PortfoliosLab logo
iShares Global Green Bond ETF (BGRN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46435U4408

CUSIP

46435U440

Issuer

iShares

Inception Date

Nov 13, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Bloomberg Barclays MSCI Green Bond Select USD Hedged Index

Asset Class

Bond

Expense Ratio

BGRN has an expense ratio of 0.20%, which is considered low.


Share Price Chart


Loading data...

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


Loading data...

S&P 500

Returns By Period

iShares Global Green Bond ETF (BGRN) returned 1.74% year-to-date (YTD) and 4.82% over the past 12 months.


BGRN

YTD

1.74%

1M

0.64%

6M

1.50%

1Y

4.82%

3Y*

2.59%

5Y*

-0.21%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.60%1.60%0.10%0.15%-0.70%1.74%
2024-0.23%-0.69%0.84%-1.75%1.52%0.51%2.03%1.51%1.31%-1.92%1.09%-1.37%2.77%
20232.91%-2.20%2.35%0.86%-1.11%-0.06%0.30%-0.69%-1.76%-1.25%3.96%3.25%6.50%
2022-1.83%-2.16%-2.94%-4.00%1.02%-1.89%2.63%-2.82%-3.69%-1.39%3.68%-0.22%-13.06%
2021-0.60%-1.83%-0.41%-0.25%-0.14%0.52%1.86%-0.39%-1.21%-0.36%0.86%-0.84%-2.79%
20202.42%1.04%-3.81%2.46%0.09%1.28%1.54%-0.59%0.86%0.59%0.59%0.32%6.86%
20191.61%0.27%2.09%0.48%1.20%2.10%1.43%2.19%-0.65%-0.51%-0.26%-0.59%9.70%
20180.16%0.97%1.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, BGRN is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BGRN is 7777
Overall Rank
The Sharpe Ratio Rank of BGRN is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BGRN is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BGRN is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BGRN is 7979
Martin 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 Global Green Bond ETF (BGRN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares Global Green Bond ETF Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.11
  • 5-Year: -0.04
  • All Time: 0.33

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares Global Green Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

iShares Global Green Bond ETF provided a 4.21% dividend yield over the last twelve months, with an annual payout of $1.97 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$1.97$1.90$1.66$1.22$0.42$1.02$1.96$0.11

Dividend yield

4.21%4.07%3.52%2.66%0.78%1.82%3.66%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Global Green Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.17$0.17$0.17$0.17$0.67
2024$0.00$0.15$0.15$0.15$0.15$0.16$0.15$0.16$0.16$0.16$0.16$0.33$1.90
2023$0.00$0.13$0.13$0.13$0.13$0.13$0.14$0.14$0.14$0.14$0.15$0.30$1.66
2022$0.00$0.00$0.00$0.10$0.16$0.12$0.11$0.12$0.10$0.12$0.13$0.27$1.22
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2020$0.00$0.17$0.17$0.15$0.13$0.10$0.07$0.04$0.03$0.02$0.16$0.00$1.02
2019$0.00$0.07$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.14$0.15$0.97$1.96
2018$0.11$0.11

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Global Green Bond ETF. 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 Global Green Bond ETF was 19.16%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares Global Green Bond ETF drawdown is 6.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.16%Dec 14, 2020467Oct 20, 2022
-6.56%Mar 10, 20207Mar 18, 202086Jul 21, 202093
-2.22%Aug 29, 201953Nov 12, 201953Jan 30, 2020106
-0.93%Aug 11, 202013Aug 27, 202016Sep 21, 202029
-0.86%Jul 5, 20195Jul 11, 20196Jul 19, 201911

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...