Summary
IDEV
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 21.57% 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: 17/07/2026

Current price: $88.93

Expense ratio: 0.04%

Assets under management
$30.6B
0.69% 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

-0.36%

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

0.40%

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

7.05%

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

21.57%

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

39.68%

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

57.03%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

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
17/07/2026 $88.32 $89.08 $88.29 $88.93 895,400
16/07/2026 $89.21 $89.69 $89.09 $89.37 877,600
15/07/2026 $89.76 $90.16 $89.35 $89.99 879,800
14/07/2026 $89.66 $90.13 $89.39 $89.46 674,200
13/07/2026 $89.24 $89.37 $88.62 $88.76 1,392,700
10/07/2026 $89.47 $89.80 $89.00 $89.62 1,250,500
09/07/2026 $88.91 $89.41 $88.90 $89.20 1,062,900
08/07/2026 $88.34 $88.77 $87.81 $88.74 1,506,800
07/07/2026 $90.10 $90.23 $89.21 $89.41 1,029,800
06/07/2026 $90.13 $90.50 $90.03 $90.46 3,318,600