IShares ESG Semi Deviation
| LDEM ETF | | | USD 63.47 -0.39 -0.61% |
Semi-deviation provides a good measure of downside risk for a equity or a portfolio. It is similar to standard deviation, but it only looks at periods where the returns are less than the target or average level. Below is IShares ESG's current Semi Deviation with peer comparisons and related risk metrics.
Current Semi Deviation Value
IShares ESG carries a Semi Deviation of 1.38, consistent with moderate price variability. This places IShares ESG within the typical volatility range for ETF.
Semi Deviation | = | SQRT(SV) |
| = | 1.38 | |
Semi Deviation Peers Comparison
Relative to peers, IShares ESG's Semi Deviation is above the group average of 1.34. Peer readings range from 0.6975 (Nushares ETF Trust) to 2.18 (ProShares Ultra SmallCap600), reflecting wide dispersion across the sector. IShares ESG has exhibited greater price dispersion than the peer average over the measured period.
Semi Deviation Relative To Other Indicators
The chart below plots Semi Deviation against Maximum Drawdown for IShares ESG and its peers. Each point represents one equity — position along the horizontal axis shows Semi Deviation 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.
IShares ESG shows nearly
4.12 of Maximum Drawdown per unit of Semi Deviation (
1.38 versus
5.68 ). This indicates Maximum Drawdown is significantly higher than Semi Deviation for IShares ESG.
Methodology, Assumptions & Data Sources
IShares ESG's Semi Deviation currently stands at 1.38. This Semi Deviation reading for IShares ESG results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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