iShares ESG Aware MSCI USA Small-Cap ETF (ESML)
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Learn moreETF Summary
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 that is designed to produce investment results comparable to the MSCI USA Small Cap Index (the "parent index"), while reflecting a higher allocation than that of the parent index to companies with favorable ESG profiles (as determined by MSCI).
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 17.15% |
| 5y Average Return | 6.91% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.18 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
ESML | Category Average | ESML | Category Average | ESML | Category Average |
|
Alpha
|
-6.81 | -6.72 | -5.09 | -5.66 | 0 | -4.95 |
|
BETA
|
1.18 | 1.16 | 1.1 | 1.02 | 0 | 1.13 |
|
Mean Annual Return
|
1.45 | 1.37 | 0.74 | 0.68 | 0 | 1.01 |
|
R-squared
|
70.51 | 65.68 | 78.35 | 69.27 | 0 | 73.53 |
|
Standard Deviation
|
18.09 | -- | 19.68 | -- | 0 | -- |
|
Sharpe Ratio
|
0.71 | 0.62 | 0.26 | 0.24 | 0 | 0.48 |
|
Treynor Ratio
|
10.44 | 9.42 | 2.99 | 2.86 | 0 | 7.28 |
