IShares ESG Coefficient Of Variation
| ESGD ETF | | | USD 102.80 -0.68 -0.66% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is IShares ESG's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
With Coefficient Of Variation at 1843.91, IShares ESG shows high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 1843.91 | |
Coefficient Of Variation Peers Comparison
IShares ESG's Coefficient Of Variation of 1843.91 falls above the 1841.71 peer average. Values range from -1172.8571 (iShares MSCI India) to 6078.91 (iShares Core High), with wide dispersion across the group. Relative to peers, IShares ESG's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for IShares ESG and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Coefficient Of Variation at
1,844 and Maximum Drawdown at
5.98 , IShares ESG shows a
0.0032 -to-one ratio between these indicators. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for IShares ESG. The Coefficient Of Variation to Maximum Drawdown ratio for iShares ESG Aware comes in at
308.42 Methodology, Assumptions & Data Sources
IShares ESG has a current Coefficient Of Variation reading of 1843.91. IShares ESG's Coefficient Of Variation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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