Summary
TCHI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.12% Volatility 29.02% Sharpe 0.20
Official loaded data — not a live quote.

ISHARES MSCI CHINA MULTISECTOR TECH ETF

Symbol: TCHI

Exchange: NASDAQ

Sector: Technology

Category: Greater China Region

Inception date: 25/01/2022

Latest date: 16/07/2026

Current price: $24.27

Expense ratio: 0.59%

Assets under management
$50.1M
-0.52% 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

-4.43%

Ann. -58.25% (Sharpe / Sortino numerator)

Volatility

28.44%

Sharpe ratio

-2.176

VaR 95%

-3.38%

CVaR 95%: -4.04%
Max drawdown: -8.19%
Sortino ratio: -2.868
Calmar ratio: -7.11

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

3.76%

Ann. -42.45% (Sharpe / Sortino numerator)

Volatility

23.94%

Sharpe ratio

-1.925

VaR 95%

-2.76%

CVaR 95%: -3.44%
Max drawdown: -17.06%
Sortino ratio: -2.760
Calmar ratio: -2.49

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

-2.36%

Ann. -37.09% (Sharpe / Sortino numerator)

Volatility

25.41%

Sharpe ratio

-1.602

VaR 95%

-2.60%

CVaR 95%: -3.94%
Max drawdown: -20.12%
Sortino ratio: -2.111
Calmar ratio: -1.84

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

21.12%

Ann. 9.44% (Sharpe / Sortino numerator)

Volatility

29.02%

Sharpe ratio

0.200

VaR 95%

-2.40%

CVaR 95%: -4.28%
Max drawdown: -20.73%
Sortino ratio: 0.250
Calmar ratio: 0.46

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

55.73%

Ann. 16.69% (Sharpe / Sortino numerator)

Volatility

31.69%

Sharpe ratio

0.412

VaR 95%

-2.66%

CVaR 95%: -4.28%
Max drawdown: -27.78%
Sortino ratio: 0.593
Calmar ratio: 0.60

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

44.00%

Ann. 5.55% (Sharpe / Sortino numerator)

Volatility

30.36%

Sharpe ratio

0.063

VaR 95%

-2.69%

CVaR 95%: -4.01%
Max drawdown: -27.78%
Sortino ratio: 0.095
Calmar ratio: 0.20

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

0.092%

Best day

5.357%

08/04/2026
Worst day

-7.487%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $24.40 $24.43 $24.24 $24.27 25,500
15/07/2026 $24.66 $24.86 $24.66 $24.73 11,700
14/07/2026 $24.87 $24.87 $24.71 $24.77 3,400
13/07/2026 $24.47 $24.47 $24.31 $24.34 15,700
10/07/2026 $25.25 $25.29 $25.15 $25.15 19,400
09/07/2026 $25.55 $25.75 $25.55 $25.75 10,600
08/07/2026 $24.76 $24.84 $24.71 $24.79 4,800
07/07/2026 $24.50 $24.65 $24.47 $24.51 44,900
06/07/2026 $24.66 $24.73 $24.64 $24.73 6,500
02/07/2026 $24.97 $24.98 $24.72 $24.86 12,900