iShares ESG Aware MSCI EAFE ETF (ESGD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Aware MSCI EAFE ETF (ESGD): 1Y return 20.2%, Sharpe ratio 1.22, volatility 15.7%, max drawdown -11.7%. A ETF in the Equity asset class. Compare ESGD with other assets and invest through your own broker with pfolio.
iShares ESG Aware MSCI EAFE ETF (ESGD) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
ESGD Performance
- MTD
- Return: 1.5%, Sharpe: 2.99, Volatility: 10.5%, Max Drawdown: -1.4%
- YTD
- Return: 13.5%, Sharpe: 1.18, Volatility: 17.9%, Max Drawdown: -11.7%
- 1Y
- Return: 20.2%, Sharpe: 1.22, Volatility: 15.7%, Max Drawdown: -11.7%
- 5Y
- Return: 54.4%, Sharpe: 0.59, Volatility: 16.4%, Max Drawdown: -30.0%
Frequently Asked Questions
- What is iShares ESG Aware MSCI EAFE ETF (ESGD)?
- iShares ESG Aware MSCI EAFE ETF (ESGD) is a ETF in the Equity 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 ESGD compare to other assets?
- You can compare ESGD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ESGD through pfolio?
- pfolio helps you build diversified portfolios that may include ESGD. You invest through your own broker — pfolio provides the analytics.