Summary
EWUS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 11.90% Volatility 18.80% Sharpe 0.73
Official loaded data — not a live quote.

ISHARES MSCI UNITED KINGDOM SMALL-CAP ETF

Symbol: EWUS

Exchange: BATS

Sector: Financial_Services

Category: Focused Region

Inception date: 25/01/2012

Latest date: 16/07/2026

Current price: $43.57

Expense ratio: 0.59%

Assets under management
$39.7M
0.07% 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

2.28%

Ann. -65.49% (Sharpe / Sortino numerator)

Volatility

26.71%

Sharpe ratio

-2.587

VaR 95%

-2.44%

CVaR 95%: -2.82%
Max drawdown: -10.73%
Sortino ratio: -5.434
Calmar ratio: -6.10

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

2.87%

Ann. -19.13% (Sharpe / Sortino numerator)

Volatility

20.76%

Sharpe ratio

-1.097

VaR 95%

-2.18%

CVaR 95%: -2.58%
Max drawdown: -15.21%
Sortino ratio: -1.786
Calmar ratio: -1.26

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

1.80%

Ann. -3.92% (Sharpe / Sortino numerator)

Volatility

17.54%

Sharpe ratio

-0.431

VaR 95%

-1.65%

CVaR 95%: -2.23%
Max drawdown: -15.21%
Sortino ratio: -0.688
Calmar ratio: -0.26

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

11.90%

Ann. 17.42% (Sharpe / Sortino numerator)

Volatility

18.80%

Sharpe ratio

0.733

VaR 95%

-1.64%

CVaR 95%: -2.65%
Max drawdown: -15.21%
Sortino ratio: 0.947
Calmar ratio: 1.15

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

21.77%

Ann. 11.07% (Sharpe / Sortino numerator)

Volatility

19.24%

Sharpe ratio

0.387

VaR 95%

-1.88%

CVaR 95%: -2.79%
Max drawdown: -19.84%
Sortino ratio: 0.503
Calmar ratio: 0.56

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

44.76%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

18.61%

Sharpe ratio

0.394

VaR 95%

-1.81%

CVaR 95%: -2.59%
Max drawdown: -19.84%
Sortino ratio: 0.550
Calmar ratio: 0.55

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

0.051%

Best day

5.195%

08/04/2026
Worst day

-3.13%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $43.54 $43.60 $43.54 $43.57 900
15/07/2026 $42.86 $43.24 $42.85 $43.16 7,600
14/07/2026 $42.53 $42.53 $42.40 $42.40 700
13/07/2026 $42.37 $42.37 $42.21 $42.26 4,800
10/07/2026 $42.39 $42.61 $42.35 $42.53 5,500
09/07/2026 $42.03 $42.32 $42.03 $42.28 4,900
08/07/2026 $41.63 $42.05 $41.62 $42.02 10,700
07/07/2026 $42.67 $42.67 $42.46 $42.52 1,700
06/07/2026 $42.84 $43.00 $42.61 $43.00 13,800
02/07/2026 $42.83 $42.91 $42.56 $42.79 3,700