Summary
ESMV
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.91% Volatility 13.78% Sharpe -0.25
Official loaded data — not a live quote.

ISHARES ESG MSCI USA MIN VOL FACTOR ETF

Symbol: ESMV

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 02/11/2021

Latest date: 02/06/2026

Current price: $30.47

Expense ratio: 0.18%

Assets under management
$7.3M
0.00% 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

4.17%

Ann. -39.36% (Sharpe / Sortino numerator)

Volatility

11.62%

Sharpe ratio

-3.701

VaR 95%

-1.26%

CVaR 95%: -1.44%
Max drawdown: -6.63%
Sortino ratio: -5.790
Calmar ratio: -5.94

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

2.40%

Ann. -3.67% (Sharpe / Sortino numerator)

Volatility

9.78%

Sharpe ratio

-0.747

VaR 95%

-1.13%

CVaR 95%: -1.30%
Max drawdown: -7.01%
Sortino ratio: -1.100
Calmar ratio: -0.52

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

6.58%

Ann. -3.64% (Sharpe / Sortino numerator)

Volatility

11.52%

Sharpe ratio

-0.631

VaR 95%

-1.09%

CVaR 95%: -1.67%
Max drawdown: -7.01%
Sortino ratio: -0.794
Calmar ratio: -0.52

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

7.91%

Ann. 0.12% (Sharpe / Sortino numerator)

Volatility

13.78%

Sharpe ratio

-0.255

VaR 95%

-1.15%

CVaR 95%: -1.98%
Max drawdown: -7.88%
Sortino ratio: -0.316
Calmar ratio: 0.02

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

20.37%

Ann. 5.43% (Sharpe / Sortino numerator)

Volatility

11.96%

Sharpe ratio

0.150

VaR 95%

-1.00%

CVaR 95%: -1.65%
Max drawdown: -12.15%
Sortino ratio: 0.197
Calmar ratio: 0.45

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

38.31%

Ann. 8.94% (Sharpe / Sortino numerator)

Volatility

11.12%

Sharpe ratio

0.477

VaR 95%

-0.99%

CVaR 95%: -1.49%
Max drawdown: -12.15%
Sortino ratio: 0.650
Calmar ratio: 0.74

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

0.032%

Best day

3.289%

13/11/2025
Worst day

-3.723%

14/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $30.47 $30.47 $30.47 $30.47 100
01/06/2026 $30.39 $30.39 $30.39 $30.39 100
29/05/2026 $30.20 $30.20 $30.20 $30.20 100
28/05/2026 $30.06 $30.08 $30.06 $30.08 100
27/05/2026 $29.97 $29.97 $29.97 $29.97 100
26/05/2026 $30.07 $30.07 $30.07 $30.07 100
22/05/2026 $30.07 $30.07 $30.07 $30.07 100
21/05/2026 $29.77 $29.77 $29.77 $29.77 100
20/05/2026 $29.71 $29.71 $29.71 $29.71 100
19/05/2026 $29.57 $29.57 $29.57 $29.57 100