ISHARES CURRENCY HEDGED MSCI ACWI EX U.S. ETF
Symbol: HAWX
Exchange: NYSE
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 29/06/2015
Latest date: 16/07/2026
Current price: $44.83
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.60%
Ann. -39.14% (Sharpe / Sortino numerator)
Volatility
23.43%
Sharpe ratio
-1.825
VaR 95%
-2.62%
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
4.45%
Ann. 12.08% (Sharpe / Sortino numerator)
Volatility
17.11%
Sharpe ratio
0.494
VaR 95%
-1.93%
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
9.49%
Ann. 20.02% (Sharpe / Sortino numerator)
Volatility
14.36%
Sharpe ratio
1.141
VaR 95%
-1.30%
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
30.66%
Ann. 26.59% (Sharpe / Sortino numerator)
Volatility
15.24%
Sharpe ratio
1.506
VaR 95%
-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
45.11%
Ann. 18.46% (Sharpe / Sortino numerator)
Volatility
13.43%
Sharpe ratio
1.104
VaR 95%
-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
74.54%
Ann. 18.26% (Sharpe / Sortino numerator)
Volatility
12.30%
Sharpe ratio
1.189
VaR 95%
-1.13%
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
0.111%
Best day
3.705%
Worst day
-3.332%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $45.06 | $45.06 | $44.75 | $44.83 | 16,700 |
| 15/07/2026 | $45.22 | $45.47 | $45.03 | $45.37 | 12,200 |
| 14/07/2026 | $45.87 | $45.87 | $45.24 | $45.33 | 22,400 |
| 13/07/2026 | $45.07 | $45.21 | $44.95 | $45.04 | 23,000 |
| 10/07/2026 | $45.47 | $45.72 | $45.47 | $45.62 | 19,100 |
| 09/07/2026 | $45.43 | $45.73 | $45.43 | $45.58 | 144,100 |
| 08/07/2026 | $45.05 | $45.20 | $44.68 | $45.16 | 52,600 |
| 07/07/2026 | $46.03 | $46.03 | $45.22 | $45.22 | 231,400 |
| 06/07/2026 | $46.10 | $46.18 | $46.04 | $46.10 | 12,000 |
| 02/07/2026 | $45.73 | $45.91 | $45.03 | $45.42 | 11,400 |