Summary
TCHI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 45.40% 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: 02/06/2026

Current price: $26.11

Expense ratio: 0.59%

Assets under management
$44.9M
-0.04% 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

9.87%

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

13.48%

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

11.30%

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

45.40%

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

60.33%

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

62.60%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.162%

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
02/06/2026 $26.12 $26.23 $26.02 $26.11 19,900
01/06/2026 $25.17 $25.34 $25.04 $25.28 7,000
29/05/2026 $25.53 $25.61 $25.42 $25.52 17,000
28/05/2026 $25.38 $25.50 $25.32 $25.48 9,000
27/05/2026 $25.12 $25.25 $25.12 $25.20 6,800
26/05/2026 $25.22 $25.40 $25.22 $25.35 38,900
22/05/2026 $24.43 $24.71 $24.43 $24.67 13,700
21/05/2026 $24.31 $24.44 $24.14 $24.43 24,200
20/05/2026 $24.96 $25.10 $24.86 $25.00 14,600
19/05/2026 $24.62 $24.78 $24.57 $24.68 10,900