ISHARES EUROPE ETF
Symbol: IEV
Exchange: NYSE
Sector: Financial_Services
Category: Europe Stock
Inception date: 25/07/2000
Latest date: 17/07/2026
Current price: $72.71
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.64%
Ann. -44.94% (Sharpe / Sortino numerator)
Volatility
26.73%
Sharpe ratio
-1.817
VaR 95%
-3.05%
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
1.01%
Ann. -4.77% (Sharpe / Sortino numerator)
Volatility
19.52%
Sharpe ratio
-0.430
VaR 95%
-2.04%
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
6.34%
Ann. 9.02% (Sharpe / Sortino numerator)
Volatility
16.00%
Sharpe ratio
0.337
VaR 95%
-1.56%
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
18.79%
Ann. 20.97% (Sharpe / Sortino numerator)
Volatility
17.73%
Sharpe ratio
0.978
VaR 95%
-1.50%
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
36.65%
Ann. 14.90% (Sharpe / Sortino numerator)
Volatility
15.92%
Sharpe ratio
0.708
VaR 95%
-1.51%
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
53.16%
Ann. 14.42% (Sharpe / Sortino numerator)
Volatility
14.94%
Sharpe ratio
0.722
VaR 95%
-1.45%
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.
Average daily return
0.074%
Best day
3.951%
Worst day
-3.203%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $72.36 | $72.89 | $72.28 | $72.71 | 74,700 |
| 16/07/2026 | $72.60 | $73.13 | $72.55 | $72.79 | 44,700 |
| 15/07/2026 | $72.78 | $73.31 | $72.61 | $73.12 | 175,400 |
| 14/07/2026 | $72.71 | $72.93 | $72.51 | $72.55 | 43,100 |
| 13/07/2026 | $72.65 | $72.73 | $72.08 | $72.21 | 52,000 |
| 10/07/2026 | $72.80 | $72.91 | $72.54 | $72.78 | 48,700 |
| 09/07/2026 | $72.47 | $72.88 | $72.47 | $72.69 | 114,600 |
| 08/07/2026 | $72.20 | $72.52 | $71.84 | $72.47 | 50,000 |
| 07/07/2026 | $73.84 | $73.90 | $73.00 | $73.26 | 58,400 |
| 06/07/2026 | $73.58 | $73.95 | $73.44 | $73.90 | 51,100 |