Summary
IGE
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 36.79% Volatility 21.76% Sharpe 1.59
Official loaded data — not a live quote.

ISHARES NORTH AMERICAN NATURAL RESOURCES ETF

Symbol: IGE

Exchange: BATS

Sector: Energy

Category: Natural Resources

Inception date: 22/10/2001

Latest date: 15/10/2026

Current price: $64.90

Expense ratio: 0.37%

Assets under management
$764.1M
-0.70% 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

-1.29%

Ann. -15.69% (Sharpe / Sortino numerator)

Volatility

16.79%

Sharpe ratio

-1.151

VaR 95%

-1.42%

CVaR 95%: -1.99%
Max drawdown: -3.10%
Sortino ratio: -1.728
Calmar ratio: -5.06

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

12.35%

Ann. 123.72% (Sharpe / Sortino numerator)

Volatility

20.49%

Sharpe ratio

5.862

VaR 95%

-2.29%

CVaR 95%: -2.54%
Max drawdown: -5.54%
Sortino ratio: 8.969
Calmar ratio: 22.32

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

7.79%

Ann. 66.28% (Sharpe / Sortino numerator)

Volatility

18.69%

Sharpe ratio

3.351

VaR 95%

-1.95%

CVaR 95%: -2.39%
Max drawdown: -5.54%
Sortino ratio: 5.189
Calmar ratio: 11.96

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

36.79%

Ann. 38.25% (Sharpe / Sortino numerator)

Volatility

21.76%

Sharpe ratio

1.591

VaR 95%

-1.81%

CVaR 95%: -3.29%
Max drawdown: -11.32%
Sortino ratio: 1.789
Calmar ratio: 3.38

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

50.84%

Ann. 19.43% (Sharpe / Sortino numerator)

Volatility

19.37%

Sharpe ratio

0.815

VaR 95%

-1.88%

CVaR 95%: -2.93%
Max drawdown: -19.49%
Sortino ratio: 0.985
Calmar ratio: 1.00

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

66.17%

Ann. 19.61% (Sharpe / Sortino numerator)

Volatility

18.84%

Sharpe ratio

0.848

VaR 95%

-1.79%

CVaR 95%: -2.74%
Max drawdown: -19.49%
Sortino ratio: 1.101
Calmar ratio: 1.01

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.131%

Best day

3.129%

03/02/2026
Worst day

-3.464%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $65.36 $65.36 $64.37 $64.90 40,200
14/10/2026 $65.36 $65.44 $64.73 $65.00 30,900
13/10/2026 $65.07 $65.58 $65.01 $65.52 33,700
12/10/2026 $64.66 $65.03 $64.61 $64.77 32,900
09/10/2026 $64.09 $64.82 $64.09 $64.29 37,600
08/10/2026 $63.61 $64.13 $63.60 $64.03 146,500
07/10/2026 $63.17 $63.28 $62.47 $62.63 61,300
06/10/2026 $62.80 $63.71 $62.64 $63.43 80,400
05/10/2026 $62.40 $63.39 $61.86 $63.07 154,500
02/10/2026 $62.02 $62.72 $62.02 $62.67 104,200