iShares ESG Aware MSCI EM ETF (ESGE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Aware MSCI EM ETF (ESGE): 1Y return 34.7%, Sharpe ratio 1.36, volatility 23.1%, max drawdown -13.9%. A ETF in the Equity asset class. Compare ESGE with other assets and invest through your own broker with pfolio.
iShares ESG Aware MSCI EM ETF (ESGE) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
ESGE Performance
- MTD
- Return: -5.6%, Sharpe: -4.55, Volatility: 34.1%, Max Drawdown: -5.6%
- YTD
- Return: 17.8%, Sharpe: 1.17, Volatility: 29.3%, Max Drawdown: -13.9%
- 1Y
- Return: 34.7%, Sharpe: 1.36, Volatility: 23.1%, Max Drawdown: -13.9%
- 5Y
- Return: 33.7%, Sharpe: 0.39, Volatility: 19.5%, Max Drawdown: -37.5%
Frequently Asked Questions
- What is iShares ESG Aware MSCI EM ETF (ESGE)?
- iShares ESG Aware MSCI EM ETF (ESGE) 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 ESGE compare to other assets?
- You can compare ESGE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ESGE through pfolio?
- pfolio helps you build diversified portfolios that may include ESGE. You invest through your own broker — pfolio provides the analytics.