Summary
EVLU
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 45.87% 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: 20/07/2026

Current price: $39.33

Expense ratio: 0.35%

Assets under management
$14.6M
-0.70% 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

-7.03%

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

7.80%

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

17.62%

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

45.87%

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

74.15%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.16%

Best day

4.087%

26/05/2026
Worst day

-5.172%

03/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.61 $39.61 $39.33 $39.33 800
17/07/2026 $39.28 $39.70 $39.28 $39.61 2,400
16/07/2026 $40.10 $40.10 $39.92 $40.00 400
15/07/2026 $40.53 $40.62 $40.40 $40.56 1,400
14/07/2026 $40.51 $40.51 $40.48 $40.49 900
13/07/2026 $40.21 $40.33 $40.02 $40.03 5,100
10/07/2026 $40.91 $41.06 $40.86 $41.01 1,100
09/07/2026 $40.70 $40.74 $40.59 $40.68 8,200
08/07/2026 $40.38 $40.65 $40.09 $40.65 6,100
07/07/2026 $40.27 $40.38 $39.88 $40.02 1,400