- ISIN
- US46435G5163
- CUSIP
- 46435G516
- Issuer
- iShares
- Inception Date
- Jun 28, 2016
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Extended ESG Focus Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $12B
Share Price Chart
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Performance
ESGD Performance Chart
iShares ESG Aware MSCI EAFE ETF (ESGD) is up 10.6% since the beginning of the year. ESGD is currently trading at $104 per share. Investors who bought $1,000 worth of ESGD shares 5 years ago would now be looking at an investment worth $1,522.
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Returns By Period
iShares ESG Aware MSCI EAFE ETF (ESGD) has returned 10.63% so far this year and 24.49% over the past 12 months.
iShares ESG Aware MSCI EAFE ETF
- 1D
- 0.40%
- 1M
- 2.37%
- YTD
- 10.63%
- 6M
- 10.98%
- 1Y
- 24.49%
- 3Y*
- 16.93%
- 5Y*
- 8.77%
- 10Y*
- —
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%
ESGD Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2016, ESGD's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ESGD closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.07% | 4.31% | -8.25% | 5.71% | 2.37% | 1.66% | 10.63% | ||||||
| 2025 | 4.44% | 2.44% | 0.28% | 3.66% | 4.63% | 2.58% | -2.17% | 4.03% | 2.40% | 1.23% | 0.44% | 2.50% | 29.63% |
| 2024 | -0.38% | 2.68% | 3.42% | -3.20% | 5.21% | -1.43% | 2.39% | 3.33% | 0.98% | -5.35% | -0.43% | -2.78% | 3.95% |
| 2023 | 9.14% | -2.97% | 3.19% | 2.71% | -3.82% | 4.71% | 2.51% | -3.92% | -3.76% | -3.18% | 8.58% | 5.23% | 18.53% |
| 2022 | -3.80% | -3.60% | 0.05% | -6.32% | 1.52% | -8.65% | 5.50% | -6.28% | -9.54% | 5.83% | 13.30% | -1.87% | -15.17% |
| 2021 | -0.96% | 2.32% | 2.54% | 2.89% | 3.85% | -1.27% | 0.67% | 1.73% | -3.16% | 3.28% | -4.84% | 4.63% | 11.79% |
Benchmark Metrics
iShares ESG Aware MSCI EAFE ETF has an annualized alpha of -0.50%, beta of 0.78, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since June 30, 2016.
- This ETF participated in 85.19% of S&P 500 Index downside but only 74.17% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.50%
- Beta
- 0.78
- R²
- 0.69
- Upside Capture
- 74.17%
- Downside Capture
- 85.19%
Expense Ratio
ESGD has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
ESGD ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) 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.
| ESGD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 2.78 | -0.68 |
| Martin ratioReturn relative to average drawdown | 7.87 | 12.44 | -4.57 |
Dividends
Dividend History
iShares ESG Aware MSCI EAFE ETF provided a 3.31% dividend yield over the last twelve months, with an annual payout of $3.42 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.42 | $3.43 | $2.46 | $2.29 | $1.70 | $2.18 | $1.19 | $1.77 | $1.55 | $1.80 | $0.05 |
Dividend yield | 3.31% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Aware MSCI EAFE 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 | $0.00 | $0.00 | $0.00 | $1.63 | $1.63 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.63 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.79 | $3.43 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.46 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $2.46 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $2.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $1.70 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.12 | $2.18 |
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 ESG Aware MSCI EAFE 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 ESG Aware MSCI EAFE ETF was 33.70%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.70%Mar 2020 | 2mo 2d | 7mo 23d | 9mo 25dJan 2020 - Nov 2020 |
Bear market2022 | -30.03%Sep 2022 | 1y 19d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -21.97%Dec 2018 | 10mo 29d | 1y 3d | 1y 11moJan 2018 - Dec 2019 |
2025 selloff2025 | -13.86%Apr 2025 | 19d | 21d | 1mo 10dMar 2025 - Apr 2025 |
2026 correction2026 | -11.68%Mar 2026 | 29d | 2mo 20d | 3mo 19dFeb 2026 - Jun 2026 |
Drawdown Indicators
| ESGD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -56.78% | +23.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -9.10% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.86% | -18.90% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -25.43% | -4.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -10.71% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.03% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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