ISHARES JPX-NIKKEI 400 ETF
Symbol: JPXN
Exchange: NYSE
Sector: Industrials
Category: Japan Stock
Inception date: 23/10/2001
Latest date: 17/07/2026
Current price: $97.10
Expense ratio: 0.48%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.13%
Ann. -47.37% (Sharpe / Sortino numerator)
Volatility
31.70%
Sharpe ratio
-1.609
VaR 95%
-3.48%
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
0.75%
Ann. 25.92% (Sharpe / Sortino numerator)
Volatility
24.39%
Sharpe ratio
0.914
VaR 95%
-2.12%
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
9.02%
Ann. 23.12% (Sharpe / Sortino numerator)
Volatility
20.56%
Sharpe ratio
0.948
VaR 95%
-1.97%
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
29.15%
Ann. 31.20% (Sharpe / Sortino numerator)
Volatility
20.73%
Sharpe ratio
1.330
VaR 95%
-1.80%
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
34.74%
Ann. 15.05% (Sharpe / Sortino numerator)
Volatility
19.29%
Sharpe ratio
0.592
VaR 95%
-1.85%
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
57.99%
Ann. 16.86% (Sharpe / Sortino numerator)
Volatility
17.75%
Sharpe ratio
0.745
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.11%
Best day
4.619%
Worst day
-3.919%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $96.04 | $97.14 | $96.03 | $97.10 | 7,200 |
| 16/07/2026 | $98.64 | $98.67 | $98.22 | $98.44 | 8,100 |
| 15/07/2026 | $100.13 | $100.13 | $99.21 | $99.84 | 4,300 |
| 14/07/2026 | $100.40 | $101.08 | $100.17 | $100.17 | 3,800 |
| 13/07/2026 | $99.68 | $99.86 | $98.99 | $99.22 | 10,700 |
| 10/07/2026 | $100.39 | $100.87 | $99.82 | $100.84 | 17,600 |
| 09/07/2026 | $99.25 | $99.62 | $99.19 | $99.44 | 7,300 |
| 08/07/2026 | $97.85 | $98.67 | $97.67 | $98.67 | 19,000 |
| 07/07/2026 | $100.63 | $100.63 | $99.37 | $99.44 | 17,000 |
| 06/07/2026 | $101.08 | $101.80 | $101.08 | $101.69 | 14,300 |