%

Sharpe ratio

2.331

VaR 95%

-1.44%

CVaR 95%: -2.20%
Max drawdown: -6.49%
Sortino ratio: 3.062
Calmar ratio: 6.03

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

20.63%

Ann. 32.48% (Sharpe / Sortino numerator)

Volatility

17.22%

Sharpe ratio

1.676

VaR 95%

-1.46%

CVaR 95%: -2.49%
Max drawdown: -11.36%
Sortino ratio: 2.029
Calmar ratio: 2.86

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

40.77%

Ann. 24.48% (Sharpe / Sortino numerator)

Volatility

16.42%

Sharpe ratio

1.270

VaR 95%

-1.46%

CVaR 95%: -2.29%
Max drawdown: -14.63%
Sortino ratio: 1.718
Calmar ratio: 1.67

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

70.11%

Ann. 22.24% (Sharpe / Sortino numerator)

Volatility

15.73%

Sharpe ratio

1.183

VaR 95%

-1.45%

CVaR 95%: -2.11%
Max drawdown: -14.63%
Sortino ratio: 1.703
Calmar ratio: 1.52

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

0.079%

Best day

2.518%

08/04/2026
Worst day

-2.936%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $33.16 $33.22 $32.99 $33.10 630,100
15/07/2026 $33.29 $33.46 $33.19 $33.35 75,000
14/07/2026 $33.31 $33.37 $33.21 $33.32 120,100
13/07/2026 $33.22 $33.26 $32.87 $32.91 187,600
10/07/2026 $33.00 $33.33 $33.00 $33.25 324,200
09/07/2026 $32.73 $32.85 $32.68 $32.79 123,500
08/07/2026 $32.61 $32.80 $32.50 $32.74 125,700
07/07/2026 $32.66 $32.76 $32.44 $32.52 84,900
06/07/2026 $32.65 $32.78 $32.57 $32.78 142,200
02/07/2026 $32.18 $32.40 $31.96 $32.16 127,600