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iShares ESG Aware MSCI EM ETF (ESGE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434G8630

CUSIP

46434G863

Issuer

iShares

Inception Date

Jun 28, 2016

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI EM Extended ESG Focus Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
ESGE vs. ESGU ESGE vs. SPEM ESGE vs. FNDE ESGE vs. AVES ESGE vs. NUEM ESGE vs. SUSL ESGE vs. EEMX ESGE vs. eem ESGE vs. IEMG ESGE vs. GLD
Popular comparisons:
ESGE vs. ESGU ESGE vs. SPEM ESGE vs. FNDE ESGE vs. AVES ESGE vs. NUEM ESGE vs. SUSL ESGE vs. EEMX ESGE vs. eem ESGE vs. IEMG ESGE vs. GLD

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.36%
12.92%
ESGE (iShares ESG Aware MSCI EM ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Aware MSCI EM ETF had a return of 8.52% year-to-date (YTD) and 12.13% in the last 12 months.


ESGE

YTD

8.52%

1M

-4.51%

6M

3.36%

1Y

12.13%

5Y (annualized)

2.57%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.05%3.68%2.12%-0.25%1.83%3.19%1.04%1.24%6.15%-3.19%8.52%
20239.78%-7.79%3.42%-1.18%-1.77%4.24%6.29%-7.08%-3.07%-3.01%7.39%3.66%9.51%
20220.38%-4.96%-3.14%-6.53%0.20%-5.32%-0.96%-1.91%-11.85%-1.37%15.65%-3.06%-22.41%
20213.36%0.51%-0.69%1.52%1.77%1.40%-6.47%2.20%-3.99%1.04%-4.23%1.18%-2.87%
2020-5.51%-3.89%-16.12%7.45%2.79%6.83%9.26%2.62%-1.00%1.77%8.91%7.25%18.60%
201911.02%-1.03%1.08%2.16%-6.52%5.36%-1.97%-4.02%1.69%4.40%0.35%7.46%20.37%
20188.17%-5.10%-0.16%-3.20%-2.91%-4.77%3.00%-2.57%-1.21%-7.91%5.27%-3.86%-15.24%
20176.27%3.22%2.96%1.66%2.63%1.20%5.56%2.45%-0.02%2.91%0.77%3.85%38.86%
20160.51%2.58%2.03%-1.44%-3.92%-0.35%-0.73%

Expense Ratio

ESGE has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for ESGE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESGE is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ESGE is 2424
Combined Rank
The Sharpe Ratio Rank of ESGE is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ESGE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ESGE is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ESGE is 3030
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 ESG Aware MSCI EM ETF (ESGE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ESGE, currently valued at 0.76, compared to the broader market0.002.004.000.762.54
The chart of Sortino ratio for ESGE, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.173.40
The chart of Omega ratio for ESGE, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.47
The chart of Calmar ratio for ESGE, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.383.66
The chart of Martin ratio for ESGE, currently valued at 3.58, compared to the broader market0.0020.0040.0060.0080.00100.003.5816.26
ESGE
^GSPC

The current iShares ESG Aware MSCI EM ETF Sharpe ratio is 0.76. 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 ESG Aware MSCI EM ETF 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.76
2.54
ESGE (iShares ESG Aware MSCI EM ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Aware MSCI EM ETF provided a 2.52% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.0020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.87$0.85$0.81$1.06$0.55$0.93$0.67$0.69$0.07

Dividend yield

2.52%2.65%2.68%2.66%1.31%2.59%2.18%1.86%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for iShares ESG Aware MSCI EM ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.25
2023$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.62$0.85
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.53$0.81
2021$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.83$1.06
2020$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.34$0.55
2019$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.67$0.93
2018$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.42$0.67
2017$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.45$0.69
2016$0.07$0.07

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.33%
-0.88%
ESGE (iShares ESG Aware MSCI EM ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares ESG Aware MSCI EM 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 EM ETF was 41.07%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current iShares ESG Aware MSCI EM ETF drawdown is 20.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.07%Feb 18, 2021425Oct 24, 2022
-36.58%Jan 29, 2018541Mar 23, 2020159Nov 5, 2020700
-9.86%Sep 8, 201636Nov 14, 201638Feb 10, 201774
-5.49%Jan 22, 20216Jan 29, 20217Feb 9, 202113
-4.97%Nov 24, 20179Dec 6, 201716Dec 29, 201725

Volatility

Volatility Chart

The current iShares ESG Aware MSCI EM ETF volatility is 4.85%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.85%
3.96%
ESGE (iShares ESG Aware MSCI EM ETF)
Benchmark (^GSPC)