Summary
REM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 12.73% Volatility 21.20% Sharpe 0.07
Official loaded data — not a live quote.

iShares Mortgage Real Estate ETF

Symbol: REM

Exchange: BATS

Sector: Realestate

Category: Real Estate

Inception date: 01/05/2007

Latest date: 16/07/2026

Current price: $22.66

Expense ratio: 0.48%

Assets under management
$547.9M
1.52% 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

4.18%

Ann. -38.43% (Sharpe / Sortino numerator)

Volatility

26.05%

Sharpe ratio

-1.614

VaR 95%

-1.88%

CVaR 95%: -3.26%
Max drawdown: -8.82%
Sortino ratio: -2.318
Calmar ratio: -4.35

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

3.37%

Ann. -16.19% (Sharpe / Sortino numerator)

Volatility

21.22%

Sharpe ratio

-0.934

VaR 95%

-1.88%

CVaR 95%: -3.27%
Max drawdown: -14.90%
Sortino ratio: -1.162
Calmar ratio: -1.09

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

-2.77%

Ann. 1.18% (Sharpe / Sortino numerator)

Volatility

18.17%

Sharpe ratio

-0.135

VaR 95%

-1.69%

CVaR 95%: -2.66%
Max drawdown: -14.90%
Sortino ratio: -0.181
Calmar ratio: 0.08

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

12.73%

Ann. 5.05% (Sharpe / Sortino numerator)

Volatility

21.20%

Sharpe ratio

0.067

VaR 95%

-1.79%

CVaR 95%: -3.42%
Max drawdown: -14.90%
Sortino ratio: 0.082
Calmar ratio: 0.34

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

11.79%

Ann. 6.55% (Sharpe / Sortino numerator)

Volatility

19.52%

Sharpe ratio

0.150

VaR 95%

-1.88%

CVaR 95%: -3.07%
Max drawdown: -18.90%
Sortino ratio: 0.188
Calmar ratio: 0.35

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

22.26%

Ann. 8.89% (Sharpe / Sortino numerator)

Volatility

21.23%

Sharpe ratio

0.248

VaR 95%

-2.19%

CVaR 95%: -3.19%
Max drawdown: -21.92%
Sortino ratio: 0.341
Calmar ratio: 0.41

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.053%

Best day

2.991%

22/08/2025
Worst day

-4.529%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $22.32 $22.71 $22.32 $22.66 386,900
15/07/2026 $22.22 $22.60 $22.22 $22.37 511,000
14/07/2026 $22.07 $22.35 $22.01 $22.24 640,200
13/07/2026 $22.14 $22.20 $21.82 $21.90 433,800
10/07/2026 $22.06 $22.19 $22.03 $22.16 364,300
09/07/2026 $21.89 $22.13 $21.75 $22.04 385,900
08/07/2026 $21.94 $22.01 $21.79 $21.83 362,400
07/07/2026 $22.18 $22.31 $21.98 $22.04 621,200
06/07/2026 $21.97 $22.23 $21.96 $22.19 598,700
02/07/2026 $22.01 $22.14 $21.88 $22.04 453,000