iShares ESG Aware MSCI USA ETF
Ticker
ESGU
ISIN
US46435G425
Price
USD 129.71
Change Today
-0.27 / -0.208 %
Price 1 year ago
97.82 / 32.607 %
Morningstar
4
52 Week Low
98.38
52 Week High
131.90
200 Day Moving Average 118.46
118.46
50-day Moving Average
127.13
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.46 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -2.18% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -17.52 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.71 |
| Volatility | 3.559% |
| Alpha | -1.38 |
| Beta | None |
| R Squared | +99.95 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.778% |
| Average Annual Volatility | 18.85% |
| Sharpe Ratio | 0.84 |
| Sortino Ratio | 0.82 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.47 |
Company information
Summary
The investment seeks to track the investment results of the MSCI USA Extended ESG Focus Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The underlying index is an optimized equity index designed to reflect the equity performance of U.S. companies that have favorable environmental, social and governance ("ESG") characteristics (as determined by the index provider), while exhibiting risk and return characteristics similar to those of the MSCI USA Index (the "parent index").
Market
US
Category
Large Blend
Expense Ratio
0.15%
Fund family
iShares
Morningstar
4
Yield
0.015
Exchange
NGM
| Sector | Weight |
|---|---|
| Technology | 25.40% |
| Healthcare | 14.75% |
| Financial services | 12.70% |
| Consumer cyclical | 10.32% |
| Industrials | 8.45% |
| Communication services | 7.96% |
| Consumer defensive | 7.32% |
| Energy | 4.49% |
| Realestate | 3.04% |
| Basic materials | 2.37% |
| Utilities | 2.33% |
| Country | Ratio |
|---|---|
| United States | 98.63 |
| United Kingdom | 0.47 |
| Switzerland | 0.37 |
| Netherlands | 0.27 |
| Brazil | 0.18 |
| Singapore | 0.08 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 6.82% |
| MSFT | Microsoft Corp | 5.66% |
| AMZN | Amazon.com Inc | 3.52% |
| GOOGL | Alphabet Inc Class A | 1.97% |
| GOOG | Alphabet Inc Class C | 1.94% |
| TSLA | Tesla Inc | 1.9% |
| NVDA | NVIDIA Corp | 1.66% |
| JPM | JPMorgan Chase & Co | 1.23% |
| FB | Meta Platforms Inc Class A | 1.08% |
| HD | The Home Depot Inc | 1.0% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EFRN.L | iShares € Floating Rate Bond ESG UCITS ETF | IE00BF5GB71 | LSE | 0.10% | 5 | +0.05 | -- |
| ESGD | iShares ESG Aware MSCI EAFE ETF | US46435G5163 | NGM | 0.20% | 4 | +3.38 | |
| ESGL.L | Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | LU194019971 | LSE | 0.30% | 4 | -1.26 | -- |
| ESGU | iShares ESG Aware MSCI USA ETF | US46435G425 | NGM | 0.15% | 4 | -1.38 | |
| GPSA.L | iShares MSCI USA ESG Screened UCITS ETF | IE00BFNM3G4 | LSE | 0.07% | 4 | -- | -- |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| NUSC | Nuveen ESG Small-Cap ETF | US67092P607 | BTS | 0.30% | 4 | +8.27 | |
| SAEM.L | iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | IE00BFNM3P3 | LSE | 0.18% | 4 | -- | -- |
| SAEU.L | iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | IE00BFNM3D1 | LSE | 0.12% | 4 | -1.06 | -- |
| SASU.L | iShares MSCI USA ESG Screened UCITS ETF | IE00BFNM3G4 | LSE | 0.07% | 4 | -- | -- |
| SAUM.L | iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | IE00BFNM3B9 | LSE | 0.12% | 4 | -0.11 | -- |
| SAWD.L | iShares MSCI World ESG Screened UCITS ETF USD (Acc) | IE00BFNM3J7 | LSE | 0.20% | 4 | -- | -- |
| SNPE | Xtrackers S&P 500 ESG ETF | US233051143 | PCX | 0.10% | 4 | +0.68 | -- |
| SUSA | iShares MSCI USA ESG Select ETF | US4642888022 | PCX | 0.25% | 4 | -1.31 | |
| SUSB | iShares ESG 1-5 Year USD Corporate Bond ETF | IE00BKKKWJ26 | NGM | 0.12% | 4 | -0.01 | |
| SUSU.L | iShares $ Corp Bond 0-3yr ESG UCITS ETF | LSE | 0.17% | 4 | -0.18 | -- | |
| XZMU.L | Xtrackers MSCI USA ESG UCITS ETF | IE00BFMNPS4 | LSE | 0.15% | 4 | -2.76 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.