Summary
EUSA
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 13.18% Volatility 17.15% Sharpe 0.36
Official loaded data — not a live quote.

ISHARES MSCI USA EQUAL WEIGHTED ETF

Symbol: EUSA

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 05/05/2010

Latest date: 15/10/2026

Current price: $114.41

Expense ratio: 0.09%

Assets under management
$1.9B
1.27% 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

0.61%

Ann. -42.25% (Sharpe / Sortino numerator)

Volatility

15.87%

Sharpe ratio

-2.891

VaR 95%

-1.52%

CVaR 95%: -1.63%
Max drawdown: -7.20%
Sortino ratio: -4.835
Calmar ratio: -5.87

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.

Period total return

0.70%

Ann. -5.80% (Sharpe / Sortino numerator)

Volatility

13.80%

Sharpe ratio

-0.684

VaR 95%

-1.51%

CVaR 95%: -1.61%
Max drawdown: -7.86%
Sortino ratio: -1.036
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.

Period total return

7.84%

Ann. -0.60% (Sharpe / Sortino numerator)

Volatility

12.97%

Sharpe ratio

-0.326

VaR 95%

-1.40%

CVaR 95%: -1.67%
Max drawdown: -7.86%
Sortino ratio: -0.495
Calmar ratio: -0.08

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

13.18%

Ann. 9.86% (Sharpe / Sortino numerator)

Volatility

17.15%

Sharpe ratio

0.363

VaR 95%

-1.39%

CVaR 95%: -2.44%
Max drawdown: -8.12%
Sortino ratio: 0.472
Calmar ratio: 1.21

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

21.90%

Ann. 8.51% (Sharpe / Sortino numerator)

Volatility

15.12%

Sharpe ratio

0.323

VaR 95%

-1.43%

CVaR 95%: -2.12%
Max drawdown: -18.20%
Sortino ratio: 0.437
Calmar ratio: 0.47

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

58.77%

Ann. 12.42% (Sharpe / Sortino numerator)

Volatility

14.42%

Sharpe ratio

0.610

VaR 95%

-1.41%

CVaR 95%: -1.96%
Max drawdown: -18.20%
Sortino ratio: 0.866
Calmar ratio: 0.68

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.052%

Best day

2.302%

31/03/2026
Worst day

-1.713%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $112.97 $114.48 $112.97 $114.41 130,100
14/10/2026 $113.50 $113.61 $112.55 $113.01 69,300
13/10/2026 $114.25 $114.34 $113.60 $114.10 43,300
12/10/2026 $114.39 $114.39 $114.01 $114.20 30,600
09/10/2026 $113.86 $114.35 $113.75 $114.26 161,700
08/10/2026 $112.71 $113.54 $112.55 $113.54 86,300
07/10/2026 $113.58 $113.63 $112.78 $113.11 138,900
06/10/2026 $113.87 $114.37 $113.82 $114.12 52,000
05/10/2026 $112.67 $113.52 $112.26 $113.31 48,700
02/10/2026 $112.78 $112.97 $112.27 $112.51 419,400