Summary
EMXC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 46.53% Volatility 20.68% Sharpe 2.04
Official loaded data — not a live quote.

ISHARES MSCI EMERGING MARKETS EX CHINA ETF

Symbol: EMXC

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 18/07/2017

Latest date: 20/07/2026

Current price: $91.67

Expense ratio: 0.25%

Assets under management
$26.1B
-0.64% 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

-13.92%

Ann. -63.98% (Sharpe / Sortino numerator)

Volatility

39.74%

Sharpe ratio

-1.701

VaR 95%

-3.86%

CVaR 95%: -4.79%
Max drawdown: -8.24%
Sortino ratio: -2.582
Calmar ratio: -7.77

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

3.80%

Ann. 23.78% (Sharpe / Sortino numerator)

Volatility

28.57%

Sharpe ratio

0.705

VaR 95%

-3.46%

CVaR 95%: -4.19%
Max drawdown: -14.41%
Sortino ratio: 0.935
Calmar ratio: 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

20.09%

Ann. 37.16% (Sharpe / Sortino numerator)

Volatility

23.03%

Sharpe ratio

1.456

VaR 95%

-2.09%

CVaR 95%: -3.46%
Max drawdown: -14.41%
Sortino ratio: 1.857
Calmar ratio: 2.58

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

46.53%

Ann. 45.84% (Sharpe / Sortino numerator)

Volatility

20.68%

Sharpe ratio

2.041

VaR 95%

-1.87%

CVaR 95%: -3.04%
Max drawdown: -14.41%
Sortino ratio: 2.598
Calmar ratio: 3.18

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

61.63%

Ann. 20.06% (Sharpe / Sortino numerator)

Volatility

18.02%

Sharpe ratio

0.912

VaR 95%

-1.86%

CVaR 95%: -2.69%
Max drawdown: -19.12%
Sortino ratio: 1.189
Calmar ratio: 1.05

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

85.24%

Ann. 19.76% (Sharpe / Sortino numerator)

Volatility

16.39%

Sharpe ratio

0.984

VaR 95%

-1.55%

CVaR 95%: -2.41%
Max drawdown: -19.12%
Sortino ratio: 1.330
Calmar ratio: 1.03

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.167%

Best day

6.093%

08/04/2026
Worst day

-7.651%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $92.26 $92.83 $91.51 $91.67 1,576,600
17/07/2026 $90.03 $92.82 $89.47 $91.78 4,698,300
16/07/2026 $93.27 $93.65 $92.36 $92.78 2,966,700
15/07/2026 $96.18 $96.24 $93.76 $95.26 4,011,100
14/07/2026 $95.50 $96.29 $94.95 $95.95 2,771,900
13/07/2026 $95.32 $95.60 $94.08 $94.26 2,241,500
10/07/2026 $97.83 $98.63 $97.02 $98.31 2,821,100
09/07/2026 $97.88 $98.48 $97.48 $97.99 2,220,200
08/07/2026 $95.27 $97.33 $95.06 $97.24 3,734,900
07/07/2026 $97.41 $97.84 $96.09 $96.80 2,904,200