iShares ESG Advanced MSCI USA ETF (USXF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares ESG Advanced MSCI USA ETF (USXF): 1Y return 22.7%, Sharpe ratio 1.15, volatility 18.7%, max drawdown -10.2%. A ETF in the Equity asset class. Compare USXF with other assets and invest through your own broker with pfolio.
iShares ESG Advanced MSCI USA ETF (USXF) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
USXF Performance
- MTD
- Return: 0.5%, Sharpe: 1.24, Volatility: 13.2%, Max Drawdown: -2.3%
- YTD
- Return: 19.5%, Sharpe: 1.24, Volatility: 19.5%, Max Drawdown: -10.2%
- 1Y
- Return: 22.7%, Sharpe: 1.15, Volatility: 18.7%, Max Drawdown: -10.2%
- 5Y
- Return: 99.0%, Sharpe: 0.77, Volatility: 19.7%, Max Drawdown: -29.5%
Frequently Asked Questions
- What is iShares ESG Advanced MSCI USA ETF (USXF)?
- iShares ESG Advanced MSCI USA ETF (USXF) 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 USXF compare to other assets?
- You can compare USXF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USXF through pfolio?
- pfolio helps you build diversified portfolios that may include USXF. You invest through your own broker — pfolio provides the analytics.