Summary
IXG
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.66% Volatility 18.18% Sharpe 0.50
Official loaded data — not a live quote.

ISHARES GLOBAL FINANCIALS ETF

Symbol: IXG

Exchange: NYSE

Sector: Financial_Services

Category: Financial

Inception date: 12/11/2001

Latest date: 17/07/2026

Current price: $129.90

Expense ratio: 0.41%

Assets under management
$585.8M
-0.28% 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

3.55%

Ann. -28.97% (Sharpe / Sortino numerator)

Volatility

20.02%

Sharpe ratio

-1.628

VaR 95%

-1.75%

CVaR 95%: -2.02%
Max drawdown: -6.60%
Sortino ratio: -3.394
Calmar ratio: -4.39

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

6.81%

Ann. -21.20% (Sharpe / Sortino numerator)

Volatility

17.52%

Sharpe ratio

-1.418

VaR 95%

-1.78%

CVaR 95%: -1.98%
Max drawdown: -11.33%
Sortino ratio: -2.508
Calmar ratio: -1.87

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

10.00%

Ann. 0.11% (Sharpe / Sortino numerator)

Volatility

14.95%

Sharpe ratio

-0.235

VaR 95%

-1.77%

CVaR 95%: -1.94%
Max drawdown: -11.33%
Sortino ratio: -0.352
Calmar ratio: 0.01

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.

Period total return

19.66%

Ann. 12.77% (Sharpe / Sortino numerator)

Volatility

18.18%

Sharpe ratio

0.503

VaR 95%

-1.47%

CVaR 95%: -2.59%
Max drawdown: -11.33%
Sortino ratio: 0.598
Calmar ratio: 1.13

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

51.26%

Ann. 18.79% (Sharpe / Sortino numerator)

Volatility

16.17%

Sharpe ratio

0.938

VaR 95%

-1.47%

CVaR 95%: -2.35%
Max drawdown: -13.54%
Sortino ratio: 1.158
Calmar ratio: 1.39

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

90.93%

Ann. 21.69% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

1.198

VaR 95%

-1.45%

CVaR 95%: -2.12%
Max drawdown: -13.54%
Sortino ratio: 1.552
Calmar ratio: 1.60

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

0.075%

Best day

3.189%

08/04/2026
Worst day

-2.234%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $130.26 $130.79 $129.25 $129.90 88,300
16/07/2026 $131.05 $131.82 $130.57 $131.77 51,800
15/07/2026 $130.59 $131.67 $130.59 $131.53 100,500
14/07/2026 $129.82 $131.40 $129.82 $130.19 112,900
13/07/2026 $129.73 $129.98 $129.12 $129.45 201,800
10/07/2026 $129.47 $129.60 $128.85 $129.24 79,700
09/07/2026 $127.81 $129.01 $127.81 $128.48 85,100
08/07/2026 $128.45 $128.52 $127.21 $127.60 55,900
07/07/2026 $130.01 $130.29 $129.25 $129.25 55,800
06/07/2026 $127.89 $129.64 $127.89 $129.60 41,500