ISHARES GLOBAL HEALTHCARE ETF
Symbol: IXJ
Exchange: NYSE
Sector: Healthcare
Category: Health
Inception date: 13/11/2001
Latest date: 16/07/2026
Current price: $99.67
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
5.28%
Ann. -50.13% (Sharpe / Sortino numerator)
Volatility
17.33%
Sharpe ratio
-3.102
VaR 95%
-1.89%
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
6.72%
Ann. -14.22% (Sharpe / Sortino numerator)
Volatility
15.02%
Sharpe ratio
-1.189
VaR 95%
-1.41%
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
1.70%
Ann. 6.96% (Sharpe / Sortino numerator)
Volatility
13.72%
Sharpe ratio
0.242
VaR 95%
-1.36%
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
18.16%
Ann. 6.13% (Sharpe / Sortino numerator)
Volatility
17.32%
Sharpe ratio
0.144
VaR 95%
-1.68%
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
7.56%
Ann. 3.22% (Sharpe / Sortino numerator)
Volatility
14.68%
Sharpe ratio
-0.028
VaR 95%
-1.42%
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
24.02%
Ann. 5.66% (Sharpe / Sortino numerator)
Volatility
13.41%
Sharpe ratio
0.151
VaR 95%
-1.31%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.071%
Best day
3.475%
Worst day
-2.842%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $98.64 | $99.91 | $98.59 | $99.67 | 107,300 |
| 15/07/2026 | $97.28 | $98.38 | $97.12 | $97.93 | 153,200 |
| 14/07/2026 | $98.61 | $98.62 | $97.50 | $97.66 | 166,100 |
| 13/07/2026 | $99.20 | $99.89 | $98.76 | $99.21 | 92,200 |
| 10/07/2026 | $100.29 | $100.29 | $99.01 | $99.21 | 142,700 |
| 09/07/2026 | $99.79 | $100.57 | $99.57 | $99.94 | 251,700 |
| 08/07/2026 | $100.81 | $101.03 | $100.21 | $100.25 | 103,500 |
| 07/07/2026 | $101.99 | $102.20 | $101.31 | $101.61 | 195,300 |
| 06/07/2026 | $101.21 | $101.30 | $99.43 | $100.46 | 416,700 |
| 02/07/2026 | $99.67 | $101.69 | $99.67 | $101.54 | 147,200 |