Summary
REZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.80% Volatility 16.96% Sharpe -0.17
Official loaded data — not a live quote.

ISHARES RESIDENTIAL AND MULTISECTOR REAL ESTATE ETF

Symbol: REZ

Exchange: NYSE

Sector: Realestate

Category: Real Estate

Inception date: 01/05/2007

Latest date: 16/07/2026

Current price: $98.12

Expense ratio: 0.48%

Assets under management
$874.7M
2.78% 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

7.54%

Ann. -46.84% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

-2.976

VaR 95%

-1.69%

CVaR 95%: -2.70%
Max drawdown: -8.18%
Sortino ratio: -3.206
Calmar ratio: -5.72

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

11.69%

Ann. 12.28% (Sharpe / Sortino numerator)

Volatility

15.84%

Sharpe ratio

0.546

VaR 95%

-1.50%

CVaR 95%: -2.12%
Max drawdown: -8.76%
Sortino ratio: 0.713
Calmar ratio: 1.40

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

14.18%

Ann. 4.31% (Sharpe / Sortino numerator)

Volatility

14.51%

Sharpe ratio

0.047

VaR 95%

-1.44%

CVaR 95%: -2.12%
Max drawdown: -8.76%
Sortino ratio: 0.063
Calmar ratio: 0.49

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

20.80%

Ann. 0.78% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

-0.168

VaR 95%

-1.70%

CVaR 95%: -2.59%
Max drawdown: -10.10%
Sortino ratio: -0.221
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

28.51%

Ann. 12.70% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

0.546

VaR 95%

-1.65%

CVaR 95%: -2.42%
Max drawdown: -15.04%
Sortino ratio: 0.758
Calmar ratio: 0.84

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

41.13%

Ann. 9.14% (Sharpe / Sortino numerator)

Volatility

17.13%

Sharpe ratio

0.322

VaR 95%

-1.72%

CVaR 95%: -2.35%
Max drawdown: -18.39%
Sortino ratio: 0.484
Calmar ratio: 0.50

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.

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

0.08%

Best day

3.143%

16/07/2026
Worst day

-3.622%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $95.47 $98.12 $95.47 $98.12 38,900
15/07/2026 $96.05 $96.30 $94.88 $95.13 74,400
14/07/2026 $96.07 $96.37 $95.75 $95.92 40,500
13/07/2026 $95.44 $96.36 $95.44 $96.07 47,900
10/07/2026 $95.57 $95.57 $94.23 $95.00 31,200
09/07/2026 $95.68 $96.01 $94.96 $95.00 29,700
08/07/2026 $97.49 $97.49 $95.59 $95.59 33,400
07/07/2026 $97.21 $98.64 $96.78 $97.56 44,800
06/07/2026 $97.26 $97.42 $96.11 $96.36 34,700
02/07/2026 $95.93 $97.46 $95.93 $97.44 32,500