iShares USD Green Bond ETF

10-Year Study

BGRN.US · · US · ETF

Executive Summary: iShares USD Green Bond ETF has compounded at 2.2% annually over the last 10 years, with a maximum drawdown of 18.3% and an annualized volatility of 7.5%.

1Y CAGR
+4.6%
3Y CAGR
+4.6%
5Y CAGR
+0.4%
10Y CAGR
+2.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +9.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
63%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.7-1.90.7————————-0.3%
20250.61.60.10.10.21.40.11.01.00.50.5-0.07.3%
2024-0.2-0.70.8-1.81.50.52.01.51.3-1.91.1-1.42.8%
20232.9-2.22.30.9-1.1-0.10.3-0.7-1.8-1.24.03.36.5%
2022-1.8-2.2-2.9-4.01.0-1.92.6-2.8-3.7-1.43.7-0.2-13.1%
2021-0.6-1.8-0.4-0.2-0.10.51.9-0.4-1.2-0.40.9-0.8-2.8%
20202.41.0-3.82.50.11.31.5-0.60.90.60.60.36.9%
20191.60.32.10.51.22.11.42.2-0.7-0.5-0.3-0.69.7%
2018———————————1.01.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.7% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-11-0110000
2018-12-0110097.377208815096
2019-01-0110259.697147044504
2019-02-0110287.60702886398
2019-03-0110502.500823771841
2019-04-0110552.418938391702
2019-05-0110678.566686174896
2019-06-0110903.124431351527
2019-07-0111059.468949949096
2019-08-0111302.125085450958
2019-09-0111228.47742373348
2019-10-0111171.133067431258
2019-11-0111142.608430505623
2019-12-0111077.050945985156
2020-01-0111345.551386149813
2020-02-0111463.51059591901
2020-03-0111026.91151952708
2020-04-0111297.772619299376
2020-05-0111307.854603040332
2020-06-0111452.494184416695
2020-07-0111629.101031313166
2020-08-0111560.568132078906
2020-09-0111660.207639684655
2020-10-0111729.453654842056
2020-11-0111798.970162246167
2020-12-0111836.863666989617
2021-01-0111765.30617263307
2021-02-0111550.58450915493
2021-03-0111503.322136593666
2021-04-0111474.895860485014
2021-05-0111459.13353956318
2021-06-0111519.109047719749
2021-07-0111732.896283436528
2021-08-0111687.453585989484
2021-09-0111546.453354841564
2021-10-0111504.379515376253
2021-11-0111603.281316854616
2021-12-0111506.002468856504
2022-01-0111295.682451938445
2022-02-0111052.214839696457
2022-03-0110727.771684871614
2022-04-0110298.549669753556
2022-05-0110403.820334131695
2022-06-0110207.541323838233
2022-07-0110476.38602686234
2022-08-0110181.156034682024
2022-09-019805.589845229253
2022-10-019668.942080232919
2022-11-0110024.8361062887
2022-12-0110003.19672655201
2023-01-0110294.369335031697
2023-02-0110067.918144128105
2023-03-0110304.156236321698
2023-04-0110392.582610791165
2023-05-0110276.885699812621
2023-06-0110270.29552507463
2023-07-0110301.426723650366
2023-08-0110230.26267256176
2023-09-0110049.745983190134
2023-10-019924.483482759806
2023-11-0110317.877570291099
2023-12-0110653.70598968195
2024-01-0110628.894473597496
2024-02-0110555.812386577683
2024-03-0110643.943678596193
2024-04-0110457.672881430954
2024-05-0110616.279698819179
2024-06-0110670.476508977881
2024-07-0110887.239159408457
2024-08-0111051.968937653995
2024-09-0111196.510158213374
2024-10-0110981.468822080036
2024-11-0111101.173936350715
2024-12-0110949.132703496236
2025-01-0111014.88690965067
2025-02-0111190.928181849478
2025-03-0111201.895412943299
2025-04-0111218.690522443478
2025-05-0111237.551209100342
2025-06-0111396.649830573491
2025-07-0111405.600664919122
2025-08-0111518.71560445181
2025-09-0111628.805948862211
2025-10-0111687.969980278654
2025-11-0111748.732374971107
2025-12-0111745.855321074294
2026-01-0111776.47012536086
2026-02-0111854.49484343417
2026-03-0111632.39611868216
2026-04-0111711.084772270116
Annual Return Matrix
YearAnnual Return
20190.09702259476993658
20200.06859341215541237
2021-0.027951762176311123
2022-0.1306105875061443
20230.06503013795612556
20240.02772994806693596
20250.0727658198282366
2026-0.0029602398338580693
Total Factor Risk
0.07544559889816231
VTI.US Exposure
0.029179782562456787
VEA.US Exposure
0.025320065447300845
VWO.US Exposure
0.0035959773091308873
QQQ.US Exposure
-0.023054130935749352
VTV.US Exposure
-0.003916861709484633
IJR.US Exposure
-0.0051433523462075335
QUAL.US Exposure
-0.000023267718765518074
SHV.US Exposure
0.5671642843467884
TLT.US Exposure
0.023772025283661204
LQD.US Exposure
0.3601829039391809
HYG.US Exposure
-0.013825658770927157
GLD.US Exposure
-0.005707725030626129
USO.US Exposure
0.008451585050468488
VNQ.US Exposure
-0.002788686525712338
BTC-USD.CC Exposure
0.0018496055300456329
CPER.US Exposure
-0.0010485530883383094
VIX.INDX Exposure
-0.008908534086488909
UUP.US Exposure
-0.005057344514235566
TIP.US Exposure
0.02941331323163159
Idiosyncratic Exposure
0.020544572025870667
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.410.82%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.77
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares USD Green Bond ETF a high-risk investment?

iShares USD Green Bond ETF (BGRN.US) has an annualized volatility of 7.5% and experienced a maximum drawdown of 18.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BGRN.US?

Over the past 10 years, BGRN.US has generated a Compound Annual Growth Rate (CAGR) of 2.2%. It has had a positive return in 63% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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