Summary
REMG
Prices · period metrics · 12M
NAV as of 15/10/2026
30/05/2025 → 06/05/2026
Return 22.32% 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: 15/10/2026

Current price: $34.73

Expense ratio: 0.64%

Assets under management
$122.3M
1.19% 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

-3.77%

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

-2.89%

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

2.36%

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

22.32%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.093%

Best day

5.625%

08/04/2026
Worst day

-6.405%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $34.32 $34.75 $34.30 $34.73 27,500
14/10/2026 $35.11 $35.37 $34.92 $34.97 251,200
13/10/2026 $35.73 $35.87 $35.73 $35.84 9,300
12/10/2026 $36.34 $36.34 $36.17 $36.19 11,200
09/10/2026 $36.41 $36.49 $36.33 $36.44 5,800
08/10/2026 $36.31 $36.38 $35.93 $36.11 9,000
07/10/2026 $36.68 $36.94 $36.58 $36.82 12,200
06/10/2026 $37.54 $39.02 $37.38 $37.42 9,300
05/10/2026 $37.27 $38.67 $37.27 $37.72 19,400
02/10/2026 $36.84 $37.12 $36.76 $37.05 10,700