- Issuer
- iShares
- Inception Date
- Jun 16, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Choice ESG Screened Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
USXF Performance Chart
iShares ESG Advanced MSCI USA ETF (USXF) is up 21.2% since the beginning of the year. USXF is currently trading at $69 per share. Investors who bought $1,000 worth of USXF shares 5 years ago would now be looking at an investment worth $2,062.
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Returns By Period
iShares ESG Advanced MSCI USA ETF (USXF) has returned 21.17% so far this year and 36.70% over the past 12 months.
iShares ESG Advanced MSCI USA ETF
- 1D
- 0.37%
- 1M
- 4.92%
- YTD
- 21.17%
- 6M
- 20.48%
- 1Y
- 36.70%
- 3Y*
- 26.99%
- 5Y*
- 15.57%
- 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%
USXF Monthly Returns History
Based on dividend-adjusted daily data since Jun 18, 2020, USXF's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +14.1%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, USXF closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.24% | -1.34% | -4.75% | 14.06% | 7.70% | 2.66% | 21.17% | ||||||
| 2025 | 1.33% | -0.81% | -6.40% | 0.28% | 8.55% | 6.43% | 2.73% | 1.17% | 2.47% | 2.63% | -2.48% | 0.70% | 16.97% |
| 2024 | 2.96% | 6.22% | 3.92% | -5.54% | 5.98% | 3.25% | 1.35% | 2.39% | 1.81% | 0.22% | 5.88% | -4.22% | 26.16% |
| 2023 | 6.75% | -1.99% | 3.42% | 0.79% | 1.35% | 6.69% | 3.17% | -0.84% | -5.43% | -2.34% | 11.20% | 6.24% | 31.65% |
| 2022 | -7.89% | -3.85% | 2.41% | -8.38% | -0.46% | -7.97% | 9.27% | -5.51% | -8.74% | 6.96% | 7.74% | -4.68% | -21.20% |
| 2021 | -0.93% | 3.16% | 3.86% | 5.62% | 0.56% | 3.22% | 2.34% | 2.60% | -4.99% | 6.59% | -0.94% | 3.71% | 27.14% |
Benchmark Metrics
iShares ESG Advanced MSCI USA ETF has an annualized alpha of 2.22%, beta of 1.09, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 18, 2020.
- This ETF captured 113.27% of S&P 500 Index gains but only 99.90% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 2.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.09 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
- 2.22%
- Beta
- 1.09
- R²
- 0.90
- Upside Capture
- 113.27%
- Downside Capture
- 99.90%
Expense Ratio
USXF has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
USXF ranks 68 for risk / return — better than 68% 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 ESG Advanced MSCI USA ETF (USXF) 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.
| USXF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.78 | +0.83 |
| Martin ratioReturn relative to average drawdown | 13.89 | 12.44 | +1.46 |
Dividends
Dividend History
iShares ESG Advanced MSCI USA ETF provided a 0.79% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.54 | $0.50 | $0.48 | $0.43 | $0.34 | $0.18 |
Dividend yield | 0.79% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Advanced MSCI USA 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 | $0.12 | $0.00 | $0.00 | $0.12 | $0.25 | ||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.54 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.48 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.34 |
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 Advanced MSCI USA 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 Advanced MSCI USA ETF was 29.54%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current iShares ESG Advanced MSCI USA ETF drawdown is 0.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -29.54%Oct 2022 | 10mo 29d | 1y 2mo | 2y 26dNov 2021 - Dec 2023 |
2025 selloff2025 | -20.93%Apr 2025 | 2mo 14d | 2mo 17d | 5mo 1dJan 2025 - Jun 2025 |
2026 correction2026 | -10.19%Mar 2026 | 2mo | 14d | 2mo 14dJan 2026 - Apr 2026 |
2024 correction2024 | -10.18%Aug 2024 | 21d | 16d | 1mo 7dJul 2024 - Aug 2024 |
2020 pullback2020 | -9.73%Sep 2020 | 20d | 1mo 21d | 2mo 11dSep 2020 - Nov 2020 |
Drawdown Indicators
| USXF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -56.78% | +27.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -9.10% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -18.90% | -2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -25.43% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.18% | -1.80% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -10.71% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.03% | +0.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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