ISHARES MSCI EMERGING MARKETS VALUE FACTOR ETF
Symbol: EVLU
Exchange: BATS
Sector: Technology
Category: Diversified Emerging Mkts
Inception Date: 04/09/2024
Latest Date: 02/04/2026
Current Price: $33.44
Expense Ratio: 0.35%
Assets Under Management
$13.3M
-0.13% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-9.16%
Volatility
31.82%
Sharpe Ratio
-2.159
VaR 95%
-2.96%
CVaR 95%:
-4.14%
Max Drawdown:
-6.85%
Sortino Ratio:
-2.876
Calmar Ratio:
-9.50
Return
1.96%
Volatility
23.15%
Sharpe Ratio
0.198
VaR 95%
-2.71%
CVaR 95%:
-3.49%
Max Drawdown:
-12.90%
Sortino Ratio:
0.237
Calmar Ratio:
0.64
Return
12.57%
Volatility
19.94%
Sharpe Ratio
1.170
VaR 95%
-2.06%
CVaR 95%:
-3.05%
Max Drawdown:
-12.90%
Sortino Ratio:
1.480
Calmar Ratio:
2.09
Return
37.24%
Volatility
19.81%
Sharpe Ratio
1.706
VaR 95%
-1.91%
CVaR 95%:
-3.09%
Max Drawdown:
-12.90%
Sortino Ratio:
2.142
Calmar Ratio:
2.90
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.134%
Best Day
7.03%
09/04/2025
Worst Day
-5.8%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $33.48 | $33.49 | $33.43 | $33.44 | 1,200 |
| 01/04/2026 | $33.65 | $33.92 | $33.63 | $33.63 | 1,500 |
| 31/03/2026 | $32.77 | $33.48 | $32.74 | $33.48 | 3,300 |
| 30/03/2026 | $32.72 | $32.78 | $32.39 | $32.52 | 3,800 |
| 27/03/2026 | $32.75 | $32.84 | $32.69 | $32.74 | 3,300 |
| 26/03/2026 | $33.22 | $33.27 | $32.70 | $32.70 | 1,400 |
| 25/03/2026 | $33.58 | $33.73 | $33.58 | $33.69 | 1,800 |
| 24/03/2026 | $33.10 | $33.28 | $33.03 | $33.16 | 1,900 |
| 23/03/2026 | $33.63 | $33.83 | $33.45 | $33.75 | 6,900 |
| 20/03/2026 | $33.60 | $33.60 | $32.91 | $32.91 | 1,800 |