Summary
HSCZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.54% Volatility 14.50% Sharpe 1.78
Official loaded data — not a live quote.

ISHARES CURRENCY HEDGED MSCI EAFE SMALL-CAP ETF

Symbol: HSCZ

Exchange: NYSE

Sector: Industrials

Category: Foreign Small/Mid Blend

Inception date: 29/06/2015

Latest date: 16/07/2026

Current price: $42.87

Expense ratio: 0.43%

Assets under management
$222.3M
0.26% 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

-0.06%

Ann. -38.73% (Sharpe / Sortino numerator)

Volatility

19.09%

Sharpe ratio

-2.219

VaR 95%

-2.11%

CVaR 95%: -2.25%
Max drawdown: -6.83%
Sortino ratio: -3.769
Calmar ratio: -5.67

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

3.19%

Ann. 11.28% (Sharpe / Sortino numerator)

Volatility

14.38%

Sharpe ratio

0.532

VaR 95%

-1.42%

CVaR 95%: -1.87%
Max drawdown: -9.61%
Sortino ratio: 0.795
Calmar ratio: 1.17

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

6.45%

Ann. 18.24% (Sharpe / Sortino numerator)

Volatility

12.32%

Sharpe ratio

1.186

VaR 95%

-1.27%

CVaR 95%: -1.78%
Max drawdown: -9.61%
Sortino ratio: 1.612
Calmar ratio: 1.90

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

24.54%

Ann. 29.38% (Sharpe / Sortino numerator)

Volatility

14.50%

Sharpe ratio

1.776

VaR 95%

-1.03%

CVaR 95%: -2.12%
Max drawdown: -9.61%
Sortino ratio: 2.151
Calmar ratio: 3.06

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

40.52%

Ann. 17.48% (Sharpe / Sortino numerator)

Volatility

13.41%

Sharpe ratio

1.032

VaR 95%

-1.16%

CVaR 95%: -2.01%
Max drawdown: -12.81%
Sortino ratio: 1.295
Calmar ratio: 1.36

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

68.45%

Ann. 17.45% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

1.101

VaR 95%

-1.13%

CVaR 95%: -1.80%
Max drawdown: -12.81%
Sortino ratio: 1.457
Calmar ratio: 1.36

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

0.09%

Best day

3.289%

08/04/2026
Worst day

-2.285%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $42.76 $43.06 $42.76 $42.87 31,800
15/07/2026 $42.86 $43.06 $42.85 $43.01 18,000
14/07/2026 $42.81 $43.04 $42.78 $42.85 22,600
13/07/2026 $42.91 $42.91 $42.59 $42.59 36,200
10/07/2026 $42.80 $42.98 $42.80 $42.94 8,600
09/07/2026 $42.47 $42.67 $42.43 $42.67 17,100
08/07/2026 $42.52 $42.63 $42.29 $42.63 32,200
07/07/2026 $43.35 $43.40 $42.97 $43.03 41,300
06/07/2026 $43.44 $43.62 $43.44 $43.52 15,800
02/07/2026 $43.11 $43.19 $42.75 $42.85 28,500