Summary
IXP
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 9.12% 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: 17/07/2026

Current price: $116.55

Expense ratio: 0.40%

Assets under management
$518.8M
-0.18% 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

0.04%

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

-5.30%

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

-0.17%

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

9.12%

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

37.95%

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

76.14%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

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
17/07/2026 $116.76 $116.98 $116.21 $116.55 7,500
16/07/2026 $120.10 $120.51 $118.19 $118.54 21,800
15/07/2026 $118.19 $120.32 $118.19 $120.16 11,400
14/07/2026 $117.62 $118.39 $117.62 $118.11 18,400
13/07/2026 $118.14 $118.51 $117.58 $117.58 9,800
10/07/2026 $117.72 $118.29 $117.66 $118.15 27,100
09/07/2026 $114.06 $116.54 $114.06 $116.54 40,700
08/07/2026 $116.30 $116.30 $115.57 $115.78 7,100
07/07/2026 $117.37 $117.45 $116.47 $116.58 6,900
06/07/2026 $115.38 $116.00 $114.64 $115.86 23,400