IShares ESG Expected Short fall
| ESGU ETF | | | USD 160.45 1.16 0.73% |
Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). Below is IShares ESG's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
At
-0.82, IShares ESG's Expected Short fall indicates its current reading on this measure. This reflects IShares ESG's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -0.82 | |
Expected Short fall Peers Comparison
Among sector peers, IShares ESG's Expected Short fall of -0.8248 is above the -0.98 group average. The range runs from -2.0126 (iShares Semiconductor ETF) to 0.0 ().
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for IShares ESG and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall 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.
Compare IShares ESG to PeersMethodology, Assumptions & Data Sources
The current Expected Short fall for IShares ESG is -0.82. The Expected Short fall for IShares ESG applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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