Summary
ESMV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 8.50% Volatility 13.78% Sharpe -0.25
Official loaded data — not a live quote.

ISHARES ESG OPTIMIZED MSCI USA MIN VOL FACTOR ETF

Symbol: ESMV

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 02/11/2021

Latest date: 16/07/2026

Current price: $30.52

Expense ratio: 0.18%

Assets under management
$7.6M
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

1.14%

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

5.48%

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

5.72%

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

8.50%

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

15.12%

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

34.18%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.035%

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
16/07/2026 $30.52 $30.52 $30.52 $30.52 100
15/07/2026 $30.53 $30.53 $30.29 $30.29 1,100
14/07/2026 $30.60 $30.60 $30.60 $30.60 200
13/07/2026 $30.80 $30.80 $30.80 $30.80 100
10/07/2026 $30.80 $30.80 $30.80 $30.80 100
09/07/2026 $30.75 $30.75 $30.73 $30.73 200
08/07/2026 $30.66 $30.66 $30.66 $30.66 100
07/07/2026 $30.87 $30.87 $30.87 $30.87 100
06/07/2026 $30.80 $30.86 $30.80 $30.84 1,900
02/07/2026 $30.78 $30.78 $30.78 $30.78 100