Summary
EMGF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 32.60% Volatility 20.01% Sharpe 1.41
Official loaded data — not a live quote.

ISHARES EMERGING MARKETS EQUITY FACTOR ETF

Symbol: EMGF

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 08/12/2015

Latest date: 16/07/2026

Current price: $68.61

Expense ratio: 0.26%

Assets under management
$1.9B
-0.23% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-7.11%

Ann. -59.09% (Sharpe / Sortino numerator)

Volatility

35.45%

Sharpe ratio

-1.769

VaR 95%

-3.44%

CVaR 95%: -4.18%
Max drawdown: -7.45%
Sortino ratio: -2.617
Calmar ratio: -7.93

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

3.93%

Ann. 7.39% (Sharpe / Sortino numerator)

Volatility

25.60%

Sharpe ratio

0.147

VaR 95%

-3.25%

CVaR 95%: -3.75%
Max drawdown: -13.54%
Sortino ratio: 0.199
Calmar ratio: 0.55

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

13.05%

Ann. 15.16% (Sharpe / Sortino numerator)

Volatility

21.15%

Sharpe ratio

0.545

VaR 95%

-1.99%

CVaR 95%: -3.31%
Max drawdown: -13.54%
Sortino ratio: 0.712
Calmar ratio: 1.12

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

32.60%

Ann. 31.81% (Sharpe / Sortino numerator)

Volatility

20.01%

Sharpe ratio

1.408

VaR 95%

-1.60%

CVaR 95%: -3.09%
Max drawdown: -13.54%
Sortino ratio: 1.768
Calmar ratio: 2.35

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

50.81%

Ann. 19.69% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

0.893

VaR 95%

-1.74%

CVaR 95%: -2.61%
Max drawdown: -17.65%
Sortino ratio: 1.203
Calmar ratio: 1.12

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

79.20%

Ann. 17.97% (Sharpe / Sortino numerator)

Volatility

16.63%

Sharpe ratio

0.862

VaR 95%

-1.54%

CVaR 95%: -2.34%
Max drawdown: -17.65%
Sortino ratio: 1.216
Calmar ratio: 1.02

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

0.123%

Best day

5.236%

08/04/2026
Worst day

-6.473%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $68.77 $69.06 $68.25 $68.61 105,200
15/07/2026 $70.29 $70.30 $69.02 $70.03 123,900
14/07/2026 $70.08 $70.16 $69.62 $69.91 992,000
13/07/2026 $69.83 $69.92 $69.01 $69.07 83,800
10/07/2026 $71.41 $71.85 $71.02 $71.62 254,200
09/07/2026 $71.42 $71.77 $71.25 $71.62 93,800
08/07/2026 $69.91 $71.02 $69.61 $71.02 90,800
07/07/2026 $70.73 $70.92 $69.86 $70.42 101,100
06/07/2026 $71.87 $72.98 $71.86 $72.22 159,700
02/07/2026 $71.32 $71.86 $69.51 $70.40 119,500