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ETFs

iShares ESG Aware MSCI USA Small-Cap ETF

ESML
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Apr 10, 2018
Expense Ratio
0.17%
Type
US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$2,829,916
AUM
$1,321,518,141
Associated Index
MSCI USA Small Cap Extended ESG Focus Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

FRT
Federal Realty Investment Trust.
0.6%
CASY
Casey`s General Stores, Inc.
0.44%
FLEX
Flex Ltd
0.4%
EME
Emcor Group, Inc.
0.39%
KBR
KBR Inc
0.39%
FTI
TechnipFMC plc
0.37%
JHG
Janus Henderson Group plc
0.36%
OSK
Oshkosh Corp
0.36%
INGR
Ingredion Inc
0.34%
WSM
Williams-Sonoma, Inc.
0.34%
Invest with ESML
Trade ESML Options

What is ESML?

The iShares ESG Aware MSCI USA Small-Cap ETF seeks to track the investment results of an optimized index designed to produce investment results comparable to a capitalization weighted index of small-capitalization U.S. companies, while reflecting a higher allocation to those companies with favorable environmental, social and governance ("ESG") profiles (as determined by th index provider).

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

ESML
Performance Measures**

for the time period Apr 12, 2018 to Dec 4, 2025

Returns

1M Trailing Return: 4.3%

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

3M Trailing Return: 4.4%

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

Measures of Risk or Volatility

Max Drawdown: -42.0%

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

Standard Deviation: 23.8%

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: 0.50

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: 0.22

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

ETFs related toESML

ETFs correlated to ESML include SCHA, VB, SMMD

ESML
BlackRock Institutional Trust Company N.A. - iShares ESG Aware MSCI USA Small-Cap ETF
SCHA
Schwab Strategic Trust - Schwab U.S. Small-Cap ETF
VB
Vanguard Group, Inc. - Vanguard Small Cap ETF
SMMD
BlackRock Institutional Trust Company N.A. - iShares Russell 2500 ETF
TNA
Direxion Shares ETF Trust - Direxion Dialy Small Cap Bull 3X Shares
IWM
BlackRock Institutional Trust Company N.A. - iShares Russell 2000 ETF
VTWO
Vanguard Group, Inc. - Vanguard Russell 2000 Index ETF
NUSC
Nuveen Fund Advisors LLC - Nuveen ESG Small-Cap ETF
URTY
ProShares Trust - ProShares UltraPro Russell2000 3x Shares
UWM
ProShares Trust - ProShares Ultra Russell 2000 2X Shares
BBMC
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders U.S. Mid Cap 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

ESML is a US Equities ETF. The iShares ESG Aware MSCI USA Small-Cap ETF seeks to track the investment results of an optimized index designed to produce investment results comparable to a capitalization weighted index of small-capitalization U.S. companies, while reflecting a higher allocation to those companies with favorable environmental, social and governance ("ESG") profiles (as determined by th index provider).

ESML tracks the MSCI USA Small Cap Extended ESG Focus Index.

No, ESML 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, ESML 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 ESML is -0.0276%. This is the percent change in the value of ESML over the most recent 1-month period. The 3-month return on ESML is -0.0149%. This is the percent change in the value of ESML over the most recent 3-month period.

The standard deviation of ESML for the past year is 0.2111%. 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 ESML include SPHQ, DSI, and QUAL.

ETFs correlated to ESML include SCHA, VB, and SMMD.

ETFs that are inversely correlated to ESML include TZA, RWM, and TWM.

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.