COLUMBIA RESEARCH ENHANCED EMERGING ECONOMIES ETF
Symbol: ECON
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 14/09/2010
Latest date: 20/07/2026
Current price: $33.02
Expense ratio: 0.47%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-13.04%
Ann. -59.39% (Sharpe / Sortino numerator)
Volatility
34.89%
Sharpe ratio
-1.806
VaR 95%
-3.36%
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
3.12%
Ann. 9.16% (Sharpe / Sortino numerator)
Volatility
25.61%
Sharpe ratio
0.216
VaR 95%
-2.73%
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.
Period total return
16.19%
Ann. 17.57% (Sharpe / Sortino numerator)
Volatility
21.61%
Sharpe ratio
0.645
VaR 95%
-2.21%
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
36.98%
Ann. 33.18% (Sharpe / Sortino numerator)
Volatility
20.39%
Sharpe ratio
1.449
VaR 95%
-1.94%
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
61.01%
Ann. 19.45% (Sharpe / Sortino numerator)
Volatility
18.09%
Sharpe ratio
0.874
VaR 95%
-1.76%
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
64.07%
Ann. 13.38% (Sharpe / Sortino numerator)
Volatility
16.98%
Sharpe ratio
0.574
VaR 95%
-1.63%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.138%
Best day
5.627%
Worst day
-7.217%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $33.07 | $33.36 | $33.01 | $33.02 | 11,700 |
| 17/07/2026 | $32.91 | $33.17 | $32.77 | $32.91 | 8,900 |
| 16/07/2026 | $33.62 | $33.73 | $33.26 | $33.28 | 29,800 |
| 15/07/2026 | $34.61 | $34.61 | $33.86 | $34.24 | 6,600 |
| 14/07/2026 | $34.18 | $34.49 | $34.05 | $34.49 | 10,100 |
| 13/07/2026 | $34.19 | $34.23 | $33.80 | $33.93 | 10,400 |
| 10/07/2026 | $34.95 | $35.28 | $34.95 | $35.18 | 8,800 |
| 09/07/2026 | $35.07 | $35.32 | $35.07 | $35.19 | 7,300 |
| 08/07/2026 | $34.34 | $34.70 | $34.25 | $34.69 | 12,300 |
| 07/07/2026 | $34.91 | $34.91 | $34.46 | $34.62 | 12,300 |