Summary
EUFN
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 32.81% Volatility 22.31% Sharpe 1.07
Official loaded data — not a live quote.

ISHARES MSCI EUROPE FINANCIALS ETF

Symbol: EUFN

Exchange: NASDAQ

Sector: Financial_Services

Category: Europe Stock

Inception date: 20/01/2010

Latest date: 16/07/2026

Current price: $40.38

Expense ratio: 0.49%

Assets under management
$3.7B
-0.02% 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

4.05%

Ann. -35.11% (Sharpe / Sortino numerator)

Volatility

33.37%

Sharpe ratio

-1.161

VaR 95%

-3.31%

CVaR 95%: -3.54%
Max drawdown: -7.77%
Sortino ratio: -2.091
Calmar ratio: -4.52

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

9.18%

Ann. -22.31% (Sharpe / Sortino numerator)

Volatility

26.04%

Sharpe ratio

-0.996

VaR 95%

-2.82%

CVaR 95%: -3.20%
Max drawdown: -14.77%
Sortino ratio: -1.684
Calmar ratio: -1.51

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

10.93%

Ann. 8.80% (Sharpe / Sortino numerator)

Volatility

21.06%

Sharpe ratio

0.245

VaR 95%

-2.12%

CVaR 95%: -2.92%
Max drawdown: -14.77%
Sortino ratio: 0.384
Calmar ratio: 0.60

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

32.81%

Ann. 27.44% (Sharpe / Sortino numerator)

Volatility

22.31%

Sharpe ratio

1.067

VaR 95%

-1.74%

CVaR 95%: -3.16%
Max drawdown: -14.77%
Sortino ratio: 1.377
Calmar ratio: 1.86

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

89.57%

Ann. 30.90% (Sharpe / Sortino numerator)

Volatility

19.90%

Sharpe ratio

1.371

VaR 95%

-1.75%

CVaR 95%: -2.75%
Max drawdown: -15.95%
Sortino ratio: 1.863
Calmar ratio: 1.94

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

133.80%

Ann. 29.88% (Sharpe / Sortino numerator)

Volatility

18.37%

Sharpe ratio

1.429

VaR 95%

-1.64%

CVaR 95%: -2.50%
Max drawdown: -15.95%
Sortino ratio: 1.989
Calmar ratio: 1.87

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

0.121%

Best day

4.352%

08/04/2026
Worst day

-3.652%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $40.39 $40.50 $40.12 $40.38 3,132,800
15/07/2026 $40.09 $40.57 $39.99 $40.48 2,155,500
14/07/2026 $39.92 $40.49 $39.92 $40.05 2,030,700
13/07/2026 $40.14 $40.14 $39.66 $39.73 1,435,800
10/07/2026 $40.13 $40.21 $39.85 $40.11 627,100
09/07/2026 $39.65 $39.96 $39.65 $39.81 1,388,100
08/07/2026 $39.65 $39.65 $39.13 $39.52 1,045,800
07/07/2026 $40.50 $40.52 $40.01 $40.10 2,085,500
06/07/2026 $40.11 $40.50 $40.11 $40.50 1,405,000
02/07/2026 $39.82 $40.04 $39.61 $39.86 1,013,100