Summary
FXI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -6.15% Volatility 24.44% Sharpe -0.04
Official loaded data — not a live quote.

ISHARES CHINA LARGE-CAP ETF

Symbol: FXI

Exchange: NYSE

Sector: Financial_Services

Category: Greater China Region

Inception date: 05/10/2004

Latest date: 16/07/2026

Current price: $34.53

Expense ratio: 0.73%

Assets under management
$4.5B
-0.29% 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

-0.09%

Ann. -33.32% (Sharpe / Sortino numerator)

Volatility

23.47%

Sharpe ratio

-1.575

VaR 95%

-2.83%

CVaR 95%: -2.95%
Max drawdown: -5.53%
Sortino ratio: -2.096
Calmar ratio: -6.03

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

-6.56%

Ann. -36.86% (Sharpe / Sortino numerator)

Volatility

20.90%

Sharpe ratio

-1.938

VaR 95%

-2.70%

CVaR 95%: -2.88%
Max drawdown: -14.54%
Sortino ratio: -2.748
Calmar ratio: -2.54

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.

Period total return

-11.48%

Ann. -26.05% (Sharpe / Sortino numerator)

Volatility

20.82%

Sharpe ratio

-1.426

VaR 95%

-2.06%

CVaR 95%: -3.06%
Max drawdown: -14.95%
Sortino ratio: -2.001
Calmar ratio: -1.74

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

-6.15%

Ann. 2.58% (Sharpe / Sortino numerator)

Volatility

24.44%

Sharpe ratio

-0.043

VaR 95%

-1.98%

CVaR 95%: -3.59%
Max drawdown: -15.99%
Sortino ratio: -0.055
Calmar ratio: 0.16

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

36.03%

Ann. 22.93% (Sharpe / Sortino numerator)

Volatility

28.73%

Sharpe ratio

0.672

VaR 95%

-2.32%

CVaR 95%: -3.89%
Max drawdown: -23.24%
Sortino ratio: 0.957
Calmar ratio: 0.99

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

31.33%

Ann. 9.08% (Sharpe / Sortino numerator)

Volatility

28.40%

Sharpe ratio

0.192

VaR 95%

-2.58%

CVaR 95%: -3.75%
Max drawdown: -28.72%
Sortino ratio: 0.292
Calmar ratio: 0.32

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

-0.017%

Best day

3.996%

02/01/2026
Worst day

-5.381%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $34.63 $34.74 $34.48 $34.53 20,684,300
15/07/2026 $34.17 $34.55 $34.15 $34.28 30,130,500
14/07/2026 $33.96 $34.04 $33.72 $33.77 22,146,000
13/07/2026 $33.60 $33.72 $33.35 $33.44 12,580,800
10/07/2026 $33.44 $33.61 $33.39 $33.48 14,875,600
09/07/2026 $33.22 $33.42 $33.17 $33.41 21,375,600
08/07/2026 $33.47 $33.64 $33.37 $33.44 41,229,800
07/07/2026 $32.49 $32.73 $32.33 $32.49 19,931,100
06/07/2026 $32.38 $32.53 $32.31 $32.49 30,918,600
02/07/2026 $31.95 $32.14 $31.66 $31.91 32,308,200