ISHARES EMERGING MARKETS INFRASTRUCTURE ETF
Symbol: EMIF
Exchange: NASDAQ
Sector: Industrials
Category: Diversified Emerging Mkts
Inception date: 16/06/2009
Latest date: 15/10/2026
Current price: $27.13
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.65%
Ann. -41.52% (Sharpe / Sortino numerator)
Volatility
25.68%
Sharpe ratio
-1.758
VaR 95%
-2.91%
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
4.51%
Ann. 32.17% (Sharpe / Sortino numerator)
Volatility
20.82%
Sharpe ratio
1.371
VaR 95%
-2.18%
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
-6.86%
Ann. 32.39% (Sharpe / Sortino numerator)
Volatility
17.06%
Sharpe ratio
1.686
VaR 95%
-1.76%
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
11.36%
Ann. 40.88% (Sharpe / Sortino numerator)
Volatility
16.73%
Sharpe ratio
2.226
VaR 95%
-1.42%
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
31.53%
Ann. 19.34% (Sharpe / Sortino numerator)
Volatility
16.83%
Sharpe ratio
0.934
VaR 95%
-1.65%
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
54.36%
Ann. 14.52% (Sharpe / Sortino numerator)
Volatility
16.83%
Sharpe ratio
0.647
VaR 95%
-1.64%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.048%
Best day
3.799%
Worst day
-3.976%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $27.09 | $27.13 | $27.09 | $27.13 | 2,000 |
| 14/10/2026 | $27.19 | $27.40 | $27.19 | $27.33 | 2,500 |
| 13/10/2026 | $27.56 | $27.56 | $27.44 | $27.44 | 1,100 |
| 12/10/2026 | $27.63 | $27.66 | $27.60 | $27.66 | 2,000 |
| 09/10/2026 | $27.56 | $27.66 | $27.56 | $27.65 | 4,000 |
| 08/10/2026 | $27.35 | $27.37 | $27.35 | $27.35 | 400 |
| 07/10/2026 | $27.28 | $27.42 | $27.21 | $27.21 | 1,800 |
| 06/10/2026 | $27.42 | $27.49 | $27.38 | $27.49 | 900 |
| 05/10/2026 | $27.41 | $27.47 | $27.32 | $27.32 | 1,200 |
| 02/10/2026 | $26.18 | $26.32 | $26.18 | $26.32 | 400 |