Summary
EPP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.09% Volatility 18.65% Sharpe 1.11
Official loaded data — not a live quote.

ISHARES MSCI PACIFIC EX JAPAN ETF

Symbol: EPP

Exchange: NYSE

Sector: Financial_Services

Category: Pacific/Asia ex-Japan Stk

Inception date: 25/10/2001

Latest date: 16/07/2026

Current price: $55.02

Expense ratio: 0.47%

Assets under management
$2.0B
-0.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.07%

Ann. -42.00% (Sharpe / Sortino numerator)

Volatility

24.49%

Sharpe ratio

-1.863

VaR 95%

-2.32%

CVaR 95%: -2.71%
Max drawdown: -5.85%
Sortino ratio: -3.019
Calmar ratio: -7.18

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

-0.48%

Ann. 20.58% (Sharpe / Sortino numerator)

Volatility

18.57%

Sharpe ratio

0.913

VaR 95%

-2.05%

CVaR 95%: -2.40%
Max drawdown: -8.79%
Sortino ratio: 1.252
Calmar ratio: 2.34

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

7.82%

Ann. 10.53% (Sharpe / Sortino numerator)

Volatility

15.84%

Sharpe ratio

0.436

VaR 95%

-1.91%

CVaR 95%: -2.24%
Max drawdown: -8.79%
Sortino ratio: 0.607
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

15.09%

Ann. 24.24% (Sharpe / Sortino numerator)

Volatility

18.65%

Sharpe ratio

1.105

VaR 95%

-1.60%

CVaR 95%: -2.61%
Max drawdown: -11.26%
Sortino ratio: 1.287
Calmar ratio: 2.15

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

32.01%

Ann. 16.22% (Sharpe / Sortino numerator)

Volatility

17.16%

Sharpe ratio

0.734

VaR 95%

-1.60%

CVaR 95%: -2.34%
Max drawdown: -19.29%
Sortino ratio: 0.961
Calmar ratio: 0.84

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

42.20%

Ann. 11.25% (Sharpe / Sortino numerator)

Volatility

16.73%

Sharpe ratio

0.456

VaR 95%

-1.61%

CVaR 95%: -2.28%
Max drawdown: -19.29%
Sortino ratio: 0.634
Calmar ratio: 0.58

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.

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

0.061%

Best day

3.179%

08/04/2026
Worst day

-3.399%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $55.08 $55.26 $54.95 $55.02 124,400
15/07/2026 $55.23 $55.57 $55.17 $55.45 179,200
14/07/2026 $54.98 $55.29 $54.89 $54.92 209,400
13/07/2026 $54.62 $54.71 $54.22 $54.29 160,900
10/07/2026 $54.53 $54.71 $54.33 $54.60 185,200
09/07/2026 $54.03 $54.17 $53.88 $54.06 1,113,700
08/07/2026 $53.53 $53.83 $53.27 $53.76 282,100
07/07/2026 $54.11 $54.15 $53.59 $53.68 141,000
06/07/2026 $53.75 $53.96 $53.67 $53.88 277,300
02/07/2026 $53.54 $53.89 $53.10 $53.39 424,600