Summary
IEDI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 0.44% Volatility 16.84% Sharpe 0.07
Official loaded data — not a live quote.

ISHARES U.S. CONSUMER FOCUSED ETF

Symbol: IEDI

Exchange: BATS

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 21/03/2018

Latest date: 02/06/2026

Current price: $53.66

Expense ratio: 0.18%

Assets under management
$28.5M
-0.31% 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

-3.68%

Ann. -43.33% (Sharpe / Sortino numerator)

Volatility

16.14%

Sharpe ratio

-2.910

VaR 95%

-1.73%

CVaR 95%: -2.03%
Max drawdown: -7.74%
Sortino ratio: -4.238
Calmar ratio: -5.60

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

-6.03%

Ann. -6.93% (Sharpe / Sortino numerator)

Volatility

14.57%

Sharpe ratio

-0.724

VaR 95%

-1.55%

CVaR 95%: -1.80%
Max drawdown: -9.63%
Sortino ratio: -1.204
Calmar ratio: -0.72

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

-2.43%

Ann. -6.24% (Sharpe / Sortino numerator)

Volatility

13.91%

Sharpe ratio

-0.710

VaR 95%

-1.55%

CVaR 95%: -1.76%
Max drawdown: -9.63%
Sortino ratio: -1.172
Calmar ratio: -0.65

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

0.44%

Ann. 4.86% (Sharpe / Sortino numerator)

Volatility

16.84%

Sharpe ratio

0.073

VaR 95%

-1.58%

CVaR 95%: -2.17%
Max drawdown: -9.63%
Sortino ratio: 0.115
Calmar ratio: 0.50

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

14.50%

Ann. 6.48% (Sharpe / Sortino numerator)

Volatility

15.59%

Sharpe ratio

0.183

VaR 95%

-1.56%

CVaR 95%: -2.12%
Max drawdown: -18.64%
Sortino ratio: 0.277
Calmar ratio: 0.35

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

43.72%

Ann. 13.96% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

0.699

VaR 95%

-1.47%

CVaR 95%: -1.99%
Max drawdown: -18.64%
Sortino ratio: 1.065
Calmar ratio: 0.75

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.005%

Best day

3.144%

08/04/2026
Worst day

-2.28%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $53.83 $53.83 $53.51 $53.66 2,600
01/06/2026 $54.48 $54.48 $53.95 $54.15 6,400
29/05/2026 $55.25 $55.25 $54.80 $54.80 6,800
28/05/2026 $55.13 $55.41 $55.13 $55.41 800
27/05/2026 $55.38 $55.57 $55.23 $55.23 1,000
26/05/2026 $55.14 $55.14 $54.59 $54.74 7,300
22/05/2026 $55.20 $55.20 $54.98 $55.11 800
21/05/2026 $54.84 $55.23 $54.61 $55.11 2,300
20/05/2026 $54.68 $55.73 $54.68 $55.61 1,800
19/05/2026 $54.96 $55.17 $54.96 $55.00 1,500