Summary
IWS
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 24.90% Volatility 18.25% Sharpe 0.74
Official loaded data — not a live quote.

ISHARES RUSSELL MID-CAP VALUE ETF

Symbol: IWS

Exchange: NYSE

Sector: Industrials

Category: Mid-Cap Value

Inception date: 17/07/2001

Latest date: 17/07/2026

Current price: $166.12

Expense ratio: 0.23%

Assets under management
$15.6B
-0.31% 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

2.89%

Ann. -37.37% (Sharpe / Sortino numerator)

Volatility

18.19%

Sharpe ratio

-2.254

VaR 95%

-1.66%

CVaR 95%: -1.81%
Max drawdown: -6.36%
Sortino ratio: -4.213
Calmar ratio: -5.87

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

6.88%

Ann. 14.46% (Sharpe / Sortino numerator)

Volatility

15.32%

Sharpe ratio

0.707

VaR 95%

-1.61%

CVaR 95%: -1.72%
Max drawdown: -7.53%
Sortino ratio: 1.129
Calmar ratio: 1.92

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

14.31%

Ann. 11.65% (Sharpe / Sortino numerator)

Volatility

14.40%

Sharpe ratio

0.557

VaR 95%

-1.58%

CVaR 95%: -1.81%
Max drawdown: -7.53%
Sortino ratio: 0.869
Calmar ratio: 1.55

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

24.90%

Ann. 17.08% (Sharpe / Sortino numerator)

Volatility

18.25%

Sharpe ratio

0.737

VaR 95%

-1.61%

CVaR 95%: -2.58%
Max drawdown: -8.62%
Sortino ratio: 0.957
Calmar ratio: 1.98

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

35.25%

Ann. 10.95% (Sharpe / Sortino numerator)

Volatility

16.07%

Sharpe ratio

0.455

VaR 95%

-1.47%

CVaR 95%: -2.23%
Max drawdown: -20.57%
Sortino ratio: 0.632
Calmar ratio: 0.53

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

54.72%

Ann. 13.31% (Sharpe / Sortino numerator)

Volatility

15.43%

Sharpe ratio

0.627

VaR 95%

-1.48%

CVaR 95%: -2.07%
Max drawdown: -20.57%
Sortino ratio: 0.912
Calmar ratio: 0.65

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

0.092%

Best day

2.581%

08/04/2026
Worst day

-2.494%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $166.64 $168.14 $165.74 $166.12 971,900
16/07/2026 $165.33 $167.19 $165.33 $167.19 418,700
15/07/2026 $165.66 $166.33 $165.04 $165.33 182,900
14/07/2026 $166.08 $166.54 $165.06 $165.46 268,400
13/07/2026 $165.77 $166.72 $165.43 $165.70 521,300
10/07/2026 $165.63 $165.87 $164.79 $165.43 666,600
09/07/2026 $164.21 $165.58 $164.01 $165.00 532,400
08/07/2026 $164.98 $164.99 $163.18 $163.72 206,300
07/07/2026 $166.63 $167.07 $165.64 $165.73 317,400
06/07/2026 $165.90 $166.35 $165.43 $166.07 290,600