Summary
IDEV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 23.20% Volatility 17.16% Sharpe 1.32
Official loaded data — not a live quote.

ISHARES CORE MSCI INTERNATIONAL DEVELOPED MARKETS ETF

Symbol: IDEV

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 21/03/2017

Latest date: 03/06/2026

Current price: $89.84

Expense ratio: 0.04%

Assets under management
$29.4B
-0.55% 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

3.23%

Ann. -44.99% (Sharpe / Sortino numerator)

Volatility

25.99%

Sharpe ratio

-1.871

VaR 95%

-2.87%

CVaR 95%: -2.97%
Max drawdown: -7.93%
Sortino ratio: -3.357
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

3.90%

Ann. 5.33% (Sharpe / Sortino numerator)

Volatility

19.08%

Sharpe ratio

0.089

VaR 95%

-1.99%

CVaR 95%: -2.50%
Max drawdown: -11.20%
Sortino ratio: 0.127
Calmar ratio: 0.48

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

11.57%

Ann. 13.23% (Sharpe / Sortino numerator)

Volatility

15.60%

Sharpe ratio

0.615

VaR 95%

-1.67%

CVaR 95%: -2.18%
Max drawdown: -11.20%
Sortino ratio: 0.854
Calmar ratio: 1.18

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

23.20%

Ann. 26.29% (Sharpe / Sortino numerator)

Volatility

17.16%

Sharpe ratio

1.320

VaR 95%

-1.52%

CVaR 95%: -2.40%
Max drawdown: -11.20%
Sortino ratio: 1.652
Calmar ratio: 2.35

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

40.61%

Ann. 16.65% (Sharpe / Sortino numerator)

Volatility

15.41%

Sharpe ratio

0.845

VaR 95%

-1.50%

CVaR 95%: -2.14%
Max drawdown: -13.41%
Sortino ratio: 1.140
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.

Period total return

62.68%

Ann. 15.55% (Sharpe / Sortino numerator)

Volatility

14.48%

Sharpe ratio

0.823

VaR 95%

-1.41%

CVaR 95%: -1.97%
Max drawdown: -13.41%
Sortino ratio: 1.155
Calmar ratio: 1.16

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

0.087%

Best day

3.669%

08/04/2026
Worst day

-2.941%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $90.34 $90.34 $89.82 $89.84 788,600
02/06/2026 $90.13 $90.72 $90.13 $90.66 1,245,300
01/06/2026 $89.82 $90.51 $89.45 $90.10 1,332,100
29/05/2026 $90.54 $91.00 $90.38 $90.41 1,475,500
28/05/2026 $89.80 $90.55 $89.61 $90.29 1,182,700
27/05/2026 $90.49 $90.56 $90.10 $90.25 1,183,400
26/05/2026 $90.70 $90.91 $90.35 $90.61 840,900
22/05/2026 $89.83 $90.06 $89.51 $89.63 1,137,900
21/05/2026 $88.58 $90.09 $88.51 $89.78 1,062,200
20/05/2026 $88.10 $89.58 $88.00 $89.36 1,109,800