iShares ESG Aware MSCI USA ETF

10-Year Study

ESGU.US · · US · ETF

Executive Summary: iShares ESG Aware MSCI USA ETF has compounded at 14.5% annually over the last 10 years, with a maximum drawdown of 25.6% and an annualized volatility of 12.6%.

1Y CAGR
+21.1%
3Y CAGR
+20.3%
5Y CAGR
+11.2%
10Y CAGR
+14.5%

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 →
25.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.3%
% 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.
20261.2-1.0-5.27.8————————2.4%
20252.7-1.8-5.9-0.76.55.22.22.03.52.8-0.1-0.016.9%
20241.35.13.2-4.14.83.51.52.32.3-1.26.5-2.624.3%
20236.5-2.63.51.20.46.33.5-1.6-4.9-2.49.64.725.8%
2022-6.0-3.23.6-9.2-0.1-8.49.5-4.0-9.58.05.6-6.0-20.3%
2021-0.52.53.95.10.72.62.23.0-4.87.0-1.24.026.9%
20200.6-8.0-12.513.35.22.65.97.5-4.0-2.311.73.822.5%
20197.83.41.84.4-6.56.91.9-2.21.82.63.83.031.7%
20185.7-3.5-2.51.11.61.33.23.10.8-6.81.6-8.8-4.2%
20172.13.30.51.01.40.81.80.11.42.83.01.121.1%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.2% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-12-0110000
2017-01-0110206.40422240084
2017-02-0110540.228496559543
2017-03-0110591.637899392752
2017-04-0110699.0563714672
2017-05-0110851.774588469241
2017-06-0110941.235777041624
2017-07-0111134.886378947465
2017-08-0111149.080299024778
2017-09-0111310.71908118179
2017-10-0111630.744356116396
2017-11-0111977.415173323794
2017-12-0112107.576440415736
2018-01-0112796.690098637291
2018-02-0112344.203723406728
2018-03-0112032.169788090117
2018-04-0112159.868607509072
2018-05-0112352.589983877937
2018-06-0112518.689048612434
2018-07-0112925.201990401101
2018-08-0113321.354067452483
2018-09-0113421.733656084338
2018-10-0112506.121273224833
2018-11-0112708.367211347702
2018-12-0111594.388406982202
2019-01-0112502.00945022371
2019-02-0112930.498575961867
2019-03-0113162.781729567492
2019-04-0113736.810805034545
2019-05-0112845.033057198478
2019-06-0113732.396983733908
2019-07-0113989.885380030013
2019-08-0113685.564016670309
2019-09-0113934.410615472534
2019-10-0114292.51090678474
2019-11-0114833.204016112772
2019-12-0115271.589393819722
2020-01-0115370.087300739198
2020-02-0114143.137901715816
2020-03-0112368.851430775021
2020-04-0114012.58171377066
2020-05-0114735.495950899724
2020-06-0115114.410894240196
2020-07-0116010.602463376898
2020-08-0117206.980342233768
2020-09-0116519.56252061719
2020-10-0116133.724847026246
2020-11-0118026.06942243987
2020-12-0118713.138784480077
2021-01-0118613.084424786164
2021-02-0119082.924086919757
2021-03-0119826.443900331273
2021-04-0120838.811892228423
2021-05-0120985.002299833202
2021-06-0121539.935790515396
2021-07-0122018.974785465052
2021-08-0122688.342401025868
2021-09-0121605.213884487977
2021-10-0123128.051925123007
2021-11-0122840.59600525942
2021-12-0123745.197065505756
2022-01-0122316.9541845349
2022-02-0121601.752519362737
2022-03-0122375.890314217613
2022-04-0120313.79946383687
2022-05-0120293.937267983998
2022-06-0118579.190923324953
2022-07-0120350.73617893167
2022-08-0119531.391561702898
2022-09-0117669.897274116887
2022-10-0119080.647484354165
2022-11-0120144.26226461556
2022-12-0118932.92385461337
2023-01-0120159.385410229843
2023-02-0119629.935929899228
2023-03-0120315.98314384876
2023-04-0120558.5574702764
2023-05-0120650.666951629166
2023-06-0121959.876041313368
2023-07-0122725.976035273405
2023-08-0122354.19289792922
2023-09-0121248.948813611296
2023-10-0120739.84937254046
2023-11-0122737.800430231426
2023-12-0123816.538356107103
2024-01-0124129.80351526021
2024-02-0125366.92793391348
2024-03-0126183.229337508656
2024-04-0125117.314724043248
2024-05-0126310.78877309706
2024-06-0127244.05644115912
2024-07-0127641.346819493294
2024-08-0128271.524348032133
2024-09-0128911.087054494434
2024-10-0128551.36061849252
2024-11-0130409.579386060686
2024-12-0129606.380062536882
2025-01-0130396.98838003466
2025-02-0129852.299600897633
2025-03-0128092.74135471791
2025-04-0127901.483508569785
2025-05-0129721.952488698294
2025-06-0131255.708929392797
2025-07-0131934.879874368708
2025-08-0132577.090873611392
2025-09-0133720.36351303006
2025-10-0134651.37780916495
2025-11-0134609.702043831574
2025-12-0134609.005124678835
2026-01-0135024.83355247569
2026-02-0134657.78946537009
2026-03-0132852.7688597938
2026-04-0135429.04666106034
Annual Return Matrix
YearAnnual Return
20170.2107576440415737
2018-0.04238569427655936
20190.3171535106261485
20200.22535633337896832
20210.2689050906413981
2022-0.20266301423470146
20230.2579429642772131
20240.2431017312364847
20250.1689711829536411
20260.02369445563162831
Total Factor Risk
0.1261141983346783
VTI.US Exposure
0.9522269689941035
VEA.US Exposure
-0.008931179331723946
VWO.US Exposure
0.0021460535028126953
QQQ.US Exposure
0.027388341604443638
VTV.US Exposure
0.02965870119660124
IJR.US Exposure
-0.066834800395968
QUAL.US Exposure
0.035806965805645914
SHV.US Exposure
0.013644795911388258
TLT.US Exposure
-0.01300747508048065
LQD.US Exposure
0.021750437125525972
HYG.US Exposure
0.00817529164753501
GLD.US Exposure
0.00020579631683325509
USO.US Exposure
0.001251598138930247
VNQ.US Exposure
-0.010751619215695679
BTC-USD.CC Exposure
-0.0037467118222135765
CPER.US Exposure
-0.0015705140041858722
VIX.INDX Exposure
0.006214813338939732
UUP.US Exposure
-0.0016880414308437588
TIP.US Exposure
0.006476008514932105
Idiosyncratic Exposure
0.0015845691834201782
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
12.6%

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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$85.950.86%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 →
+4.0%
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 →
+5.2%
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 →
0.0% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares ESG Aware MSCI USA ETF a high-risk investment?

iShares ESG Aware MSCI USA ETF (ESGU.US) has an annualized volatility of 12.6% and experienced a maximum drawdown of 25.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ESGU.US has generated a Compound Annual Growth Rate (CAGR) of 14.5%. 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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