iShares USD Green Bond ETF (BGRN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares USD Green Bond ETF (BGRN): 1Y return 3.9%, Sharpe ratio 1.28, volatility 2.9%, max drawdown -2.2%. A ETF in the Fixed Income asset class. Compare BGRN with other assets and invest through your own broker with pfolio.
iShares USD Green Bond ETF (BGRN) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
BGRN Performance
- MTD
- Return: -0.5%, Sharpe: -5.22, Volatility: 2.5%, Max Drawdown: -0.6%
- YTD
- Return: 0.3%, Sharpe: 0.21, Volatility: 3.2%, Max Drawdown: -2.2%
- 1Y
- Return: 3.9%, Sharpe: 1.28, Volatility: 2.9%, Max Drawdown: -2.2%
- 5Y
- Return: 1.8%, Sharpe: 0.09, Volatility: 5.4%, Max Drawdown: -18.7%
Frequently Asked Questions
- What is iShares USD Green Bond ETF (BGRN)?
- iShares USD Green Bond ETF (BGRN) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does BGRN compare to other assets?
- You can compare BGRN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BGRN through pfolio?
- pfolio helps you build diversified portfolios that may include BGRN. You invest through your own broker — pfolio provides the analytics.