Summary
REMG
Prices · period metrics · 12M
NAV as of 20/07/2026
30/05/2025 → 06/05/2026
Return 33.37% Volatility 20.93% Sharpe 2.67
Official loaded data — not a live quote.

RUSSELL INVESTMENTS EMERGING MARKETS EQUITY ETF

Symbol: REMG

Exchange: NASDAQ

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 29/05/2025

Latest date: 20/07/2026

Current price: $34.75

Expense ratio: 0.64%

Assets under management
$106.5M
-0.43% 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

-10.26%

Ann. -62.84% (Sharpe / Sortino numerator)

Volatility

36.76%

Sharpe ratio

-1.808

VaR 95%

-3.74%

CVaR 95%: -4.61%
Max drawdown: -8.47%
Sortino ratio: -2.754
Calmar ratio: -7.42

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

1.14%

Ann. 8.07% (Sharpe / Sortino numerator)

Volatility

26.60%

Sharpe ratio

0.167

VaR 95%

-3.14%

CVaR 95%: -3.94%
Max drawdown: -14.13%
Sortino ratio: 0.225
Calmar ratio: 0.57

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

11.92%

Ann. 16.88% (Sharpe / Sortino numerator)

Volatility

22.25%

Sharpe ratio

0.595

VaR 95%

-2.24%

CVaR 95%: -3.49%
Max drawdown: -14.13%
Sortino ratio: 0.771
Calmar ratio: 1.19

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

33.37%

Ann. 59.47% (Sharpe / Sortino numerator)

Volatility

20.93%

Sharpe ratio

2.670

VaR 95%

-1.55%

CVaR 95%: -2.76%
Max drawdown: -14.13%
Sortino ratio: 3.904
Calmar ratio: 4.21

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.127%

Best day

5.625%

08/04/2026
Worst day

-6.405%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.90 $34.96 $34.69 $34.75 12,300
17/07/2026 $34.50 $34.93 $34.44 $34.62 10,700
16/07/2026 $35.18 $35.38 $34.98 $35.07 8,200
15/07/2026 $35.98 $35.99 $35.39 $35.76 3,700
14/07/2026 $35.77 $35.87 $35.62 $35.84 11,100
13/07/2026 $35.63 $35.64 $35.22 $35.25 7,700
10/07/2026 $36.27 $36.73 $36.09 $36.67 17,500
09/07/2026 $36.37 $36.50 $36.33 $36.48 6,500
08/07/2026 $35.68 $36.10 $35.59 $36.10 5,400
07/07/2026 $36.10 $36.22 $35.82 $35.96 6,500