Summary
ILIT
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 60.62% Volatility 49.39% Sharpe 2.43
Official loaded data — not a live quote.

ISHARES LITHIUM MINERS AND PRODUCERS ETF

Symbol: ILIT

Exchange: NASDAQ

Sector: Basic_Materials

Category: Natural Resources

Inception date: 21/06/2023

Latest date: 17/07/2026

Current price: $13.97

Expense ratio: 0.47%

Assets under management
$18.4M
1.75% 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

-27.68%

Ann. -33.11% (Sharpe / Sortino numerator)

Volatility

49.77%

Sharpe ratio

-0.738

VaR 95%

-4.12%

CVaR 95%: -6.73%
Max drawdown: -12.65%
Sortino ratio: -0.928
Calmar ratio: -2.62

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

-32.76%

Ann. 36.31% (Sharpe / Sortino numerator)

Volatility

51.45%

Sharpe ratio

0.635

VaR 95%

-4.25%

CVaR 95%: -7.02%
Max drawdown: -22.86%
Sortino ratio: 0.893
Calmar ratio: 1.59

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

-22.36%

Ann. 96.44% (Sharpe / Sortino numerator)

Volatility

53.26%

Sharpe ratio

1.743

VaR 95%

-4.61%

CVaR 95%: -7.17%
Max drawdown: -22.86%
Sortino ratio: 2.638
Calmar ratio: 4.22

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

60.62%

Ann. 123.51% (Sharpe / Sortino numerator)

Volatility

49.39%

Sharpe ratio

2.428

VaR 95%

-4.43%

CVaR 95%: -6.32%
Max drawdown: -22.86%
Sortino ratio: 3.962
Calmar ratio: 5.40

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

40.06%

Ann. 16.61% (Sharpe / Sortino numerator)

Volatility

43.36%

Sharpe ratio

0.299

VaR 95%

-4.03%

CVaR 95%: -5.43%
Max drawdown: -52.71%
Sortino ratio: 0.516
Calmar ratio: 0.32

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

-40.14%

Ann. 2.54% (Sharpe / Sortino numerator)

Volatility

41.49%

Sharpe ratio

-0.025

VaR 95%

-3.89%

CVaR 95%: -5.23%
Max drawdown: -73.69%
Sortino ratio: -0.044
Calmar ratio: 0.03

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

0.24%

Best day

14.069%

13/10/2025
Worst day

-8.928%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $13.73 $14.13 $13.68 $13.97 60,800
16/07/2026 $14.30 $14.31 $14.03 $14.06 13,800
15/07/2026 $15.05 $15.10 $14.65 $14.79 7,800
14/07/2026 $15.11 $15.21 $15.01 $15.06 7,900
13/07/2026 $14.93 $14.93 $14.64 $14.73 17,900
10/07/2026 $15.44 $15.44 $15.28 $15.34 43,900
09/07/2026 $15.57 $15.71 $15.57 $15.65 12,800
08/07/2026 $15.98 $15.98 $15.00 $15.72 19,500
07/07/2026 $16.76 $16.76 $16.41 $16.49 30,400
06/07/2026 $17.03 $17.07 $16.87 $17.04 38,900