Summary
EMXC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 79.64% 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: 02/06/2026

Current price: $104.04

Expense ratio: 0.25%

Assets under management
$22.1B
0.87% 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

13.74%

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

20.85%

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

48.99%

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

79.64%

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

90.78%

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

117.25%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.243%

Best day

6.093%

08/04/2026
Worst day

-5.529%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $103.14 $104.08 $102.71 $104.04 2,933,700
01/06/2026 $102.39 $104.19 $102.00 $103.67 4,455,300
29/05/2026 $101.65 $101.87 $100.75 $101.04 2,665,700
28/05/2026 $99.46 $101.42 $99.05 $101.03 2,714,900
27/05/2026 $101.20 $101.43 $99.57 $100.42 3,064,700
26/05/2026 $98.86 $100.21 $98.78 $99.99 2,222,900
22/05/2026 $96.23 $96.52 $95.58 $95.60 3,354,900
21/05/2026 $94.39 $96.10 $94.24 $95.59 2,226,000
20/05/2026 $92.61 $94.43 $92.51 $94.27 1,901,800
19/05/2026 $91.08 $93.13 $90.73 $92.08 1,920,500