Summary
UMMA
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 39.89% Volatility 21.17% Sharpe 1.25
Official loaded data — not a live quote.

WAHED DOW JONES ISLAMIC WORLD ETF

Symbol: UMMA

Exchange: NASDAQ

Sector: Technology

Category: Foreign Large Growth

Inception date: 06/01/2022

Latest date: 21/07/2026

Current price: $36.68

Expense ratio: 0.65%

Assets under management
$300.6M
0.86% 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

-8.83%

Ann. -64.40% (Sharpe / Sortino numerator)

Volatility

34.38%

Sharpe ratio

-1.979

VaR 95%

-3.27%

CVaR 95%: -3.99%
Max drawdown: -10.57%
Sortino ratio: -3.141
Calmar ratio: -6.10

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

10.24%

Ann. 8.21% (Sharpe / Sortino numerator)

Volatility

26.08%

Sharpe ratio

0.176

VaR 95%

-2.98%

CVaR 95%: -3.55%
Max drawdown: -15.26%
Sortino ratio: 0.250
Calmar ratio: 0.54

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

17.74%

Ann. 18.95% (Sharpe / Sortino numerator)

Volatility

21.65%

Sharpe ratio

0.707

VaR 95%

-2.45%

CVaR 95%: -3.14%
Max drawdown: -15.26%
Sortino ratio: 0.957
Calmar ratio: 1.24

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

39.89%

Ann. 30.13% (Sharpe / Sortino numerator)

Volatility

21.17%

Sharpe ratio

1.252

VaR 95%

-1.93%

CVaR 95%: -3.05%
Max drawdown: -15.26%
Sortino ratio: 1.627
Calmar ratio: 1.97

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

50.03%

Ann. 14.76% (Sharpe / Sortino numerator)

Volatility

19.47%

Sharpe ratio

0.572

VaR 95%

-1.91%

CVaR 95%: -2.80%
Max drawdown: -18.73%
Sortino ratio: 0.793
Calmar ratio: 0.79

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

70.30%

Ann. 14.01% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

0.571

VaR 95%

-1.79%

CVaR 95%: -2.55%
Max drawdown: -18.73%
Sortino ratio: 0.822
Calmar ratio: 0.75

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: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.145%

Best day

5.335%

08/04/2026
Worst day

-6.47%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $36.37 $36.82 $36.24 $36.68 34,700
20/07/2026 $36.17 $36.17 $35.72 $35.78 32,400
17/07/2026 $35.33 $36.20 $35.19 $35.87 31,900
16/07/2026 $36.08 $36.30 $35.92 $36.11 32,100
15/07/2026 $37.04 $37.12 $36.27 $36.76 46,700
14/07/2026 $37.09 $37.19 $36.91 $36.98 45,900
13/07/2026 $36.75 $36.84 $36.38 $36.38 54,600
10/07/2026 $37.59 $37.80 $37.45 $37.66 48,000
09/07/2026 $37.72 $37.94 $37.67 $37.81 35,300
08/07/2026 $36.82 $37.46 $36.51 $37.31 66,200