iShares ESG Aware MSCI USA ETF
Provider: iShares
iShares ESG Aware MSCI USA ETF is an exchange traded fund incorporated in the USA. Thefund seeks to track the performance of the MSCI USA Extended ESG Focus Index. The ETF invests in US companies that have positive Environmental Social and Governance characteristics as identified by the index provider while exhibiting risk and return characteristics similar to those of the parent index.
| Annualised Return | 14.33% |
| Realised Volatility | 16.38% |
| Downside Volatility | 11% |
| Max Drawdown | -25.59% |
| Winning months | 70.1% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.3 |
| Calmar Ratio | 0.56 |
| Viking Ratio | 0.35 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.32% | 5.13% | 3.22% | -4.07% | 4.75% | 3.55% | 1.46% | 2.28% | 2.26% | -1.24% | 6.51% | -3% | 23.86% |
| 2023 | 6.48% | -2.63% | 3.49% | 1.19% | 0.45% | 6.34% | 3.49% | -1.64% | -4.94% | -2.4% | 9.63% | 4.74% | 25.79% |
| 2022 | -6.01% | -3.2% | 3.58% | -9.22% | -0.1% | -8.45% | 9.54% | -4.03% | -9.53% | 7.98% | 5.57% | -6.01% | -20.27% |
| 2021 | -0.53% | 2.52% | 3.9% | 5.11% | 0.7% | 2.64% | 2.22% | 3.04% | -4.77% | 7.05% | -1.24% | 3.96% | 26.89% |
| 2020 | 0.65% | -7.98% | -12.54% | 13.29% | 5.16% | 2.57% | 5.93% | 7.47% | -4% | -2.34% | 11.73% | 3.81% | 22.54% |
| 2019 | 7.83% | 3.43% | 1.8% | 4.36% | -6.49% | 6.91% | 1.88% | -2.18% | 1.82% | 2.57% | 3.78% | 2.95% | 31.72% |
| 2018 | 5.69% | -3.54% | -2.53% | 1.38% | 1.26% | 1.35% | 3.25% | 3.06% | 0.75% | -6.82% | 1.62% | -8.69% | -4.16% |
| 2017 | 1.05% | 4.31% | 0.55% | 1.33% | 0.71% | 1.16% | 1.77% | 0.13% | 1.45% | 2.83% | 2.98% | 1.09% | 21.07% |
| 2016 | -0.22% | -0.22% |