Summary
IXP
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.82% Volatility 18.22% Sharpe 0.99
Official loaded data — not a live quote.

ISHARES GLOBAL COMM SERVICES ETF

Symbol: IXP

Exchange: NYSE

Sector: Communication_Services

Category: Communications

Inception date: 12/11/2001

Latest date: 02/06/2026

Current price: $122.61

Expense ratio: 0.40%

Assets under management
$598.8M
-0.68% 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

-0.20%

Ann. -44.30% (Sharpe / Sortino numerator)

Volatility

19.38%

Sharpe ratio

-2.474

VaR 95%

-1.56%

CVaR 95%: -2.14%
Max drawdown: -8.88%
Sortino ratio: -4.582
Calmar ratio: -4.99

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

1.07%

Ann. -18.32% (Sharpe / Sortino numerator)

Volatility

16.62%

Sharpe ratio

-1.321

VaR 95%

-1.50%

CVaR 95%: -1.85%
Max drawdown: -12.26%
Sortino ratio: -2.402
Calmar ratio: -1.49

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

1.56%

Ann. -8.11% (Sharpe / Sortino numerator)

Volatility

15.83%

Sharpe ratio

-0.742

VaR 95%

-1.50%

CVaR 95%: -2.01%
Max drawdown: -12.26%
Sortino ratio: -1.200
Calmar ratio: -0.66

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

18.82%

Ann. 21.67% (Sharpe / Sortino numerator)

Volatility

18.22%

Sharpe ratio

0.990

VaR 95%

-1.49%

CVaR 95%: -2.36%
Max drawdown: -12.26%
Sortino ratio: 1.532
Calmar ratio: 1.77

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

47.40%

Ann. 19.19% (Sharpe / Sortino numerator)

Volatility

16.74%

Sharpe ratio

0.929

VaR 95%

-1.50%

CVaR 95%: -2.28%
Max drawdown: -17.54%
Sortino ratio: 1.368
Calmar ratio: 1.09

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

91.56%

Ann. 23.97% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

1.240

VaR 95%

-1.46%

CVaR 95%: -2.19%
Max drawdown: -17.54%
Sortino ratio: 1.877
Calmar ratio: 1.37

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

0.073%

Best day

3.097%

31/03/2026
Worst day

-2.672%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $123.45 $123.65 $122.55 $122.61 14,200
01/06/2026 $123.77 $124.36 $123.57 $123.87 42,500
29/05/2026 $124.20 $124.20 $123.52 $123.66 13,200
28/05/2026 $124.27 $124.88 $123.85 $124.77 12,200
27/05/2026 $123.39 $124.95 $123.39 $124.61 22,000
26/05/2026 $123.99 $124.44 $123.68 $124.44 27,000
22/05/2026 $123.77 $123.77 $123.12 $123.26 8,300
21/05/2026 $122.31 $124.16 $122.31 $123.58 13,000
20/05/2026 $122.86 $123.53 $122.74 $123.53 22,700
19/05/2026 $123.82 $123.84 $123.03 $123.16 24,200