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iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKKKWJ26
WKNA2PY8F
IssueriShares
Inception DateMar 3, 2020
CategoryCorporate Bonds
Leveraged1x
Index TrackedBloomberg MSCI US Corporate Sustainable SRI
DomicileIreland
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

5UOA.DE has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for 5UOA.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares USD Corporate Bond ESG UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
4.06%
10.21%
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

iShares USD Corporate Bond ESG UCITS ETF Acc had a return of 5.04% year-to-date (YTD) and 9.10% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.04%21.43%
1 month0.10%5.87%
6 months4.05%12.23%
1 year9.10%32.90%
5 years (annualized)N/A14.34%
10 years (annualized)N/A11.78%

Monthly Returns

The table below presents the monthly returns of 5UOA.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.74%-0.96%1.30%-1.48%0.18%2.14%0.84%-0.01%0.62%5.04%
20231.74%-0.59%0.15%-0.60%1.81%-1.55%-0.78%0.87%0.14%-1.62%2.40%2.55%4.48%
2022-1.95%-1.95%-1.35%-0.06%-0.89%-0.12%6.19%-1.93%-2.10%-2.16%-0.34%-3.18%-9.70%
20210.21%-2.41%2.58%-1.77%-1.10%4.82%1.11%0.18%0.59%0.56%2.44%-0.72%6.44%
20203.42%4.11%-0.38%1.09%-2.41%-2.47%1.40%0.64%-0.12%-2.69%2.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5UOA.DE is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 5UOA.DE is 3737
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc)
The Sharpe Ratio Rank of 5UOA.DE is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of 5UOA.DE is 4444Sortino Ratio Rank
The Omega Ratio Rank of 5UOA.DE is 3838Omega Ratio Rank
The Calmar Ratio Rank of 5UOA.DE is 2727Calmar Ratio Rank
The Martin Ratio Rank of 5UOA.DE is 4242Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


5UOA.DE
Sharpe ratio
The chart of Sharpe ratio for 5UOA.DE, currently valued at 1.37, compared to the broader market0.002.004.001.37
Sortino ratio
The chart of Sortino ratio for 5UOA.DE, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.0012.002.22
Omega ratio
The chart of Omega ratio for 5UOA.DE, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for 5UOA.DE, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67
Martin ratio
The chart of Martin ratio for 5UOA.DE, currently valued at 7.28, compared to the broader market0.0020.0040.0060.0080.00100.007.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-2.000.002.004.006.008.0010.0012.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.0020.0040.0060.0080.00100.0016.37

Sharpe Ratio

The current iShares USD Corporate Bond ESG UCITS ETF Acc Sharpe ratio is 1.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares USD Corporate Bond ESG UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.37
2.36
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


iShares USD Corporate Bond ESG UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.35%
0
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares USD Corporate Bond ESG UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares USD Corporate Bond ESG UCITS ETF Acc was 12.65%, occurring on Jul 17, 2023. The portfolio has not yet recovered.

The current iShares USD Corporate Bond ESG UCITS ETF Acc drawdown is 2.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.65%Dec 8, 2021411Jul 17, 2023
-9.56%Apr 17, 2020219Feb 25, 2021194Nov 29, 2021413
-0.76%Apr 1, 20201Apr 1, 20201Apr 2, 20202
-0.58%Dec 1, 20211Dec 1, 20212Dec 3, 20213
-0.44%Apr 15, 20201Apr 15, 20201Apr 16, 20202

Volatility

Volatility Chart

The current iShares USD Corporate Bond ESG UCITS ETF Acc volatility is 1.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
1.39%
2.91%
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc)
Benchmark (^GSPC)