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iShares ESG Advanced MSCI EAFE Index ETF (DMXF)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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67.51+0.07 (+0.11%)
At close: 04:00PM EDT

Risk statistics

3 yearsDMXFCategory average
5 yearsDMXFCategory average
10 yearsDMXFCategory average
Alpha
1.760.82
00.46
00.35
BETA
1.121.01
01
00.98
Mean annual return
0.270.21
00.58
00.44
R-squared
93.2292.68
093.39
092.45
Standard deviation
18.9917.15
018.19
015.36
Sharpe ratio
0.01-0.03
00.26
00.25
Treynor ratio
-1.44-1.92
03.24
02.76