Summary
EFG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.55% Volatility 19.14% Sharpe 0.60
Official loaded data — not a live quote.

ISHARES MSCI EAFE GROWTH ETF

Symbol: EFG

Exchange: BATS

Sector: Industrials

Category: Foreign Large Growth

Inception date: 01/08/2005

Latest date: 16/07/2026

Current price: $120.84

Expense ratio: 0.34%

Assets under management
$16.9B
0.17% 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

-2.36%

Ann. -51.13% (Sharpe / Sortino numerator)

Volatility

29.18%

Sharpe ratio

-1.877

VaR 95%

-3.09%

CVaR 95%: -3.16%
Max drawdown: -9.43%
Sortino ratio: -3.290
Calmar ratio: -5.42

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

1.46%

Ann. -7.97% (Sharpe / Sortino numerator)

Volatility

21.85%

Sharpe ratio

-0.531

VaR 95%

-2.26%

CVaR 95%: -2.81%
Max drawdown: -12.78%
Sortino ratio: -0.809
Calmar ratio: -0.62

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

2.16%

Ann. -1.91% (Sharpe / Sortino numerator)

Volatility

17.86%

Sharpe ratio

-0.310

VaR 95%

-1.94%

CVaR 95%: -2.51%
Max drawdown: -12.78%
Sortino ratio: -0.451
Calmar ratio: -0.15

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

12.55%

Ann. 15.11% (Sharpe / Sortino numerator)

Volatility

19.14%

Sharpe ratio

0.600

VaR 95%

-1.61%

CVaR 95%: -2.63%
Max drawdown: -12.78%
Sortino ratio: 0.823
Calmar ratio: 1.18

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

18.83%

Ann. 7.24% (Sharpe / Sortino numerator)

Volatility

17.34%

Sharpe ratio

0.208

VaR 95%

-1.70%

CVaR 95%: -2.39%
Max drawdown: -16.87%
Sortino ratio: 0.298
Calmar ratio: 0.43

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

30.78%

Ann. 8.49% (Sharpe / Sortino numerator)

Volatility

16.11%

Sharpe ratio

0.302

VaR 95%

-1.59%

CVaR 95%: -2.20%
Max drawdown: -16.87%
Sortino ratio: 0.438
Calmar ratio: 0.50

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

0.054%

Best day

4.88%

08/04/2026
Worst day

-3.377%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $120.63 $121.47 $120.52 $120.84 1,010,600
15/07/2026 $122.09 $122.38 $121.05 $122.22 680,600
14/07/2026 $121.82 $122.52 $121.45 $121.45 536,000
13/07/2026 $121.42 $121.64 $120.34 $120.48 584,600
10/07/2026 $122.37 $122.93 $121.65 $122.65 1,060,800
09/07/2026 $121.81 $122.87 $121.81 $122.47 936,400
08/07/2026 $120.53 $121.58 $119.97 $121.49 667,300
07/07/2026 $123.86 $123.98 $122.13 $122.46 971,400
06/07/2026 $124.62 $125.26 $124.34 $125.10 1,189,100
02/07/2026 $124.15 $125.07 $122.81 $123.63 683,800