iShares MSCI ACWI Low Carbon Target ETF

10-Year Study

CRBN.US · · US · ETF

Executive Summary: iShares MSCI ACWI Low Carbon Target ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 26.5% and an annualized volatility of 12.0%.

1Y CAGR
+23.2%
3Y CAGR
+20.3%
5Y CAGR
+10.1%
10Y CAGR
+12.2%

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 →
26.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.41.0-6.57.9————————4.3%
20253.1-0.5-3.70.55.75.20.72.63.71.9-0.11.321.9%
20240.55.02.8-3.84.72.21.92.62.4-1.74.2-2.519.3%
20237.5-3.12.81.8-0.95.83.3-2.7-4.5-2.58.85.022.3%
2022-4.7-3.31.9-8.10.1-8.07.0-4.4-9.66.28.5-4.5-19.1%
2021-0.22.42.84.31.51.10.92.4-4.25.2-2.13.818.8%
2020-1.2-7.9-13.210.15.32.85.06.8-3.3-2.512.74.116.8%
20199.02.31.53.6-6.06.60.4-2.02.02.72.63.428.7%
20185.9-4.3-1.40.10.4-0.62.70.90.4-7.51.5-7.4-9.8%
20173.33.01.71.22.10.72.50.11.61.91.61.523.5%
2016———1.10.5-1.04.30.51.0-2.10.71.96.9%

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 12.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 66.8% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110109.575451491444
2016-05-0110159.853899398013
2016-06-0110058.368622853286
2016-07-0110488.553728708583
2016-08-0110536.88257707881
2016-09-0110640.702068034394
2016-10-0110418.500771219136
2016-11-0110488.553728708583
2016-12-0110687.850546617312
2017-01-0111037.876607590706
2017-02-0111370.117546263204
2017-03-0111564.308270148182
2017-04-0111707.995082234642
2017-05-0111950.050464124053
2017-06-0112036.509235398891
2017-07-0112341.482305726386
2017-08-0112357.105627180867
2017-09-0112558.192893643378
2017-10-0112801.707159539577
2017-11-0113002.78116342021
2017-12-0113198.762335858972
2018-01-0113974.358124193468
2018-02-0113369.226300760876
2018-03-0113187.462616097328
2018-04-0113196.494434357515
2018-05-0113249.558024458855
2018-06-0113170.579349364258
2018-07-0113529.345451796484
2018-08-0113648.072084785035
2018-09-0113697.156900322416
2018-10-0112665.221929413889
2018-11-0112854.704436731517
2018-12-0111904.798534749954
2019-01-0112980.1286735694
2019-02-0113282.250288792722
2019-03-0113475.830933911231
2019-04-0113965.193680114486
2019-05-0113129.584708773598
2019-06-0114000.763924716282
2019-07-0114055.737326608321
2019-08-0113771.0029562295
2019-09-0114052.766508267232
2019-10-0114431.134706717896
2019-11-0114808.866301238328
2019-12-0115315.762180686763
2020-01-0115135.855257486397
2020-02-0113946.440389336354
2020-03-0112103.100659017693
2020-04-0113321.54731890276
2020-05-0114026.917736183374
2020-06-0114424.821717743082
2020-07-0115145.192115129821
2020-08-0116171.331337756847
2020-09-0115638.904988189672
2020-10-0115249.263595141123
2020-11-0117193.239796764195
2020-12-0117893.30518129286
2021-01-0117849.406035270513
2021-02-0118269.71051762531
2021-03-0118777.203213258337
2021-04-0119591.353327117606
2021-05-0119889.60226843201
2021-06-0120104.54893295898
2021-07-0120282.718457933086
2021-08-0120766.98837269447
2021-09-0119896.246821953817
2021-10-0120935.330324495593
2021-11-0120486.020575569528
2021-12-0121261.390900012073
2022-01-0120251.909480226153
2022-02-0119585.6902046549
2022-03-0119953.713589239273
2022-04-0118340.492917118147
2022-05-0118357.614910325054
2022-06-0116885.455059078173
2022-07-0118071.54101917637
2022-08-0117281.634904993494
2022-09-0115630.24452222212
2022-10-0116599.11591629189
2022-11-0118014.763906148666
2022-12-0117196.396291251607
2023-01-0118484.047103385805
2023-02-0117914.22027291741
2023-03-0118415.705018958863
2023-04-0118745.58521805674
2023-05-0118575.04167766356
2023-06-0119659.45668507071
2023-07-0120314.27014022528
2023-08-0119769.57590241923
2023-09-0118887.24285511558
2023-10-0118414.829688554793
2023-11-0120028.912428498108
2023-12-0121033.698894298548
2024-01-0121136.006450919827
2024-02-0122186.853863589044
2024-03-0122815.30130596644
2024-04-0121949.30775953878
2024-05-0122982.927078346052
2024-06-0123486.878664617157
2024-07-0123923.124770391554
2024-08-0124551.001921748113
2024-09-0125135.563480685043
2024-10-0124696.956635336028
2024-11-0125745.32394519371
2024-12-0125091.014468150574
2025-01-0125862.193816719082
2025-02-0125736.729792135557
2025-03-0124778.587826806597
2025-04-0124903.08368291289
2025-05-0126326.19850636803
2025-06-0127683.146308824525
2025-07-0127871.594334755522
2025-08-0128604.962062384533
2025-09-0129650.026989354126
2025-10-0130215.954620749842
2025-11-0130196.100535675683
2025-12-0130574.230007652513
2026-01-0131294.388203729177
2026-02-0131604.732619718015
2026-03-0129550.093434889346
2026-04-0131883.246839195177
Annual Return Matrix
YearAnnual Return
20170.2349314091069843
2018-0.09803675285473701
20190.2865200646596622
20200.1682934855084386
20210.18823161425986767
2022-0.1911913772658288
20230.22314574158767875
20240.1928959615824779
20250.21853303486242415
20260.042814384245000614
Total Factor Risk
0.12002176979482594
VTI.US Exposure
0.6676032676894457
VEA.US Exposure
0.2188546881726276
VWO.US Exposure
0.10350886985888252
QQQ.US Exposure
-0.023001844627333377
VTV.US Exposure
0.005487802522322429
IJR.US Exposure
-0.04985060973188021
QUAL.US Exposure
0.04843987517386953
SHV.US Exposure
0.0017793696185424283
TLT.US Exposure
-0.006602117262347875
LQD.US Exposure
0.019045547117621405
HYG.US Exposure
0.0022062075829014224
GLD.US Exposure
0.0018877134918939289
USO.US Exposure
0.0033705296598982963
VNQ.US Exposure
-0.0021520218002181995
BTC-USD.CC Exposure
0.002666044260203627
CPER.US Exposure
-0.001957783112616671
VIX.INDX Exposure
0.0075402572623983885
UUP.US Exposure
0.004094467048561169
TIP.US Exposure
-0.005201845668092414
Idiosyncratic Exposure
0.002281582743320418
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.0%

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 →17.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.13%
Market Cap$185.4B
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
$0
Avg Yield on Cost
0.00%

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 →
+3.8%
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 →
+6.8%
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 →
0.1% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI ACWI Low Carbon Target ETF a high-risk investment?

iShares MSCI ACWI Low Carbon Target ETF (CRBN.US) has an annualized volatility of 12.0% and experienced a maximum drawdown of 26.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CRBN.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 80% 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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