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ETFs

iShares Trust iShares ESG Aware MSCI EAFE ETF

ESGD
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jun 28, 2016
Expense Ratio
0.2%
Type
Global Ex. US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$15,849,250
AUM
$7,102,382,777
Associated Index
MSCI EAFE Extended ESG Focus Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

NESN
Nestle SA
2.2%
NOVO B
Novo Nordisk - Ordinary Shares - Class B
2.06%
ASML
ASML Holding NV
1.78%
MC
Lvmh Moet Hennessy Vuitton SE
1.49%
SHEL
Shell Plc
1.46%
AZN
Astrazeneca plc
1.44%
NOVN
Novartis AG - Registered Shares
1.36%
7203
Toyota Motor Corporation
1.3%
SAP
Sap SE
1.22%
ROG
Roche Holding AG
1.12%
Invest with ESGD
Trade ESGD Options

What is ESGD?

The iShares ESG Aware MSCI EAFE ETF seeks to track the investment results of an index composed of large- and mid-capitalization developed market equities, excluding the U.S. and Canada that have positive environmental, social and governance characteristics as identified by the index provider while exhibiting risk and return characteristics similar to those of the parent index.

1M
3M
6M
YTD
1Y
3Y
Max
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ESGD
Performance Measures**

for the time period Jun 30, 2016 to Dec 4, 2025

Returns

1M Trailing Return: 2.2%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.9%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -33.7%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 16.9%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.60

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.27

The annualized return divided by the max drawdown for the selected time period.

ETFs related toESGD

ETFs correlated to ESGD include EFA, IEFA, BBIN

ESGD
iShares Trust - iShares Trust iShares ESG Aware MSCI EAFE ETF
EFA
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE ETF
IEFA
BlackRock Institutional Trust Company N.A. - iShares Core MSCI EAFE ETF
BBIN
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders International Equity ETF
IDEV
iShares Trust - iShares Core MSCI International Developed Markets ETF
SCHF
Schwab Strategic Trust - Schwab International Equity ETF
VEA
Vanguard Group, Inc. - Vanguard FTSE Developed Markets ETF
BKIE
BNY Mellon ETF Trust - BNY Mellon International Equity ETF
SPDW
SSgA Active Trust - SPDR Portfolio Developed World ex-US ETF
DFAI
Dimensional ETF Trust - Dimensional International Core Equity Market ETF
GSIE
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta International Equity ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

ESGD is a Global Ex. US Equities ETF. The iShares ESG Aware MSCI EAFE ETF seeks to track the investment results of an index composed of large- and mid-capitalization developed market equities, excluding the U.S. and Canada that have positive environmental, social and governance characteristics as identified by the index provider while exhibiting risk and return characteristics similar to those of the parent index.

ESGD tracks the MSCI EAFE Extended ESG Focus Index.

No, ESGD is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, ESGD is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on ESGD is -0.0021%. This is the percent change in the value of ESGD over the most recent 1-month period. The 3-month return on ESGD is -0.0209%. This is the percent change in the value of ESGD over the most recent 3-month period.

The standard deviation of ESGD for the past year is 0.1764%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to ESGD include PBW, IGF, and ARKK.

ETFs correlated to ESGD include EFA, IEFA, and BBIN.

ETFs that are inversely correlated to ESGD include EFZ, EPV, and SH.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.