Summary
IEFA
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 20.51% Volatility 17.68% Sharpe 1.20
Official loaded data — not a live quote.

ISHARES CORE MSCI EAFE ETF

Symbol: IEFA

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 18/10/2012

Latest date: 17/07/2026

Current price: $96.25

Expense ratio: 0.07%

Assets under management
$186.5B
0.63% 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

-0.58%

Ann. -44.27% (Sharpe / Sortino numerator)

Volatility

26.77%

Sharpe ratio

-1.789

VaR 95%

-3.00%

CVaR 95%: -3.13%
Max drawdown: -7.81%
Sortino ratio: -3.073
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

0.34%

Ann. 4.86% (Sharpe / Sortino numerator)

Volatility

19.49%

Sharpe ratio

0.063

VaR 95%

-2.02%

CVaR 95%: -2.60%
Max drawdown: -11.50%
Sortino ratio: 0.089
Calmar ratio: 0.42

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

7.01%

Ann. 12.08% (Sharpe / Sortino numerator)

Volatility

15.81%

Sharpe ratio

0.534

VaR 95%

-1.63%

CVaR 95%: -2.27%
Max drawdown: -11.50%
Sortino ratio: 0.728
Calmar ratio: 1.05

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

20.51%

Ann. 24.89% (Sharpe / Sortino numerator)

Volatility

17.68%

Sharpe ratio

1.203

VaR 95%

-1.52%

CVaR 95%: -2.50%
Max drawdown: -11.50%
Sortino ratio: 1.526
Calmar ratio: 2.17

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

37.26%

Ann. 15.66% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

0.762

VaR 95%

-1.47%

CVaR 95%: -2.19%
Max drawdown: -13.76%
Sortino ratio: 1.037
Calmar ratio: 1.14

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

51.86%

Ann. 14.93% (Sharpe / Sortino numerator)

Volatility

14.73%

Sharpe ratio

0.768

VaR 95%

-1.44%

CVaR 95%: -2.00%
Max drawdown: -13.76%
Sortino ratio: 1.082
Calmar ratio: 1.09

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

0.079%

Best day

4.0%

08/04/2026
Worst day

-3.121%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $95.65 $96.39 $95.53 $96.25 11,191,400
16/07/2026 $96.56 $97.16 $96.49 $96.76 7,478,500
15/07/2026 $97.26 $97.69 $96.79 $97.54 9,915,800
14/07/2026 $97.20 $97.64 $96.83 $96.89 6,799,500
13/07/2026 $96.63 $96.85 $96.03 $96.15 10,140,000
10/07/2026 $97.06 $97.43 $96.53 $97.22 10,852,100
09/07/2026 $96.46 $96.99 $96.42 $96.73 11,889,500
08/07/2026 $95.79 $96.35 $95.29 $96.31 8,615,900
07/07/2026 $97.86 $97.99 $96.78 $97.01 8,346,200
06/07/2026 $97.78 $98.39 $97.78 $98.31 7,517,200