Summary
RXI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 6.40% 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: 16/07/2026

Current price: $197.92

Expense ratio: 0.39%

Assets under management
$251.7M
-0.30% 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

-0.44%

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

-0.50%

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

-4.89%

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

6.40%

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

19.56%

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

27.84%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

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
16/07/2026 $198.51 $198.51 $197.68 $197.92 1,600
15/07/2026 $196.28 $197.71 $196.28 $196.95 1,400
14/07/2026 $194.55 $194.64 $194.27 $194.62 1,300
13/07/2026 $196.19 $196.42 $194.26 $194.44 3,000
10/07/2026 $196.78 $196.88 $196.01 $196.01 10,000
09/07/2026 $194.54 $195.59 $194.54 $195.59 8,200
08/07/2026 $193.94 $194.13 $192.58 $194.13 1,100
07/07/2026 $198.05 $198.05 $195.95 $195.95 2,800
06/07/2026 $195.20 $196.57 $194.73 $196.35 3,100
02/07/2026 $196.15 $196.39 $194.44 $195.12 10,000