Summary
EMXF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 31.80% Volatility 18.64% Sharpe 1.36
Official loaded data — not a live quote.

ISHARES ESG ADVANCED MSCI EM ETF

Symbol: EMXF

Exchange: NASDAQ

Sector: Financial_Services

Category: Diversified Emerging Mkts

Inception date: 06/10/2020

Latest date: 16/07/2026

Current price: $55.45

Expense ratio: 0.16%

Assets under management
$161.2M
-0.07% 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

-4.52%

Ann. -48.73% (Sharpe / Sortino numerator)

Volatility

32.39%

Sharpe ratio

-1.617

VaR 95%

-3.25%

CVaR 95%: -3.81%
Max drawdown: -6.27%
Sortino ratio: -2.451
Calmar ratio: -7.78

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

6.81%

Ann. 3.80% (Sharpe / Sortino numerator)

Volatility

23.57%

Sharpe ratio

0.007

VaR 95%

-2.79%

CVaR 95%: -3.37%
Max drawdown: -12.53%
Sortino ratio: 0.009
Calmar ratio: 0.30

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

15.48%

Ann. 15.09% (Sharpe / Sortino numerator)

Volatility

19.36%

Sharpe ratio

0.592

VaR 95%

-2.01%

CVaR 95%: -3.01%
Max drawdown: -12.53%
Sortino ratio: 0.770
Calmar ratio: 1.20

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

31.80%

Ann. 29.02% (Sharpe / Sortino numerator)

Volatility

18.64%

Sharpe ratio

1.362

VaR 95%

-1.55%

CVaR 95%: -2.84%
Max drawdown: -12.53%
Sortino ratio: 1.724
Calmar ratio: 2.32

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

55.17%

Ann. 19.69% (Sharpe / Sortino numerator)

Volatility

17.20%

Sharpe ratio

0.933

VaR 95%

-1.59%

CVaR 95%: -2.49%
Max drawdown: -15.93%
Sortino ratio: 1.277
Calmar ratio: 1.24

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

65.38%

Ann. 14.21% (Sharpe / Sortino numerator)

Volatility

16.55%

Sharpe ratio

0.640

VaR 95%

-1.59%

CVaR 95%: -2.33%
Max drawdown: -15.93%
Sortino ratio: 0.921
Calmar ratio: 0.89

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.119%

Best day

5.216%

08/04/2026
Worst day

-5.162%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $55.49 $55.75 $55.38 $55.45 12,000
15/07/2026 $56.54 $56.98 $55.86 $56.27 8,700
14/07/2026 $56.16 $56.20 $56.03 $56.14 8,200
13/07/2026 $56.03 $56.13 $55.47 $55.50 2,800
10/07/2026 $57.41 $57.42 $57.35 $57.35 1,300
09/07/2026 $56.93 $57.31 $56.93 $57.18 5,800
08/07/2026 $55.76 $56.68 $55.76 $56.68 4,500
07/07/2026 $56.64 $56.88 $56.16 $56.27 5,000
06/07/2026 $57.37 $57.72 $57.37 $57.59 8,100
02/07/2026 $57.22 $57.47 $55.88 $56.40 12,500