ISHARES GLOBAL ENERGY ETF
Symbol: IXC
Exchange: NYSE
Sector: Energy
Category: Equity Energy
Inception date: 12/11/2001
Latest date: 17/07/2026
Current price: $53.50
Expense ratio: 0.40%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
5.71%
Ann. 106.20% (Sharpe / Sortino numerator)
Volatility
18.99%
Sharpe ratio
5.401
VaR 95%
-1.14%
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
3.03%
Ann. 207.56% (Sharpe / Sortino numerator)
Volatility
20.68%
Sharpe ratio
9.861
VaR 95%
-1.76%
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
22.96%
Ann. 94.39% (Sharpe / Sortino numerator)
Volatility
18.66%
Sharpe ratio
4.864
VaR 95%
-1.62%
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
38.41%
Ann. 38.69% (Sharpe / Sortino numerator)
Volatility
22.75%
Sharpe ratio
1.541
VaR 95%
-1.90%
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
35.98%
Ann. 18.11% (Sharpe / Sortino numerator)
Volatility
19.83%
Sharpe ratio
0.730
VaR 95%
-1.95%
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
60.67%
Ann. 18.95% (Sharpe / Sortino numerator)
Volatility
19.41%
Sharpe ratio
0.790
VaR 95%
-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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.137%
Best day
3.135%
Worst day
-3.645%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $53.45 | $53.75 | $53.15 | $53.50 | 376,000 |
| 16/07/2026 | $52.50 | $52.98 | $52.50 | $52.71 | 946,700 |
| 15/07/2026 | $52.83 | $52.85 | $51.98 | $52.47 | 1,336,300 |
| 14/07/2026 | $52.88 | $53.00 | $52.32 | $52.75 | 473,700 |
| 13/07/2026 | $51.81 | $52.68 | $51.78 | $52.54 | 941,900 |
| 10/07/2026 | $50.97 | $51.12 | $50.53 | $51.03 | 807,600 |
| 09/07/2026 | $51.22 | $51.30 | $50.73 | $50.77 | 499,700 |
| 08/07/2026 | $51.36 | $51.71 | $50.82 | $51.44 | 6,754,900 |
| 07/07/2026 | $49.55 | $50.78 | $49.55 | $50.64 | 4,438,400 |
| 06/07/2026 | $49.18 | $49.48 | $49.10 | $49.17 | 544,600 |