ISHARES MSCI MEXICO ETF
Symbol: EWW
Exchange: NYSE
Sector: Consumer_Defensive
Category: Focused Region
Inception date: 12/03/1996
Latest date: 16/07/2026
Current price: $75.22
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
-3.54%
Ann. -37.62% (Sharpe / Sortino numerator)
Volatility
38.50%
Sharpe ratio
-1.071
VaR 95%
-3.47%
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
-3.40%
Ann. 43.32% (Sharpe / Sortino numerator)
Volatility
30.08%
Sharpe ratio
1.319
VaR 95%
-3.42%
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
3.14%
Ann. 34.76% (Sharpe / Sortino numerator)
Volatility
24.71%
Sharpe ratio
1.260
VaR 95%
-2.10%
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
30.15%
Ann. 51.65% (Sharpe / Sortino numerator)
Volatility
24.74%
Sharpe ratio
1.941
VaR 95%
-2.06%
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
34.01%
Ann. 9.01% (Sharpe / Sortino numerator)
Volatility
25.18%
Sharpe ratio
0.214
VaR 95%
-2.35%
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
30.92%
Ann. 12.22% (Sharpe / Sortino numerator)
Volatility
23.58%
Sharpe ratio
0.364
VaR 95%
-2.20%
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
0.115%
Best day
4.415%
Worst day
-5.147%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $75.10 | $75.49 | $74.53 | $75.22 | 1,057,800 |
| 15/07/2026 | $75.50 | $75.92 | $75.17 | $75.39 | 909,500 |
| 14/07/2026 | $74.66 | $76.16 | $74.66 | $75.34 | 1,631,600 |
| 13/07/2026 | $74.92 | $75.14 | $73.94 | $74.15 | 683,300 |
| 10/07/2026 | $74.66 | $75.20 | $74.30 | $74.86 | 904,700 |
| 09/07/2026 | $74.40 | $75.26 | $74.10 | $74.24 | 930,900 |
| 08/07/2026 | $74.22 | $74.95 | $73.52 | $74.71 | 761,300 |
| 07/07/2026 | $76.04 | $76.54 | $74.75 | $75.04 | 1,112,600 |
| 06/07/2026 | $75.45 | $76.83 | $75.45 | $76.43 | 1,157,600 |
| 02/07/2026 | $75.28 | $76.74 | $75.28 | $75.50 | 807,200 |