Summary
XVV
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 22.36% Volatility 18.93% Sharpe 0.63
Official loaded data — not a live quote.

ISHARES ESG SELECT SCREENED S&P 500 ETF

Symbol: XVV

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 22/09/2020

Latest date: 11/06/2026

Current price: $56.18

Expense ratio: 0.08%

Assets under management
$653.0M
1.28% 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

-0.41%

Ann. -40.10% (Sharpe / Sortino numerator)

Volatility

19.07%

Sharpe ratio

-2.293

VaR 95%

-1.86%

CVaR 95%: -1.89%
Max drawdown: -8.26%
Sortino ratio: -4.141
Calmar ratio: -4.85

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

9.35%

Ann. -20.70% (Sharpe / Sortino numerator)

Volatility

15.27%

Sharpe ratio

-1.593

VaR 95%

-1.87%

CVaR 95%: -1.98%
Max drawdown: -10.80%
Sortino ratio: -2.336
Calmar ratio: -1.92

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

6.19%

Ann. -7.01% (Sharpe / Sortino numerator)

Volatility

14.29%

Sharpe ratio

-0.745

VaR 95%

-1.65%

CVaR 95%: -2.06%
Max drawdown: -10.80%
Sortino ratio: -1.014
Calmar ratio: -0.65

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

22.36%

Ann. 15.51% (Sharpe / Sortino numerator)

Volatility

18.93%

Sharpe ratio

0.628

VaR 95%

-1.64%

CVaR 95%: -2.74%
Max drawdown: -10.80%
Sortino ratio: 0.800
Calmar ratio: 1.44

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

38.09%

Ann. 12.67% (Sharpe / Sortino numerator)

Volatility

17.06%

Sharpe ratio

0.530

VaR 95%

-1.66%

CVaR 95%: -2.49%
Max drawdown: -19.59%
Sortino ratio: 0.681
Calmar ratio: 0.65

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

75.69%

Ann. 18.41% (Sharpe / Sortino numerator)

Volatility

15.65%

Sharpe ratio

0.945

VaR 95%

-1.54%

CVaR 95%: -2.23%
Max drawdown: -19.59%
Sortino ratio: 1.265
Calmar ratio: 0.94

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

0.084%

Best day

2.928%

31/03/2026
Worst day

-2.879%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $55.47 $56.30 $55.18 $56.18 10,300
10/06/2026 $56.00 $56.12 $55.10 $55.29 17,400
09/06/2026 $56.68 $56.85 $55.19 $56.10 10,800
08/06/2026 $56.71 $56.81 $56.31 $56.31 23,800
05/06/2026 $57.36 $57.43 $56.25 $56.25 15,100
04/06/2026 $57.24 $57.81 $57.24 $57.78 9,800
03/06/2026 $57.84 $57.84 $57.46 $57.50 21,100
02/06/2026 $57.85 $58.02 $57.84 $58.00 10,600
01/06/2026 $57.72 $58.11 $57.65 $57.91 36,400
29/05/2026 $57.79 $57.93 $57.73 $57.79 25,300