IShares ESG Expected Short fall
| XJR ETF | | | USD 48.85 0.25 0.51% |
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
-0.91, 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 |
| = | -0.91 | |
Expected Short fall Peers Comparison
IShares ESG falls above the -1.41 peer average for Expected Short fall. leads at 0.0 while Amplify Seymour Cannabis registers the lowest at -5.261.
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
IShares ESG has a current Expected Short fall reading of -0.91. The Expected Short fall for IShares ESG applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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