Summary
ISCF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 22.45% Volatility 17.06% Sharpe 1.55
Official loaded data — not a live quote.

ISHARES INTERNATIONAL SMALL-CAP EQUITY FACTOR ETF

Symbol: ISCF

Exchange: NYSE

Sector: Industrials

Category: Foreign Small/Mid Blend

Inception date: 28/04/2015

Latest date: 02/06/2026

Current price: $45.01

Expense ratio: 0.24%

Assets under management
$633.2M
0.18% 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

2.82%

Ann. -50.12% (Sharpe / Sortino numerator)

Volatility

25.19%

Sharpe ratio

-2.134

VaR 95%

-2.75%

CVaR 95%: -2.98%
Max drawdown: -8.23%
Sortino ratio: -3.697
Calmar ratio: -6.09

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

-0.04%

Ann. 4.35% (Sharpe / Sortino numerator)

Volatility

18.79%

Sharpe ratio

0.038

VaR 95%

-1.92%

CVaR 95%: -2.47%
Max drawdown: -11.34%
Sortino ratio: 0.055
Calmar ratio: 0.38

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

12.06%

Ann. 9.55% (Sharpe / Sortino numerator)

Volatility

15.59%

Sharpe ratio

0.380

VaR 95%

-1.65%

CVaR 95%: -2.20%
Max drawdown: -11.34%
Sortino ratio: 0.532
Calmar ratio: 0.84

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

22.45%

Ann. 30.14% (Sharpe / Sortino numerator)

Volatility

17.06%

Sharpe ratio

1.554

VaR 95%

-1.46%

CVaR 95%: -2.40%
Max drawdown: -11.34%
Sortino ratio: 1.901
Calmar ratio: 2.66

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

44.20%

Ann. 18.55% (Sharpe / Sortino numerator)

Volatility

15.79%

Sharpe ratio

0.945

VaR 95%

-1.47%

CVaR 95%: -2.19%
Max drawdown: -13.25%
Sortino ratio: 1.289
Calmar ratio: 1.40

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

63.67%

Ann. 15.42% (Sharpe / Sortino numerator)

Volatility

15.03%

Sharpe ratio

0.785

VaR 95%

-1.46%

CVaR 95%: -2.03%
Max drawdown: -13.85%
Sortino ratio: 1.130
Calmar ratio: 1.11

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

3.672%

08/04/2026
Worst day

-3.079%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $44.93 $45.09 $44.90 $45.01 21,700
01/06/2026 $44.84 $45.02 $44.65 $44.85 43,800
29/05/2026 $45.29 $45.46 $45.18 $45.23 51,100
28/05/2026 $44.86 $45.17 $44.83 $45.07 323,500
27/05/2026 $45.13 $45.14 $44.93 $45.06 29,400
26/05/2026 $45.20 $45.33 $45.09 $45.25 59,000
22/05/2026 $44.73 $44.87 $44.59 $44.73 29,500
21/05/2026 $44.24 $44.87 $44.22 $44.76 42,600
20/05/2026 $44.09 $44.75 $44.03 $44.65 23,500
19/05/2026 $44.23 $44.29 $44.00 $44.09 33,500