iShares USD Green Bond ETF (BGRN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares USD Green Bond ETF (BGRN): 1Y return -0.8%, Sharpe ratio -0.24, volatility 3.1%, max drawdown -3.3%. 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: 9.43, Volatility: 1.8%, Max Drawdown: -0.1%
- YTD
- Return: -1.5%, Sharpe: -0.57, Volatility: 3.3%, Max Drawdown: -3.3%
- 1Y
- Return: -0.8%, Sharpe: -0.24, Volatility: 3.1%, Max Drawdown: -3.3%
- 5Y
- Return: 0.9%, Sharpe: 0.06, Volatility: 5.4%, Max Drawdown: -18.0%
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.