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Summary
Historical data
Profile
Options
Holdings
Performance
Risk
ESGV - Vanguard ESG U.S. Stock ETF
Cboe US - Cboe US Real-time price. Currency in USD
Risk statistics
3 years
ESGV
Category average
5 years
ESGV
Category average
10 years
ESGV
Category average
Alpha
-1.47
-0.65
0
-0.48
0
0.15
BETA
1.04
0.98
0
1
0
1
Mean annual return
1.07
0.86
0
1.28
0
0.69
R-squared
98.19
94.06
0
95.34
0
96.99
Standard deviation
18.83
10.9
0
11.38
0
15.42
Sharpe ratio
0.6
0.94
0
1.34
0
0.48
Treynor ratio
9.81
10.38
0
15.73
0
6.54
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