Summary
IGE
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 33.03% 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: 17/07/2026

Current price: $58.40

Expense ratio: 0.39%

Assets under management
$707.9M
-0.27% 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

0.31%

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

-3.13%

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

7.93%

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

33.03%

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

34.55%

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

60.26%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.119%

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
17/07/2026 $58.56 $58.61 $58.15 $58.40 69,700
16/07/2026 $57.92 $58.33 $57.92 $58.07 66,400
15/07/2026 $58.49 $58.57 $57.50 $58.05 60,300
14/07/2026 $58.86 $58.86 $58.14 $58.45 86,500
13/07/2026 $57.67 $58.19 $57.67 $58.07 119,200
10/07/2026 $57.31 $57.41 $56.92 $57.35 73,400
09/07/2026 $57.30 $57.35 $57.07 $57.11 114,700
08/07/2026 $57.37 $57.37 $56.86 $57.22 87,200
07/07/2026 $56.62 $57.10 $56.42 $56.99 64,100
06/07/2026 $56.53 $56.75 $56.30 $56.41 80,100