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iShares MSCI ACWI Low Carbon Target ETF (CRBN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US46434V4648
CUSIP
46434V464
Issuer
iShares
Inception Date
Dec 8, 2014
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI ACWI Low Carbon Target Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI ACWI Low Carbon Target ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

iShares MSCI ACWI Low Carbon Target ETF (CRBN) has returned -3.35% so far this year and 19.26% over the past 12 months. Over the last ten years, CRBN has returned 11.48% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares MSCI ACWI Low Carbon Target ETF

1D
3.02%
1M
-6.50%
YTD
-3.35%
6M
-0.34%
1Y
19.26%
3Y*
17.07%
5Y*
9.24%
10Y*
11.48%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 2014, CRBN's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CRBN closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.36%0.99%-6.50%-3.35%
20253.07%-0.49%-3.72%0.50%5.71%5.15%0.68%2.63%3.65%1.91%-0.07%1.25%21.85%
20240.49%4.97%2.83%-3.80%4.71%2.19%1.86%2.62%2.38%-1.74%4.24%-2.54%19.29%
20237.49%-3.08%2.80%1.79%-0.91%5.84%3.33%-2.68%-4.46%-2.50%8.77%5.02%22.31%
2022-4.75%-3.29%1.88%-8.08%0.09%-8.02%7.02%-4.37%-9.56%6.20%8.53%-4.54%-19.12%
2021-0.25%2.35%2.78%4.34%1.52%1.08%0.89%2.39%-4.19%5.22%-2.15%3.78%18.82%

Benchmark Metrics

iShares MSCI ACWI Low Carbon Target ETF has an annualized alpha of 0.50%, beta of 0.88, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 16, 2014.

  • This ETF participated in 95.22% of S&P 500 Index downside but only 92.49% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R² of 0.90, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.50%
Beta
0.88
0.90
Upside Capture
92.49%
Downside Capture
95.22%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CRBN ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


CRBN Risk / Return Rank: 6464
Overall Rank
CRBN Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CRBN Sortino Ratio Rank: 6363
Sortino Ratio Rank
CRBN Omega Ratio Rank: 6363
Omega Ratio Rank
CRBN Calmar Ratio Rank: 6464
Calmar Ratio Rank
CRBN Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI ACWI Low Carbon Target ETF (CRBN) and compare them to a chosen benchmark (S&P 500 Index).


CRBNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.90

+0.21

Sortino ratio

Return per unit of downside risk

1.66

1.39

+0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.40

+0.27

Martin ratio

Return relative to average drawdown

7.54

6.61

+0.93

Explore CRBN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares MSCI ACWI Low Carbon Target ETF provided a 2.28% dividend yield over the last twelve months, with an annual payout of $5.09 per share. The fund has been increasing its distributions for 3 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.09$5.09$3.76$3.33$2.69$2.74$2.10$2.93$2.59$2.40$2.20$1.87

Dividend yield

2.28%2.21%1.94%2.01%1.95%1.57%1.41%2.27%2.51%2.05%2.27%2.01%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI ACWI Low Carbon Target ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$1.71$0.00$0.00$0.00$0.00$0.00$3.38$5.09
2024$0.00$0.00$0.00$0.00$0.00$1.49$0.00$0.00$0.00$0.00$0.00$2.26$3.76
2023$0.00$0.00$0.00$0.00$0.00$1.50$0.00$0.00$0.00$0.00$0.00$1.84$3.33
2022$0.00$0.00$0.00$0.00$0.00$1.47$0.00$0.00$0.00$0.00$0.00$1.22$2.69
2021$0.00$0.00$0.00$0.00$0.00$1.16$0.00$0.00$0.00$0.00$0.00$1.58$2.74

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI ACWI Low Carbon Target 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 MSCI ACWI Low Carbon Target ETF was 33.13%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current iShares MSCI ACWI Low Carbon Target ETF drawdown is 7.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.13%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-27.04%Jan 5, 2022194Oct 12, 2022324Jan 29, 2024518
-19.51%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-18.7%May 26, 2015182Feb 11, 2016212Dec 13, 2016394
-16.6%Feb 19, 202535Apr 8, 202528May 19, 202563

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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