ISHARES MSCI EMERGING MARKETS QUALITY FACTOR ETF
Symbol: EQLT
Exchange: BATS
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 04/09/2024
Latest date: 20/07/2026
Current price: $36.63
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-8.99%
Ann. -53.70% (Sharpe / Sortino numerator)
Volatility
36.46%
Sharpe ratio
-1.572
VaR 95%
-3.77%
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
1.65%
Ann. 8.66% (Sharpe / Sortino numerator)
Volatility
26.64%
Sharpe ratio
0.189
VaR 95%
-2.92%
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
17.09%
Ann. 17.95% (Sharpe / Sortino numerator)
Volatility
21.90%
Sharpe ratio
0.654
VaR 95%
-2.05%
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
38.92%
Ann. 31.45% (Sharpe / Sortino numerator)
Volatility
20.57%
Sharpe ratio
1.353
VaR 95%
-1.78%
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
3.54%
Ann. -5.39% (Sharpe / Sortino numerator)
Volatility
34.95%
Sharpe ratio
-0.258
VaR 95%
-1.70%
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
3.54%
Ann. -3.63% (Sharpe / Sortino numerator)
Volatility
28.52%
Sharpe ratio
-0.255
VaR 95%
-1.22%
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.
Average daily return
0.142%
Best day
5.953%
Worst day
-5.42%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $36.74 | $36.79 | $36.60 | $36.63 | 4,500 |
| 17/07/2026 | $36.41 | $36.88 | $36.40 | $36.88 | 2,800 |
| 16/07/2026 | $37.27 | $37.27 | $37.13 | $37.13 | 600 |
| 15/07/2026 | $37.76 | $37.87 | $37.68 | $37.72 | 600 |
| 14/07/2026 | $37.50 | $37.56 | $37.50 | $37.56 | 400 |
| 13/07/2026 | $37.36 | $37.42 | $37.13 | $37.17 | 1,000 |
| 10/07/2026 | $38.15 | $38.15 | $38.15 | $38.15 | 400 |
| 09/07/2026 | $38.04 | $38.06 | $38.04 | $38.06 | 200 |
| 08/07/2026 | $37.41 | $37.65 | $37.12 | $37.65 | 2,700 |
| 07/07/2026 | $37.49 | $37.49 | $37.49 | $37.49 | 200 |