Summary
MADE
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.66% 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: 15/10/2026

Current price: $34.05

Expense ratio: 0.40%

Assets under management
$58.3M
0.98% 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

-1.53%

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

-8.06%

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

-5.74%

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

16.66%

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

37.61%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

5.164%

08/04/2026
Worst day

-3.957%

29/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $33.72 $34.05 $33.36 $34.05 9,400
14/10/2026 $34.59 $34.59 $33.92 $34.08 10,600
13/10/2026 $34.52 $34.77 $34.22 $34.77 11,700
12/10/2026 $35.03 $35.03 $34.77 $34.82 16,400
09/10/2026 $34.98 $35.11 $34.92 $35.05 20,100
08/10/2026 $34.94 $35.02 $34.64 $34.82 4,900
07/10/2026 $35.31 $35.31 $34.81 $35.12 5,400
06/10/2026 $35.94 $36.12 $35.88 $35.98 36,100
05/10/2026 $35.51 $35.78 $35.39 $35.68 14,400
02/10/2026 $35.44 $35.71 $35.44 $35.64 7,200