Summary
ESGE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 30.12% Volatility 20.51% Sharpe 1.42
Official loaded data — not a live quote.

ISHARES ESG AWARE MSCI EM ETF

Symbol: ESGE

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 28/06/2016

Latest date: 20/07/2026

Current price: $50.97

Expense ratio: 0.25%

Assets under management
$6.9B
-0.70% 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

-10.26%

Ann. -59.15% (Sharpe / Sortino numerator)

Volatility

35.73%

Sharpe ratio

-1.757

VaR 95%

-3.49%

CVaR 95%: -4.22%
Max drawdown: -7.54%
Sortino ratio: -2.631
Calmar ratio: -7.85

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

1.40%

Ann. -0.98% (Sharpe / Sortino numerator)

Volatility

25.82%

Sharpe ratio

-0.179

VaR 95%

-3.33%

CVaR 95%: -3.81%
Max drawdown: -13.90%
Sortino ratio: -0.240
Calmar ratio: -0.07

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

11.12%

Ann. 10.06% (Sharpe / Sortino numerator)

Volatility

21.65%

Sharpe ratio

0.297

VaR 95%

-2.03%

CVaR 95%: -3.38%
Max drawdown: -13.90%
Sortino ratio: 0.383
Calmar ratio: 0.72

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

30.12%

Ann. 32.71% (Sharpe / Sortino numerator)

Volatility

20.51%

Sharpe ratio

1.418

VaR 95%

-1.86%

CVaR 95%: -3.14%
Max drawdown: -13.90%
Sortino ratio: 1.779
Calmar ratio: 2.35

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

57.51%

Ann. 21.42% (Sharpe / Sortino numerator)

Volatility

18.53%

Sharpe ratio

0.960

VaR 95%

-1.78%

CVaR 95%: -2.66%
Max drawdown: -16.71%
Sortino ratio: 1.295
Calmar ratio: 1.28

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

69.46%

Ann. 15.92% (Sharpe / Sortino numerator)

Volatility

17.41%

Sharpe ratio

0.706

VaR 95%

-1.71%

CVaR 95%: -2.44%
Max drawdown: -16.71%
Sortino ratio: 1.007
Calmar ratio: 0.95

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

0.117%

Best day

5.534%

08/04/2026
Worst day

-6.479%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $51.33 $51.48 $50.94 $50.97 432,600
17/07/2026 $50.00 $51.28 $49.74 $50.82 979,800
16/07/2026 $51.67 $51.84 $51.19 $51.42 405,800
15/07/2026 $52.74 $52.87 $51.77 $52.51 378,700
14/07/2026 $52.33 $52.67 $52.10 $52.55 405,600
13/07/2026 $52.11 $52.26 $51.54 $51.63 277,600
10/07/2026 $53.29 $53.65 $53.02 $53.57 675,900
09/07/2026 $53.25 $53.58 $53.06 $53.42 540,400
08/07/2026 $52.19 $53.04 $52.03 $53.02 473,900
07/07/2026 $52.84 $53.09 $52.25 $52.61 702,900