ESGD - iShares MSCI EAFE ESG Optimized ETF

NasdaqGM - NasdaqGM Real-time price. Currency in USD

Risk statistics

3 yearsESGDCategory average
5 yearsESGDCategory average
10 yearsESGDCategory average
Alpha
1.360.72
1.551.34
0-0.3
BETA
1.11.01
1.030.95
00.96
Mean annual return
1.080.14
0.470.66
00.3
R-squared
95.491.75
96.0193.83
093.95
Standard deviation
19.0613.42
18.3513.95
019.03
Sharpe ratio
0.620.15
0.220.57
00.14
Treynor ratio
9.621.18
2.387.64
00.97