ISHARES INTERNATIONAL DEVELOPED REAL ESTATE ETF
Symbol: IFGL
Exchange: NASDAQ
Sector: Realestate
Category: Global Real Estate
Inception date: 12/11/2007
Latest date: 15/10/2026
Current price: $20.63
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.64%
Ann. -66.56% (Sharpe / Sortino numerator)
Volatility
22.38%
Sharpe ratio
-3.136
VaR 95%
-2.51%
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
-8.55%
Ann. -9.49% (Sharpe / Sortino numerator)
Volatility
17.07%
Sharpe ratio
-0.768
VaR 95%
-1.78%
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
-11.98%
Ann. -1.13% (Sharpe / Sortino numerator)
Volatility
13.80%
Sharpe ratio
-0.345
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
-6.08%
Ann. 17.22% (Sharpe / Sortino numerator)
Volatility
14.50%
Sharpe ratio
0.937
VaR 95%
-1.23%
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
1.66%
Ann. 8.12% (Sharpe / Sortino numerator)
Volatility
14.60%
Sharpe ratio
0.308
VaR 95%
-1.46%
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
23.59%
Ann. 6.47% (Sharpe / Sortino numerator)
Volatility
15.22%
Sharpe ratio
0.187
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
-0.021%
Best day
3.973%
Worst day
-3.502%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $20.62 | $20.68 | $20.54 | $20.63 | 6,100 |
| 14/10/2026 | $20.40 | $20.45 | $20.33 | $20.37 | 7,700 |
| 13/10/2026 | $20.50 | $20.52 | $20.36 | $20.43 | 4,900 |
| 12/10/2026 | $20.40 | $20.41 | $20.29 | $20.34 | 11,800 |
| 09/10/2026 | $20.40 | $20.47 | $20.33 | $20.47 | 7,800 |
| 08/10/2026 | $20.27 | $20.38 | $20.19 | $20.32 | 7,000 |
| 07/10/2026 | $20.31 | $20.33 | $20.30 | $20.33 | 3,000 |
| 06/10/2026 | $20.38 | $20.49 | $20.37 | $20.38 | 10,900 |
| 05/10/2026 | $20.24 | $20.49 | $20.20 | $20.36 | 40,800 |
| 02/10/2026 | $20.47 | $20.47 | $20.31 | $20.44 | 12,100 |