ISHARES MSCI IRELAND ETF
Symbol: EIRL
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 05/05/2010
Latest date: 16/07/2026
Current price: $79.54
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.46%
Ann. -50.76% (Sharpe / Sortino numerator)
Volatility
27.43%
Sharpe ratio
-1.983
VaR 95%
-3.04%
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
10.78%
Ann. -25.16% (Sharpe / Sortino numerator)
Volatility
22.33%
Sharpe ratio
-1.289
VaR 95%
-2.81%
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
9.30%
Ann. 4.87% (Sharpe / Sortino numerator)
Volatility
18.85%
Sharpe ratio
0.066
VaR 95%
-2.07%
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
24.21%
Ann. 18.53% (Sharpe / Sortino numerator)
Volatility
19.69%
Sharpe ratio
0.757
VaR 95%
-1.84%
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
19.46%
Ann. 3.45% (Sharpe / Sortino numerator)
Volatility
17.92%
Sharpe ratio
-0.010
VaR 95%
-1.78%
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
43.16%
Ann. 10.26% (Sharpe / Sortino numerator)
Volatility
17.68%
Sharpe ratio
0.375
VaR 95%
-1.74%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.093%
Best day
4.907%
Worst day
-3.8%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $79.19 | $79.65 | $79.19 | $79.54 | 1,300 |
| 15/07/2026 | $78.96 | $79.68 | $78.96 | $79.61 | 1,000 |
| 14/07/2026 | $78.40 | $78.80 | $78.40 | $78.62 | 1,600 |
| 13/07/2026 | $78.94 | $78.94 | $78.34 | $78.41 | 3,800 |
| 10/07/2026 | $79.13 | $79.22 | $79.02 | $79.10 | 2,200 |
| 09/07/2026 | $78.84 | $79.19 | $78.62 | $79.17 | 4,300 |
| 08/07/2026 | $79.26 | $79.26 | $78.32 | $79.13 | 6,900 |
| 07/07/2026 | $79.92 | $79.93 | $79.34 | $79.47 | 4,400 |
| 06/07/2026 | $79.77 | $79.97 | $79.24 | $79.87 | 8,800 |
| 02/07/2026 | $79.67 | $79.67 | $79.06 | $79.51 | 19,400 |