Summary
EWC
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 29.55% Volatility 16.61% Sharpe 1.90
Official loaded data — not a live quote.

ISHARES MSCI CANADA ETF

Symbol: EWC

Exchange: NYSE

Sector: Financial_Services

Category: Focused Region

Inception date: 12/03/1996

Latest date: 16/07/2026

Current price: $59.39

Expense ratio: 0.50%

Assets under management
$6.0B
0.03% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.47%

Ann. -42.22% (Sharpe / Sortino numerator)

Volatility

19.72%

Sharpe ratio

-2.325

VaR 95%

-1.87%

CVaR 95%: -1.93%
Max drawdown: -7.41%
Sortino ratio: -4.527
Calmar ratio: -5.70

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

2.90%

Ann. 8.75% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

0.278

VaR 95%

-1.88%

CVaR 95%: -2.58%
Max drawdown: -8.51%
Sortino ratio: 0.347
Calmar ratio: 1.03

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

8.23%

Ann. 21.90% (Sharpe / Sortino numerator)

Volatility

16.44%

Sharpe ratio

1.112

VaR 95%

-1.69%

CVaR 95%: -2.30%
Max drawdown: -8.51%
Sortino ratio: 1.482
Calmar ratio: 2.57

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

29.55%

Ann. 35.26% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

1.904

VaR 95%

-1.61%

CVaR 95%: -2.39%
Max drawdown: -8.51%
Sortino ratio: 2.381
Calmar ratio: 4.14

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

57.35%

Ann. 23.02% (Sharpe / Sortino numerator)

Volatility

15.45%

Sharpe ratio

1.255

VaR 95%

-1.63%

CVaR 95%: -2.19%
Max drawdown: -12.97%
Sortino ratio: 1.704
Calmar ratio: 1.77

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

78.02%

Ann. 19.93% (Sharpe / Sortino numerator)

Volatility

15.28%

Sharpe ratio

1.067

VaR 95%

-1.60%

CVaR 95%: -2.15%
Max drawdown: -12.97%
Sortino ratio: 1.518
Calmar ratio: 1.54

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

0.107%

Best day

2.843%

30/04/2026
Worst day

-4.015%

30/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $59.37 $59.61 $59.17 $59.39 1,539,100
15/07/2026 $59.26 $59.61 $59.13 $59.49 693,400
14/07/2026 $59.00 $59.48 $59.00 $59.18 1,081,100
13/07/2026 $58.74 $59.00 $58.53 $58.73 960,400
10/07/2026 $58.47 $58.81 $58.28 $58.65 631,600
09/07/2026 $58.07 $58.50 $58.05 $58.38 746,800
08/07/2026 $58.11 $58.18 $57.39 $57.97 1,063,700
07/07/2026 $58.24 $58.55 $58.03 $58.36 1,018,800
06/07/2026 $58.05 $58.22 $57.69 $58.06 1,707,200
02/07/2026 $57.86 $58.09 $57.37 $57.77 2,035,800