ISHARES EMERGING MARKETS INFRASTRUCTURE ETF
Symbol: EMIF
Exchange: NASDAQ
Sector: Industrials
Category: Diversified Emerging Mkts
Inception date: 16/06/2009
Latest date: 16/07/2026
Current price: $25.74
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
-5.05%
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
-10.78%
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
-3.65%
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
12.25%
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
26.65%
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
30.30%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.051%
Best day
3.658%
Worst day
-3.976%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $25.71 | $25.74 | $25.70 | $25.74 | 1,000 |
| 15/07/2026 | $25.97 | $25.97 | $25.96 | $25.96 | 600 |
| 14/07/2026 | $25.96 | $25.98 | $25.90 | $25.98 | 4,400 |
| 13/07/2026 | $26.15 | $26.16 | $25.92 | $25.92 | 1,000 |
| 10/07/2026 | $26.14 | $26.26 | $26.14 | $26.23 | 1,000 |
| 09/07/2026 | $26.03 | $26.03 | $25.94 | $25.94 | 900 |
| 08/07/2026 | $25.80 | $25.88 | $25.80 | $25.88 | 300 |
| 07/07/2026 | $25.98 | $25.99 | $25.94 | $25.94 | 500 |
| 06/07/2026 | $26.49 | $26.63 | $26.49 | $26.54 | 1,000 |
| 02/07/2026 | $26.18 | $26.22 | $26.16 | $26.22 | 800 |