IShares Global (Netherlands) Performance
| INRA Etf | 25.17 0.17 0.68% |
The etf retains a Market Volatility (i.e., Beta) of -0.0279, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Global are expected to decrease at a much lower rate. During the bear market, IShares Global is likely to outperform the market.
Risk-Adjusted Performance
Mild
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in iShares Global Clean are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, IShares Global may actually be approaching a critical reversion point that can send shares even higher in February 2026. ...more
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IShares Global Relative Risk vs. Return Landscape
If you would invest 2,366 in iShares Global Clean on October 9, 2025 and sell it today you would earn a total of 151.00 from holding iShares Global Clean or generate 6.38% return on investment over 90 days. iShares Global Clean is generating 0.1163% of daily returns and assumes 1.7406% volatility on return distribution over the 90 days horizon. Simply put, 15% of etfs are less volatile than IShares, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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IShares Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as iShares Global Clean, and traders can use it to determine the average amount a IShares Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0668
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Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average IShares Global is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of IShares Global by adding it to a well-diversified portfolio.