Summary
EMGF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 55.32% 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: 03/06/2026

Current price: $75.21

Expense ratio: 0.26%

Assets under management
$1.7B
-0.77% 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

9.65%

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

20.64%

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

32.52%

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

55.32%

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

71.77%

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

103.99%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.183%

Best day

5.236%

08/04/2026
Worst day

-4.795%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $75.79 $75.79 $74.58 $75.21 256,400
02/06/2026 $75.61 $76.23 $75.52 $76.12 254,200
01/06/2026 $74.65 $75.80 $74.48 $75.54 300,600
29/05/2026 $73.98 $74.23 $73.50 $73.50 164,200
28/05/2026 $72.76 $74.02 $72.46 $73.74 877,600
27/05/2026 $73.99 $74.21 $73.11 $73.45 137,200
26/05/2026 $73.00 $73.86 $72.95 $73.73 99,100
22/05/2026 $71.12 $71.35 $70.74 $70.78 86,100
21/05/2026 $70.19 $71.37 $70.11 $71.11 99,900
20/05/2026 $69.25 $70.37 $69.25 $70.29 68,500