Summary
HEEM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 40.23% Volatility 17.61% Sharpe 1.81
Official loaded data — not a live quote.

ISHARES CURRENCY HEDGED MSCI EMERGING MARKETS ETF

Symbol: HEEM

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 23/09/2014

Latest date: 16/07/2026

Current price: $41.29

Expense ratio: 0.72%

Assets under management
$290.2M
-0.98% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-6.42%

Ann. -53.79% (Sharpe / Sortino numerator)

Volatility

29.57%

Sharpe ratio

-1.941

VaR 95%

-3.07%

CVaR 95%: -3.89%
Max drawdown: -5.75%
Sortino ratio: -2.745
Calmar ratio: -9.35

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

3.88%

Ann. 10.40% (Sharpe / Sortino numerator)

Volatility

21.83%

Sharpe ratio

0.310

VaR 95%

-2.58%

CVaR 95%: -3.27%
Max drawdown: -10.83%
Sortino ratio: 0.417
Calmar ratio: 0.96

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

12.37%

Ann. 22.61% (Sharpe / Sortino numerator)

Volatility

18.83%

Sharpe ratio

1.008

VaR 95%

-1.59%

CVaR 95%: -2.82%
Max drawdown: -10.83%
Sortino ratio: 1.369
Calmar ratio: 2.09

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

40.23%

Ann. 35.58% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

1.814

VaR 95%

-1.29%

CVaR 95%: -2.69%
Max drawdown: -10.83%
Sortino ratio: 2.284
Calmar ratio: 3.29

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

57.34%

Ann. 23.10% (Sharpe / Sortino numerator)

Volatility

16.41%

Sharpe ratio

1.186

VaR 95%

-1.59%

CVaR 95%: -2.38%
Max drawdown: -14.82%
Sortino ratio: 1.598
Calmar ratio: 1.56

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

81.25%

Ann. 18.70% (Sharpe / Sortino numerator)

Volatility

15.42%

Sharpe ratio

0.978

VaR 95%

-1.44%

CVaR 95%: -2.18%
Max drawdown: -14.82%
Sortino ratio: 1.394
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.

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

0.144%

Best day

5.435%

08/04/2026
Worst day

-5.763%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $41.70 $41.70 $41.19 $41.29 117,600
15/07/2026 $42.48 $42.59 $41.76 $42.37 224,000
14/07/2026 $42.16 $42.40 $42.03 $42.40 71,300
13/07/2026 $42.12 $42.77 $41.59 $41.59 203,700
10/07/2026 $43.01 $43.23 $42.76 $43.23 483,900
09/07/2026 $43.13 $43.28 $42.92 $43.21 335,100
08/07/2026 $42.23 $42.88 $42.15 $42.88 415,800
07/07/2026 $42.71 $42.99 $42.20 $42.60 617,900
06/07/2026 $43.67 $44.67 $43.62 $43.92 370,400
02/07/2026 $43.17 $43.57 $42.10 $42.59 488,700