Summary
MADE
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 52.81% 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: 02/06/2026

Current price: $38.29

Expense ratio: 0.40%

Assets under management
$56.8M
1.71% 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

4.82%

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

4.67%

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

25.36%

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

52.81%

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

59.88%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.177%

Best day

5.164%

08/04/2026
Worst day

-3.302%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $37.65 $38.30 $37.65 $38.29 13,500
01/06/2026 $37.34 $37.34 $36.83 $37.20 15,100
29/05/2026 $37.66 $37.88 $37.45 $37.63 8,700
28/05/2026 $37.28 $37.95 $37.24 $37.79 7,900
27/05/2026 $37.80 $37.80 $37.38 $37.70 26,100
26/05/2026 $37.65 $37.73 $37.44 $37.66 40,800
22/05/2026 $36.66 $37.13 $36.45 $36.95 17,700
21/05/2026 $35.94 $36.49 $35.76 $36.34 23,600
20/05/2026 $35.86 $36.27 $35.56 $36.12 14,700
19/05/2026 $35.70 $35.81 $35.16 $35.47 17,400