ISHARES MSCI ITALY ETF
Symbol: EWI
Exchange: NYSE
Sector: Financial_Services
Category: Focused Region
Inception date: 12/03/1996
Latest date: 16/07/2026
Current price: $60.56
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.28%
Ann. -27.82% (Sharpe / Sortino numerator)
Volatility
30.36%
Sharpe ratio
-1.036
VaR 95%
-3.28%
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
6.68%
Ann. -6.12% (Sharpe / Sortino numerator)
Volatility
22.91%
Sharpe ratio
-0.425
VaR 95%
-2.21%
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
12.45%
Ann. 10.64% (Sharpe / Sortino numerator)
Volatility
18.83%
Sharpe ratio
0.372
VaR 95%
-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.
Period total return
30.99%
Ann. 31.39% (Sharpe / Sortino numerator)
Volatility
21.49%
Sharpe ratio
1.292
VaR 95%
-1.78%
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
71.07%
Ann. 25.18% (Sharpe / Sortino numerator)
Volatility
19.15%
Sharpe ratio
1.125
VaR 95%
-1.80%
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
102.73%
Ann. 25.78% (Sharpe / Sortino numerator)
Volatility
18.00%
Sharpe ratio
1.230
VaR 95%
-1.69%
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.
Average daily return
0.114%
Best day
4.112%
Worst day
-3.682%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $60.37 | $60.67 | $60.23 | $60.56 | 443,100 |
| 15/07/2026 | $60.52 | $60.86 | $60.34 | $60.81 | 112,000 |
| 14/07/2026 | $60.79 | $61.20 | $60.57 | $60.63 | 405,300 |
| 13/07/2026 | $60.80 | $60.92 | $60.34 | $60.47 | 227,700 |
| 10/07/2026 | $60.67 | $60.73 | $60.38 | $60.59 | 100,700 |
| 09/07/2026 | $60.15 | $60.40 | $60.15 | $60.28 | 1,059,200 |
| 08/07/2026 | $59.84 | $60.15 | $59.51 | $60.13 | 401,600 |
| 07/07/2026 | $61.12 | $61.17 | $60.42 | $60.59 | 229,000 |
| 06/07/2026 | $60.76 | $61.16 | $60.71 | $61.14 | 122,100 |
| 02/07/2026 | $60.55 | $60.78 | $60.21 | $60.63 | 1,460,700 |