Summary
HEZU
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.93% Volatility 18.10% Sharpe 0.69
Official loaded data — not a live quote.

ISHARES CURRENCY HEDGED MSCI EUROZONE ETF

Symbol: HEZU

Exchange: NYSE

Sector: Financial_Services

Category: Europe Stock

Inception date: 09/07/2014

Latest date: 16/07/2026

Current price: $48.37

Expense ratio: 0.53%

Assets under management
$584.9M
-0.53% 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

-0.22%

Ann. -36.37% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

-1.720

VaR 95%

-2.55%

CVaR 95%: -2.84%
Max drawdown: -7.02%
Sortino ratio: -2.925
Calmar ratio: -5.18

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

6.83%

Ann. -3.77% (Sharpe / Sortino numerator)

Volatility

17.70%

Sharpe ratio

-0.418

VaR 95%

-1.86%

CVaR 95%: -2.58%
Max drawdown: -10.95%
Sortino ratio: -0.554
Calmar ratio: -0.34

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

7.57%

Ann. 7.61% (Sharpe / Sortino numerator)

Volatility

14.90%

Sharpe ratio

0.267

VaR 95%

-1.57%

CVaR 95%: -2.22%
Max drawdown: -10.95%
Sortino ratio: 0.356
Calmar ratio: 0.70

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

22.93%

Ann. 16.13% (Sharpe / Sortino numerator)

Volatility

18.10%

Sharpe ratio

0.691

VaR 95%

-1.58%

CVaR 95%: -2.80%
Max drawdown: -10.95%
Sortino ratio: 0.856
Calmar ratio: 1.47

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

41.14%

Ann. 13.32% (Sharpe / Sortino numerator)

Volatility

15.77%

Sharpe ratio

0.615

VaR 95%

-1.49%

CVaR 95%: -2.32%
Max drawdown: -14.83%
Sortino ratio: 0.814
Calmar ratio: 0.90

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

64.35%

Ann. 15.10% (Sharpe / Sortino numerator)

Volatility

14.40%

Sharpe ratio

0.797

VaR 95%

-1.35%

CVaR 95%: -2.07%
Max drawdown: -14.83%
Sortino ratio: 1.071
Calmar ratio: 1.02

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

0.087%

Best day

4.004%

08/04/2026
Worst day

-3.017%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $48.63 $48.63 $48.35 $48.37 12,700
15/07/2026 $48.85 $48.85 $48.52 $48.77 8,400
14/07/2026 $49.07 $49.07 $48.55 $48.64 8,000
13/07/2026 $48.66 $48.66 $48.32 $48.39 9,500
10/07/2026 $49.19 $49.19 $48.56 $48.81 223,000
09/07/2026 $48.94 $48.94 $48.65 $48.72 16,000
08/07/2026 $48.48 $48.48 $48.03 $48.40 28,400
07/07/2026 $49.80 $49.80 $48.91 $49.01 23,400
06/07/2026 $49.29 $49.65 $49.29 $49.56 14,900
02/07/2026 $49.37 $49.55 $48.95 $49.14 27,200