iShares ESG Aware MSCI EM ETF (ESGE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Aware MSCI EM ETF (ESGE): 1Y return 37.5%, Sharpe ratio 1.38, volatility 24.3%, 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: 3.72, Volatility: 19.8%, Max Drawdown: -2.9%
- YTD
- Return: 24.0%, Sharpe: 1.26, Volatility: 28.3%, Max Drawdown: -13.9%
- 1Y
- Return: 37.5%, Sharpe: 1.38, Volatility: 24.3%, Max Drawdown: -13.9%
- 5Y
- Return: 45.9%, Sharpe: 0.47, Volatility: 19.6%, Max Drawdown: -37.1%
- 10Y
- Return: 137.9%, Sharpe: 0.52, 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.