iShares ESG Aware MSCI EM ETF (ESGE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Aware MSCI EM ETF (ESGE): 1Y return 30.5%, Sharpe ratio 1.16, volatility 24.8%, 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: -0.8%, Sharpe: -1.14, Volatility: 20.3%, Max Drawdown: -3.8%
- YTD
- Return: 22.5%, Sharpe: 1.07, Volatility: 27.2%, Max Drawdown: -13.9%
- 1Y
- Return: 30.5%, Sharpe: 1.16, Volatility: 24.8%, Max Drawdown: -13.9%
- 5Y
- Return: 47.6%, Sharpe: 0.48, Volatility: 19.7%, Max Drawdown: -36.2%
- 10Y
- Return: 134.2%, Sharpe: 0.51, Volatility: 20.0%, Max Drawdown: -41.1%
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.