Summary
EVLU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 72.03% Volatility 19.81% Sharpe 1.71
Official loaded data — not a live quote.

ISHARES MSCI EMERGING MARKETS VALUE FACTOR ETF

Symbol: EVLU

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 04/09/2024

Latest date: 03/06/2026

Current price: $42.96

Expense ratio: 0.35%

Assets under management
$13.2M
-0.55% 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

15.31%

Ann. -65.08% (Sharpe / Sortino numerator)

Volatility

31.82%

Sharpe ratio

-2.159

VaR 95%

-2.96%

CVaR 95%: -4.14%
Max drawdown: -6.85%
Sortino ratio: -2.876
Calmar ratio: -9.50

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

23.08%

Ann. 8.22% (Sharpe / Sortino numerator)

Volatility

23.15%

Sharpe ratio

0.198

VaR 95%

-2.71%

CVaR 95%: -3.49%
Max drawdown: -12.90%
Sortino ratio: 0.237
Calmar ratio: 0.64

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

37.37%

Ann. 26.96% (Sharpe / Sortino numerator)

Volatility

19.94%

Sharpe ratio

1.170

VaR 95%

-2.06%

CVaR 95%: -3.05%
Max drawdown: -12.90%
Sortino ratio: 1.480
Calmar ratio: 2.09

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

72.03%

Ann. 37.42% (Sharpe / Sortino numerator)

Volatility

19.81%

Sharpe ratio

1.706

VaR 95%

-1.91%

CVaR 95%: -3.09%
Max drawdown: -12.90%
Sortino ratio: 2.142
Calmar ratio: 2.90

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

88.64%

Ann. 40.09% (Sharpe / Sortino numerator)

Volatility

19.73%

Sharpe ratio

1.850

VaR 95%

-1.98%

CVaR 95%: -2.82%
Max drawdown: -17.17%
Sortino ratio: 2.568
Calmar ratio: 2.34

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.224%

Best day

4.087%

26/05/2026
Worst day

-5.173%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $43.20 $43.24 $42.96 $42.96 6,100
02/06/2026 $43.67 $43.97 $43.67 $43.96 500
01/06/2026 $42.96 $43.03 $42.90 $43.03 800
29/05/2026 $42.20 $42.38 $42.20 $42.27 1,000
28/05/2026 $41.33 $42.00 $41.33 $41.90 1,600
27/05/2026 $41.92 $41.92 $41.63 $41.63 800
26/05/2026 $41.70 $41.74 $41.52 $41.74 3,700
22/05/2026 $40.21 $40.37 $40.11 $40.11 3,900
21/05/2026 $39.65 $40.12 $39.65 $40.12 900
20/05/2026 $38.77 $39.38 $38.77 $39.28 2,900