- ISIN
- US4642885705
- CUSIP
- 464288570
- Issuer
- iShares
- Inception Date
- Nov 14, 2006
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI KLD 400 Social Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $5B
Share Price Chart
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Performance
DSI Performance Chart
iShares MSCI KLD 400 Social ETF (DSI) is up 10.2% since the beginning of the year. DSI is currently trading at $141 per share. Investors who bought $1,000 worth of DSI shares 5 years ago would now be looking at an investment worth $1,830.
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Returns By Period
iShares MSCI KLD 400 Social ETF (DSI) has returned 10.16% so far this year and 28.02% over the past 12 months. Looking at the last ten years, DSI has achieved an annualized return of 15.68%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
iShares MSCI KLD 400 Social ETF
- 1D
- -0.37%
- 1M
- 0.21%
- YTD
- 10.16%
- 6M
- 9.45%
- 1Y
- 28.02%
- 3Y*
- 20.99%
- 5Y*
- 12.85%
- 10Y*
- 15.68%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DSI Monthly Returns History
Based on dividend-adjusted daily data since Nov 17, 2006, DSI's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Oct 2008 at -19.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DSI closed higher 54% of trading days. The best single day was Sep 30, 2008 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.55% | -1.91% | -5.33% | 12.14% | 5.26% | -1.04% | 10.16% | ||||||
| 2025 | 1.59% | -2.59% | -5.89% | -0.62% | 8.87% | 5.07% | 3.15% | 1.32% | 3.99% | 3.03% | -1.31% | 0.88% | 18.03% |
| 2024 | 1.85% | 5.15% | 3.64% | -4.60% | 4.61% | 3.45% | 0.77% | 1.54% | 2.71% | -0.95% | 6.08% | -3.28% | 22.38% |
| 2023 | 7.12% | -2.21% | 4.08% | 0.46% | 1.16% | 6.44% | 3.66% | -1.32% | -5.08% | -2.80% | 10.08% | 4.88% | 28.51% |
| 2022 | -6.44% | -3.38% | 3.38% | -9.24% | -0.65% | -7.73% | 8.66% | -4.91% | -9.46% | 7.11% | 7.04% | -6.13% | -21.71% |
| 2021 | -1.03% | 3.53% | 4.49% | 5.07% | 0.81% | 2.63% | 2.70% | 2.97% | -4.73% | 9.28% | -1.48% | 4.03% | 31.32% |
Benchmark Metrics
iShares MSCI KLD 400 Social ETF has an annualized alpha of 2.40%, beta of 0.93, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since November 17, 2006.
- This ETF captured 105.61% of S&P 500 Index gains but only 97.89% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R2 of 0.87, 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
- 2.40%
- Beta
- 0.93
- R²
- 0.87
- Upside Capture
- 105.61%
- Downside Capture
- 97.89%
Expense Ratio
DSI has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
DSI ranks 60 for risk / return — better than 60% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.78 | -0.24 |
| Martin ratioReturn relative to average drawdown | 10.51 | 12.44 | -1.93 |
Dividends
Dividend History
iShares MSCI KLD 400 Social ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 12 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.23 | $1.18 | $1.13 | $1.08 | $1.00 | $0.92 | $0.87 | $0.84 | $0.76 | $0.63 | $0.62 | $0.55 |
Dividend yield | 0.87% | 0.92% | 1.03% | 1.19% | 1.39% | 0.99% | 1.22% | 1.40% | 1.63% | 1.28% | 1.51% | 1.46% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI KLD 400 Social ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.28 | $0.59 | ||||||
| 2025 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.36 | $1.18 |
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.32 | $1.13 |
| 2023 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.31 | $1.08 |
| 2022 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $1.00 |
| 2021 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.27 | $0.92 |
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 KLD 400 Social 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 KLD 400 Social ETF was 54.23%, occurring on Mar 6, 2009. Recovery took 765 trading sessions.
The current iShares MSCI KLD 400 Social ETF drawdown is 2.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.23%Mar 2009 | 1y 4mo | 3y 14d | 4y 5moOct 2007 - Mar 2012 |
COVID crash2020 | -34.10%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -28.36%Oct 2022 | 9mo 16d | 1y 2mo | 1y 12moDec 2021 - Dec 2023 |
2025 selloff2025 | -20.58%Apr 2025 | 2mo 14d | 2mo 20d | 5mo 4dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -18.32%Dec 2018 | 3mo 4d | 3mo 8d | 6mo 12dSep 2018 - Apr 2019 |
Drawdown Indicators
| DSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.23% | -56.78% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -9.10% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -18.90% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -25.43% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | -33.92% | -0.18% |
Current DrawdownCurrent decline from peak | -2.01% | -1.80% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -10.71% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.03% | +0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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