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iShares ESG Aware MSCI USA Small-Cap ETF (ESML)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46435U6635

CUSIP

46435U663

Issuer

iShares

Inception Date

Apr 10, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI USA Small Cap Extended ESG Focus Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

ESML has an expense ratio of 0.17%, which is considered low.


Expense ratio chart for ESML: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESML: 0.17%

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.


Performance

Performance Chart

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


40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
60.04%
110.37%
ESML (iShares ESG Aware MSCI USA Small-Cap ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Aware MSCI USA Small-Cap ETF (ESML) returned -10.23% year-to-date (YTD) and 1.29% over the past 12 months.


ESML

YTD

-10.23%

1M

-2.41%

6M

-8.61%

1Y

1.29%

5Y*

12.76%

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.72%

1M

-0.51%

6M

-1.78%

1Y

11.67%

5Y*

14.69%

10Y*

10.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.54%-5.24%-6.66%-2.53%0.56%-10.23%
2024-3.21%5.46%4.07%-6.88%4.61%-1.64%7.87%-0.34%1.37%-0.84%10.27%-7.68%12.01%
202310.46%-1.40%-4.75%-1.44%-2.09%8.65%5.21%-3.91%-5.93%-6.54%9.22%11.06%17.27%
2022-7.64%1.18%1.20%-8.73%-0.03%-9.00%10.48%-2.64%-9.03%9.94%4.15%-5.99%-17.28%
20214.13%6.27%2.29%3.58%-0.08%1.38%-1.96%1.77%-2.86%4.46%-4.02%3.34%19.28%
2020-2.77%-8.82%-21.92%14.84%6.55%2.95%3.95%5.07%-2.83%2.71%16.37%8.09%19.56%
201912.28%5.01%-1.05%3.63%-7.46%6.96%1.67%-4.34%2.04%1.91%3.67%2.91%29.12%
2018-0.39%5.12%1.52%1.32%4.31%-1.74%-10.04%1.55%-11.65%-10.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESML is 18, meaning it’s performing worse than 82% of other 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 ESML is 1818
Overall Rank
The Sharpe Ratio Rank of ESML is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ESML is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ESML is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ESML is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ESML is 1818
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 USA Small-Cap ETF (ESML) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ESML, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.00
ESML: -0.02
^GSPC: 0.49
The chart of Sortino ratio for ESML, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
ESML: 0.13
^GSPC: 0.81
The chart of Omega ratio for ESML, currently valued at 1.02, compared to the broader market0.501.001.502.00
ESML: 1.02
^GSPC: 1.12
The chart of Calmar ratio for ESML, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00
ESML: -0.02
^GSPC: 0.50
The chart of Martin ratio for ESML, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00
ESML: -0.06
^GSPC: 2.00

The current iShares ESG Aware MSCI USA Small-Cap ETF Sharpe ratio is -0.02. 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 USA Small-Cap 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.02
0.49
ESML (iShares ESG Aware MSCI USA Small-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Aware MSCI USA Small-Cap ETF provided a 1.35% dividend yield over the last twelve months, with an annual payout of $0.51 per share. The fund has been increasing its distributions for 6 consecutive years.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.10$0.20$0.30$0.40$0.502018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.51$0.51$0.50$0.48$0.38$0.34$0.32$0.24

Dividend yield

1.35%1.22%1.31%1.46%0.94%0.99%1.10%1.07%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.10$0.00$0.00$0.10
2024$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.18$0.51
2023$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.14$0.50
2022$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.14$0.48
2021$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.09$0.38
2020$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.13$0.34
2019$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.11$0.32
2018$0.06$0.00$0.00$0.09$0.00$0.00$0.10$0.24

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%December2025FebruaryMarchAprilMay
-17.50%
-8.79%
ESML (iShares ESG Aware MSCI USA Small-Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares ESG Aware MSCI USA Small-Cap 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 USA Small-Cap ETF was 41.97%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current iShares ESG Aware MSCI USA Small-Cap ETF drawdown is 17.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.97%Jan 17, 202045Mar 23, 2020161Nov 9, 2020206
-28.61%Nov 9, 2021152Jun 16, 2022521Jul 16, 2024673
-26.68%Nov 26, 202490Apr 8, 2025
-25.32%Aug 30, 201880Dec 24, 2018234Nov 27, 2019314
-8.34%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The current iShares ESG Aware MSCI USA Small-Cap ETF volatility is 14.89%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.89%
14.11%
ESML (iShares ESG Aware MSCI USA Small-Cap ETF)
Benchmark (^GSPC)