iShares ESG Aware MSCI EAFE ETF (ESGD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Aware MSCI EAFE ETF (ESGD): 1Y return 15.2%, Sharpe ratio 0.95, 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: -0.8%, Sharpe: -2.10, Volatility: 12.0%, Max Drawdown: -1.5%
- YTD
- Return: 9.2%, Sharpe: 0.73, Volatility: 16.9%, Max Drawdown: -11.7%
- 1Y
- Return: 15.2%, Sharpe: 0.95, Volatility: 15.7%, Max Drawdown: -11.7%
- 5Y
- Return: 52.7%, Sharpe: 0.58, Volatility: 16.4%, Max Drawdown: -29.9%
- 10Y
- Return: 140.7%, Sharpe: 0.59, Volatility: 16.7%, Max Drawdown: -33.7%
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.