Summary
LDEM
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 9.80% Volatility 19.43% Sharpe 0.98
Official loaded data — not a live quote.

ISHARES ESG MSCI EM LEADERS ETF

Symbol: LDEM

Exchange: NASDAQ

Sector: Financial_Services

Category: Diversified Emerging Mkts

Inception date: 05/02/2020

Latest date: 17/07/2026

Current price: $58.66

Expense ratio: 0.16%

Assets under management
$33.2M
1.26% 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

-3.95%

Ann. -51.74% (Sharpe / Sortino numerator)

Volatility

26.73%

Sharpe ratio

-2.071

VaR 95%

-2.59%

CVaR 95%: -3.16%
Max drawdown: -6.33%
Sortino ratio: -3.125
Calmar ratio: -8.18

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

-6.42%

Ann. -10.03% (Sharpe / Sortino numerator)

Volatility

21.57%

Sharpe ratio

-0.633

VaR 95%

-2.41%

CVaR 95%: -2.79%
Max drawdown: -13.21%
Sortino ratio: -0.902
Calmar ratio: -0.76

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

-2.26%

Ann. -0.97% (Sharpe / Sortino numerator)

Volatility

18.53%

Sharpe ratio

-0.248

VaR 95%

-2.16%

CVaR 95%: -2.74%
Max drawdown: -13.21%
Sortino ratio: -0.334
Calmar ratio: -0.07

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

9.80%

Ann. 22.69% (Sharpe / Sortino numerator)

Volatility

19.43%

Sharpe ratio

0.981

VaR 95%

-1.80%

CVaR 95%: -2.98%
Max drawdown: -13.21%
Sortino ratio: 1.259
Calmar ratio: 1.72

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

34.91%

Ann. 18.19% (Sharpe / Sortino numerator)

Volatility

17.74%

Sharpe ratio

0.821

VaR 95%

-1.63%

CVaR 95%: -2.48%
Max drawdown: -15.12%
Sortino ratio: 1.158
Calmar ratio: 1.20

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

38.29%

Ann. 11.72% (Sharpe / Sortino numerator)

Volatility

16.94%

Sharpe ratio

0.478

VaR 95%

-1.62%

CVaR 95%: -2.33%
Max drawdown: -15.12%
Sortino ratio: 0.701
Calmar ratio: 0.78

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

0.044%

Best day

4.094%

08/04/2026
Worst day

-5.112%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $57.93 $58.70 $57.93 $58.66 1,500
16/07/2026 $58.97 $59.00 $58.97 $59.00 1,300
15/07/2026 $60.10 $60.12 $59.63 $59.91 1,100
14/07/2026 $59.60 $59.66 $59.56 $59.66 1,900
13/07/2026 $59.18 $59.18 $58.75 $58.75 500
10/07/2026 $60.03 $60.45 $60.03 $60.39 1,100
09/07/2026 $60.09 $60.09 $60.09 $60.09 100
08/07/2026 $59.19 $59.83 $59.03 $59.83 600
07/07/2026 $59.19 $59.19 $59.12 $59.12 200
06/07/2026 $60.06 $60.27 $60.06 $60.26 600