Summary
HEWJ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 51.16% Volatility 24.00% Sharpe 1.71
Official loaded data — not a live quote.

ISHARES CURRENCY HEDGED MSCI JAPAN ETF

Symbol: HEWJ

Exchange: NYSE

Sector: Technology

Category: Japan Stock

Inception date: 31/01/2014

Latest date: 16/07/2026

Current price: $63.14

Expense ratio: 0.49%

Assets under management
$725.1M
-0.32% 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

-1.15%

Ann. -34.56% (Sharpe / Sortino numerator)

Volatility

29.59%

Sharpe ratio

-1.291

VaR 95%

-2.71%

CVaR 95%: -3.34%
Max drawdown: -6.91%
Sortino ratio: -2.207
Calmar ratio: -5.00

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

6.21%

Ann. 35.97% (Sharpe / Sortino numerator)

Volatility

23.47%

Sharpe ratio

1.378

VaR 95%

-2.01%

CVaR 95%: -2.80%
Max drawdown: -10.37%
Sortino ratio: 2.113
Calmar ratio: 3.47

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

12.60%

Ann. 49.00% (Sharpe / Sortino numerator)

Volatility

21.20%

Sharpe ratio

2.140

VaR 95%

-1.94%

CVaR 95%: -2.84%
Max drawdown: -10.37%
Sortino ratio: 2.936
Calmar ratio: 4.72

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

51.16%

Ann. 44.57% (Sharpe / Sortino numerator)

Volatility

24.00%

Sharpe ratio

1.706

VaR 95%

-1.84%

CVaR 95%: -3.40%
Max drawdown: -10.37%
Sortino ratio: 2.222
Calmar ratio: 4.30

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

50.56%

Ann. 22.37% (Sharpe / Sortino numerator)

Volatility

22.55%

Sharpe ratio

0.831

VaR 95%

-1.88%

CVaR 95%: -3.42%
Max drawdown: -20.90%
Sortino ratio: 1.044
Calmar ratio: 1.07

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

113.54%

Ann. 29.79% (Sharpe / Sortino numerator)

Volatility

20.37%

Sharpe ratio

1.284

VaR 95%

-1.72%

CVaR 95%: -2.96%
Max drawdown: -20.90%
Sortino ratio: 1.660
Calmar ratio: 1.43

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

0.173%

Best day

4.761%

23/07/2025
Worst day

-4.635%

23/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $63.34 $63.55 $63.05 $63.14 54,400
15/07/2026 $64.55 $64.55 $63.75 $64.17 78,000
14/07/2026 $64.51 $64.91 $64.36 $64.41 27,600
13/07/2026 $64.00 $64.08 $63.62 $63.69 26,300
10/07/2026 $64.42 $64.77 $64.15 $64.68 28,800
09/07/2026 $63.88 $64.35 $63.87 $64.31 246,400
08/07/2026 $62.91 $63.62 $62.77 $63.58 25,000
07/07/2026 $64.32 $64.36 $63.65 $63.79 41,600
06/07/2026 $64.98 $65.37 $64.98 $65.29 36,200
02/07/2026 $64.03 $64.14 $63.01 $63.38 16,500