Summary
EFRA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 11.80% Volatility 16.20% Sharpe 0.83
Official loaded data — not a live quote.

ISHARES ENVIRONMENTAL INFRASTRUCTURE AND INDUSTRIALS ETF

Symbol: EFRA

Exchange: NASDAQ

Sector: Industrials

Category: Infrastructure

Inception date: N/A

Latest date: 16/07/2026

Current price: $35.80

Expense ratio: 0.47%

Assets under management
N/A
0.00% 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

2.06%

Ann. -54.26% (Sharpe / Sortino numerator)

Volatility

20.79%

Sharpe ratio

-2.784

VaR 95%

-2.12%

CVaR 95%: -2.21%
Max drawdown: -8.80%
Sortino ratio: -5.586
Calmar ratio: -6.17

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

1.03%

Ann. 13.30% (Sharpe / Sortino numerator)

Volatility

16.90%

Sharpe ratio

0.572

VaR 95%

-1.95%

CVaR 95%: -2.12%
Max drawdown: -11.19%
Sortino ratio: 0.936
Calmar ratio: 1.19

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

3.27%

Ann. 9.05% (Sharpe / Sortino numerator)

Volatility

14.56%

Sharpe ratio

0.372

VaR 95%

-1.52%

CVaR 95%: -1.92%
Max drawdown: -11.19%
Sortino ratio: 0.578
Calmar ratio: 0.81

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

11.80%

Ann. 17.13% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

0.833

VaR 95%

-1.47%

CVaR 95%: -2.21%
Max drawdown: -11.19%
Sortino ratio: 1.199
Calmar ratio: 1.53

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

20.26%

Ann. 11.05% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

0.501

VaR 95%

-1.38%

CVaR 95%: -2.01%
Max drawdown: -16.25%
Sortino ratio: 0.739
Calmar ratio: 0.68

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

36.11%

Ann. 11.42% (Sharpe / Sortino numerator)

Volatility

14.52%

Sharpe ratio

0.536

VaR 95%

-1.39%

CVaR 95%: -1.96%
Max drawdown: -16.25%
Sortino ratio: 0.808
Calmar ratio: 0.70

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

0.049%

Best day

3.461%

08/04/2026
Worst day

-2.405%

10/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $35.80 $35.80 $35.80 $35.80 200
15/07/2026 $35.58 $35.58 $35.45 $35.47 2,300
14/07/2026 $35.65 $35.65 $35.65 $35.65 100
13/07/2026 $35.45 $35.45 $35.45 $35.45 100
10/07/2026 $35.74 $35.74 $35.74 $35.74 200
09/07/2026 $35.35 $35.36 $35.33 $35.33 1,900
08/07/2026 $35.16 $35.16 $35.16 $35.16 100
07/07/2026 $35.66 $35.81 $35.55 $35.64 6,400
06/07/2026 $36.01 $36.01 $36.01 $36.01 200
02/07/2026 $35.86 $35.90 $35.69 $35.86 2,900