Summary
HEEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 63.92% 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: 03/06/2026

Current price: $45.27

Expense ratio: 0.72%

Assets under management
$257.7M
-0.64% 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

10.04%

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

20.85%

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

32.57%

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

63.92%

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

81.94%

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

105.42%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.203%

Best day

5.435%

08/04/2026
Worst day

-4.561%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $45.56 $45.56 $44.92 $45.27 13,900
02/06/2026 $45.26 $45.59 $45.13 $45.56 15,000
01/06/2026 $44.55 $45.27 $44.55 $45.05 26,900
29/05/2026 $44.27 $44.27 $44.08 $44.12 28,900
28/05/2026 $43.60 $44.12 $43.60 $43.96 251,100
27/05/2026 $44.18 $44.22 $43.80 $43.98 25,000
26/05/2026 $43.62 $44.19 $43.60 $43.95 102,800
22/05/2026 $42.56 $42.83 $42.46 $42.49 5,600
21/05/2026 $42.06 $42.65 $42.06 $42.50 7,300
20/05/2026 $41.73 $42.80 $41.68 $42.28 17,300