Summary
RXI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.95% Volatility 20.67% Sharpe 0.05
Official loaded data — not a live quote.

ISHARES GLOBAL CONSUMER DISCRETIONARY ETF

Symbol: RXI

Exchange: NYSE

Sector: Consumer_Cyclical

Category: Consumer Cyclical

Inception date: 12/09/2006

Latest date: 02/06/2026

Current price: $199.61

Expense ratio: 0.39%

Assets under management
$267.8M
0.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.18%

Ann. -57.96% (Sharpe / Sortino numerator)

Volatility

23.59%

Sharpe ratio

-2.611

VaR 95%

-2.31%

CVaR 95%: -2.35%
Max drawdown: -9.15%
Sortino ratio: -5.166
Calmar ratio: -6.33

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

-0.92%

Ann. -33.50% (Sharpe / Sortino numerator)

Volatility

18.43%

Sharpe ratio

-2.014

VaR 95%

-2.21%

CVaR 95%: -2.28%
Max drawdown: -15.17%
Sortino ratio: -3.221
Calmar ratio: -2.21

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.

Period total return

-1.75%

Ann. -18.71% (Sharpe / Sortino numerator)

Volatility

16.81%

Sharpe ratio

-1.329

VaR 95%

-1.98%

CVaR 95%: -2.31%
Max drawdown: -15.17%
Sortino ratio: -1.962
Calmar ratio: -1.23

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

6.95%

Ann. 4.66% (Sharpe / Sortino numerator)

Volatility

20.67%

Sharpe ratio

0.050

VaR 95%

-2.01%

CVaR 95%: -2.74%
Max drawdown: -15.17%
Sortino ratio: 0.074
Calmar ratio: 0.31

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

27.62%

Ann. 8.03% (Sharpe / Sortino numerator)

Volatility

18.99%

Sharpe ratio

0.232

VaR 95%

-1.89%

CVaR 95%: -2.63%
Max drawdown: -19.64%
Sortino ratio: 0.342
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.

Period total return

39.81%

Ann. 10.07% (Sharpe / Sortino numerator)

Volatility

17.87%

Sharpe ratio

0.360

VaR 95%

-1.78%

CVaR 95%: -2.42%
Max drawdown: -19.64%
Sortino ratio: 0.543
Calmar ratio: 0.51

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

0.032%

Best day

4.003%

08/04/2026
Worst day

-2.794%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $199.29 $199.62 $198.94 $199.61 23,100
01/06/2026 $198.99 $199.69 $198.63 $198.63 24,100
29/05/2026 $202.22 $202.30 $201.86 $201.86 2,600
28/05/2026 $201.32 $202.78 $201.22 $202.78 2,000
27/05/2026 $202.39 $202.39 $201.65 $202.02 1,700
26/05/2026 $199.66 $199.66 $198.76 $199.55 21,700
22/05/2026 $198.85 $198.88 $198.35 $198.46 4,200
21/05/2026 $196.54 $199.28 $196.54 $198.90 2,600
20/05/2026 $197.87 $198.10 $197.87 $198.10 2,100
19/05/2026 $194.38 $194.38 $194.04 $194.04 2,300