Summary
XT
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 36.90% Volatility 20.84% Sharpe 1.17
Official loaded data — not a live quote.

ISHARES FUTURE EXPONENTIAL TECHNOLOGIES ETF

Symbol: XT

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 19/03/2015

Latest date: 11/06/2026

Current price: $80.94

Expense ratio: 0.46%

Assets under management
$4.1B
2.38% 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

1.75%

Ann. -40.57% (Sharpe / Sortino numerator)

Volatility

23.93%

Sharpe ratio

-1.847

VaR 95%

-2.12%

CVaR 95%: -2.21%
Max drawdown: -8.01%
Sortino ratio: -3.580
Calmar ratio: -5.07

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

14.48%

Ann. -8.62% (Sharpe / Sortino numerator)

Volatility

18.40%

Sharpe ratio

-0.666

VaR 95%

-1.93%

CVaR 95%: -2.12%
Max drawdown: -10.45%
Sortino ratio: -1.127
Calmar ratio: -0.82

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

14.73%

Ann. 0.92% (Sharpe / Sortino numerator)

Volatility

17.51%

Sharpe ratio

-0.155

VaR 95%

-1.91%

CVaR 95%: -2.35%
Max drawdown: -10.45%
Sortino ratio: -0.226
Calmar ratio: 0.09

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

36.90%

Ann. 27.92% (Sharpe / Sortino numerator)

Volatility

20.84%

Sharpe ratio

1.165

VaR 95%

-1.79%

CVaR 95%: -2.85%
Max drawdown: -10.45%
Sortino ratio: 1.579
Calmar ratio: 2.67

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

49.26%

Ann. 12.66% (Sharpe / Sortino numerator)

Volatility

19.29%

Sharpe ratio

0.468

VaR 95%

-1.95%

CVaR 95%: -2.76%
Max drawdown: -22.09%
Sortino ratio: 0.642
Calmar ratio: 0.57

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

59.68%

Ann. 12.53% (Sharpe / Sortino numerator)

Volatility

18.70%

Sharpe ratio

0.476

VaR 95%

-1.91%

CVaR 95%: -2.65%
Max drawdown: -22.09%
Sortino ratio: 0.679
Calmar ratio: 0.57

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.131%

Best day

3.611%

31/03/2026
Worst day

-4.31%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $79.06 $81.15 $79.00 $80.94 88,600
10/06/2026 $79.42 $80.12 $78.36 $78.40 104,900
09/06/2026 $81.50 $81.81 $78.42 $80.44 95,600
08/06/2026 $81.27 $81.45 $80.67 $80.71 95,200
05/06/2026 $82.76 $82.76 $79.97 $80.26 107,400
04/06/2026 $83.05 $84.03 $83.02 $83.88 89,800
03/06/2026 $83.91 $84.08 $83.25 $83.83 103,300
02/06/2026 $83.79 $84.23 $83.62 $84.23 184,800
01/06/2026 $83.57 $84.05 $83.00 $83.74 102,400
29/05/2026 $83.77 $83.98 $83.47 $83.82 145,700