Summary
IXG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 14.04% 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: 02/06/2026

Current price: $121.83

Expense ratio: 0.41%

Assets under management
$541.2M
0.37% 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

1.83%

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

2.87%

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

5.53%

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

14.04%

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

45.82%

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

86.42%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.056%

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
02/06/2026 $121.38 $122.17 $121.38 $121.83 5,700
01/06/2026 $120.72 $121.70 $120.62 $121.35 11,000
29/05/2026 $121.37 $122.25 $121.37 $121.95 18,600
28/05/2026 $121.34 $121.40 $120.94 $121.26 13,300
27/05/2026 $122.50 $122.76 $121.87 $121.94 9,200
26/05/2026 $123.27 $123.43 $122.34 $122.77 13,500
22/05/2026 $122.50 $122.76 $122.19 $122.19 12,100
21/05/2026 $121.06 $122.56 $121.06 $122.49 9,800
20/05/2026 $120.47 $122.17 $119.75 $122.08 7,900
19/05/2026 $120.82 $121.16 $120.37 $120.37 8,800