Summary
IFGL
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 7.00% Volatility 14.50% Sharpe 0.94
Official loaded data — not a live quote.

ISHARES INTERNATIONAL DEVELOPED REAL ESTATE ETF

Symbol: IFGL

Exchange: NASDAQ

Sector: Realestate

Category: Global Real Estate

Inception date: 12/11/2007

Latest date: 17/07/2026

Current price: $22.77

Expense ratio: 0.48%

Assets under management
$82.5M
0.13% 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

2.43%

Ann. -66.56% (Sharpe / Sortino numerator)

Volatility

22.38%

Sharpe ratio

-3.136

VaR 95%

-2.51%

CVaR 95%: -3.08%
Max drawdown: -10.80%
Sortino ratio: -4.848
Calmar ratio: -6.16

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.

Period total return

-4.66%

Ann. -9.49% (Sharpe / Sortino numerator)

Volatility

17.07%

Sharpe ratio

-0.768

VaR 95%

-1.78%

CVaR 95%: -2.46%
Max drawdown: -14.36%
Sortino ratio: -1.016
Calmar ratio: -0.66

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

-1.32%

Ann. -1.13% (Sharpe / Sortino numerator)

Volatility

13.80%

Sharpe ratio

-0.345

VaR 95%

-1.50%

CVaR 95%: -2.07%
Max drawdown: -14.36%
Sortino ratio: -0.439
Calmar ratio: -0.08

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

7.00%

Ann. 17.22% (Sharpe / Sortino numerator)

Volatility

14.50%

Sharpe ratio

0.937

VaR 95%

-1.23%

CVaR 95%: -2.09%
Max drawdown: -14.36%
Sortino ratio: 1.265
Calmar ratio: 1.20

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

16.10%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

14.60%

Sharpe ratio

0.308

VaR 95%

-1.46%

CVaR 95%: -2.06%
Max drawdown: -18.77%
Sortino ratio: 0.448
Calmar ratio: 0.43

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

22.99%

Ann. 6.47% (Sharpe / Sortino numerator)

Volatility

15.22%

Sharpe ratio

0.187

VaR 95%

-1.51%

CVaR 95%: -2.09%
Max drawdown: -18.77%
Sortino ratio: 0.287
Calmar ratio: 0.34

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

0.031%

Best day

3.973%

08/04/2026
Worst day

-3.502%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $22.74 $22.86 $22.73 $22.77 13,700
16/07/2026 $22.56 $22.79 $22.56 $22.69 7,800
15/07/2026 $22.64 $22.82 $22.64 $22.77 7,400
14/07/2026 $22.58 $22.67 $22.52 $22.52 1,900
13/07/2026 $22.49 $22.65 $22.41 $22.42 7,700
10/07/2026 $22.56 $22.65 $22.40 $22.57 4,100
09/07/2026 $22.38 $22.46 $22.34 $22.43 6,400
08/07/2026 $22.29 $22.36 $22.24 $22.36 32,800
07/07/2026 $22.69 $22.80 $22.59 $22.59 4,300
06/07/2026 $22.54 $22.70 $22.48 $22.64 8,500