Summary
EEMA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 56.77% Volatility 21.37% Sharpe 1.26
Official loaded data — not a live quote.

ISHARES MSCI EMERGING MARKETS ASIA ETF

Symbol: EEMA

Exchange: NASDAQ

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 08/02/2012

Latest date: 03/06/2026

Current price: $120.14

Expense ratio: 0.49%

Assets under management
$1.3B
-0.71% 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

9.00%

Ann. -64.71% (Sharpe / Sortino numerator)

Volatility

34.04%

Sharpe ratio

-2.008

VaR 95%

-3.44%

CVaR 95%: -4.15%
Max drawdown: -7.96%
Sortino ratio: -2.935
Calmar ratio: -8.12

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

20.51%

Ann. -6.71% (Sharpe / Sortino numerator)

Volatility

25.09%

Sharpe ratio

-0.412

VaR 95%

-3.02%

CVaR 95%: -3.69%
Max drawdown: -14.30%
Sortino ratio: -0.547
Calmar ratio: -0.47

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

30.97%

Ann. 6.72% (Sharpe / Sortino numerator)

Volatility

21.67%

Sharpe ratio

0.143

VaR 95%

-2.03%

CVaR 95%: -3.33%
Max drawdown: -14.30%
Sortino ratio: 0.186
Calmar ratio: 0.47

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

56.77%

Ann. 30.45% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

1.255

VaR 95%

-1.80%

CVaR 95%: -3.20%
Max drawdown: -14.30%
Sortino ratio: 1.631
Calmar ratio: 2.13

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

73.64%

Ann. 19.52% (Sharpe / Sortino numerator)

Volatility

20.12%

Sharpe ratio

0.789

VaR 95%

-1.95%

CVaR 95%: -2.88%
Max drawdown: -20.23%
Sortino ratio: 1.101
Calmar ratio: 0.96

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

92.47%

Ann. 14.87% (Sharpe / Sortino numerator)

Volatility

18.80%

Sharpe ratio

0.598

VaR 95%

-1.88%

CVaR 95%: -2.64%
Max drawdown: -20.23%
Sortino ratio: 0.872
Calmar ratio: 0.74

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.188%

Best day

5.619%

08/04/2026
Worst day

-4.749%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $121.00 $121.42 $119.73 $120.14 44,900
02/06/2026 $121.06 $122.07 $120.57 $121.56 93,600
01/06/2026 $119.08 $121.00 $118.80 $120.44 58,700
29/05/2026 $118.54 $118.94 $117.68 $117.87 33,400
28/05/2026 $116.13 $118.34 $115.87 $117.91 86,200
27/05/2026 $118.11 $118.59 $116.35 $117.50 154,100
26/05/2026 $116.58 $118.02 $116.58 $117.73 42,200
22/05/2026 $113.52 $113.92 $112.80 $113.01 550,700
21/05/2026 $112.01 $113.43 $111.78 $112.91 84,900
20/05/2026 $110.72 $112.18 $110.50 $111.95 42,700