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: 15/10/2026
Current price: $45.12
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
0.01%
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
-0.54%
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
5.33%
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
20.60%
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
45.26%
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
77.69%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.079%
Best day
3.705%
Worst day
-3.332%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.94 | $45.12 | $44.60 | $45.12 | 30,400 |
| 14/10/2026 | $45.21 | $45.21 | $44.91 | $45.02 | 22,200 |
| 13/10/2026 | $45.49 | $45.49 | $45.19 | $45.35 | 157,000 |
| 12/10/2026 | $45.46 | $45.47 | $45.34 | $45.42 | 5,500 |
| 09/10/2026 | $45.51 | $45.55 | $45.35 | $45.55 | 5,300 |
| 08/10/2026 | $45.35 | $45.35 | $45.02 | $45.14 | 10,300 |
| 07/10/2026 | $45.33 | $45.59 | $45.33 | $45.51 | 19,700 |
| 06/10/2026 | $46.16 | $46.16 | $45.98 | $45.98 | 23,400 |
| 05/10/2026 | $45.93 | $46.16 | $45.89 | $46.06 | 10,100 |
| 02/10/2026 | $45.72 | $45.85 | $45.61 | $45.83 | 57,800 |