Summary
MADE
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 32.84% Volatility 23.73% Sharpe 1.71
Official loaded data — not a live quote.

ISHARES U.S. MANUFACTURING ETF

Symbol: MADE

Exchange: NYSE

Sector: Industrials

Category: Industrials

Inception date: 17/07/2024

Latest date: 17/07/2026

Current price: $36.52

Expense ratio: 0.40%

Assets under management
$62.7M
1.63% 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

-4.73%

Ann. -57.85% (Sharpe / Sortino numerator)

Volatility

30.43%

Sharpe ratio

-2.020

VaR 95%

-2.99%

CVaR 95%: -3.19%
Max drawdown: -10.53%
Sortino ratio: -3.521
Calmar ratio: -5.50

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

-1.51%

Ann. 25.30% (Sharpe / Sortino numerator)

Volatility

24.65%

Sharpe ratio

0.879

VaR 95%

-2.48%

CVaR 95%: -2.89%
Max drawdown: -13.43%
Sortino ratio: 1.405
Calmar ratio: 1.88

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

9.14%

Ann. 32.60% (Sharpe / Sortino numerator)

Volatility

22.32%

Sharpe ratio

1.298

VaR 95%

-2.47%

CVaR 95%: -2.74%
Max drawdown: -13.43%
Sortino ratio: 2.047
Calmar ratio: 2.43

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

32.84%

Ann. 44.30% (Sharpe / Sortino numerator)

Volatility

23.73%

Sharpe ratio

1.714

VaR 95%

-2.26%

CVaR 95%: -3.27%
Max drawdown: -13.43%
Sortino ratio: 2.374
Calmar ratio: 3.30

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

52.80%

Ann. 28.95% (Sharpe / Sortino numerator)

Volatility

22.74%

Sharpe ratio

1.115

VaR 95%

-2.24%

CVaR 95%: -3.07%
Max drawdown: -23.79%
Sortino ratio: 1.664
Calmar ratio: 1.22

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

0.123%

Best day

5.164%

08/04/2026
Worst day

-3.821%

10/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $35.93 $36.83 $35.84 $36.52 7,200
16/07/2026 $36.74 $36.95 $36.40 $36.69 12,400
15/07/2026 $37.46 $37.46 $36.52 $37.11 36,600
14/07/2026 $37.55 $37.55 $37.08 $37.26 17,300
13/07/2026 $37.58 $37.70 $36.92 $37.02 49,700
10/07/2026 $37.36 $37.84 $37.32 $37.62 10,300
09/07/2026 $37.69 $37.85 $37.48 $37.48 8,300
08/07/2026 $37.18 $37.36 $36.79 $37.26 32,700
07/07/2026 $37.85 $37.85 $37.21 $37.62 76,400
06/07/2026 $38.43 $38.87 $38.43 $38.78 27,900