Summary
HEFA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 28.26% Volatility 16.73% Sharpe 1.23
Official loaded data — not a live quote.

ISHARES CURRENCY HEDGED MSCI EAFE ETF

Symbol: HEFA

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 31/01/2014

Latest date: 16/07/2026

Current price: $46.10

Expense ratio: 0.35%

Assets under management
$7.3B
0.30% 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

0.87%

Ann. -29.55% (Sharpe / Sortino numerator)

Volatility

21.24%

Sharpe ratio

-1.562

VaR 95%

-2.32%

CVaR 95%: -2.49%
Max drawdown: -6.58%
Sortino ratio: -2.570
Calmar ratio: -4.49

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

5.11%

Ann. 12.49% (Sharpe / Sortino numerator)

Volatility

15.83%

Sharpe ratio

0.560

VaR 95%

-1.85%

CVaR 95%: -2.25%
Max drawdown: -9.52%
Sortino ratio: 0.743
Calmar ratio: 1.31

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

8.32%

Ann. 22.95% (Sharpe / Sortino numerator)

Volatility

13.71%

Sharpe ratio

1.409

VaR 95%

-1.42%

CVaR 95%: -2.07%
Max drawdown: -9.52%
Sortino ratio: 1.809
Calmar ratio: 2.41

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

28.26%

Ann. 24.24% (Sharpe / Sortino numerator)

Volatility

16.73%

Sharpe ratio

1.232

VaR 95%

-1.36%

CVaR 95%: -2.55%
Max drawdown: -9.52%
Sortino ratio: 1.475
Calmar ratio: 2.55

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

38.78%

Ann. 16.10% (Sharpe / Sortino numerator)

Volatility

14.52%

Sharpe ratio

0.859

VaR 95%

-1.21%

CVaR 95%: -2.19%
Max drawdown: -14.28%
Sortino ratio: 1.073
Calmar ratio: 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.

Period total return

70.23%

Ann. 17.70% (Sharpe / Sortino numerator)

Volatility

13.09%

Sharpe ratio

1.074

VaR 95%

-1.16%

CVaR 95%: -1.92%
Max drawdown: -14.28%
Sortino ratio: 1.369
Calmar ratio: 1.24

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

0.103%

Best day

3.039%

08/04/2026
Worst day

-2.584%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $45.96 $46.24 $45.88 $46.10 457,900
15/07/2026 $46.42 $46.42 $46.05 $46.36 4,816,500
14/07/2026 $46.34 $46.47 $46.20 $46.21 360,200
13/07/2026 $46.11 $46.27 $45.99 $46.09 614,700
10/07/2026 $46.31 $46.43 $46.08 $46.34 412,800
09/07/2026 $46.02 $46.28 $46.02 $46.22 528,900
08/07/2026 $45.82 $46.06 $45.57 $45.96 776,100
07/07/2026 $46.69 $46.69 $46.23 $46.35 594,600
06/07/2026 $46.71 $46.85 $46.61 $46.80 432,600
02/07/2026 $46.34 $46.63 $46.03 $46.35 394,300