IShares ESG Standard Deviation
| XJR ETF | | | USD 48.60 -0.36 -0.74% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is IShares ESG's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
A Standard Deviation of 1.19 for IShares ESG signals moderate price variability. This places IShares ESG within the typical volatility range for ETF.
Standard Deviation | = | SQRT(V) |
| = | 1.19 | |
Standard Deviation Peers Comparison
IShares ESG falls below the 1.55 peer average for Standard Deviation. Amplify Seymour Cannabis leads at 5.61 while FT Cboe Vest registers the lowest at 0.4489. IShares ESG has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for IShares ESG and its peers. Each point represents one equity — position along the horizontal axis shows Standard 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's Standard Deviation reads
1.19 while Maximum Drawdown reads
5.23 , a
4.41 ratio between the two. This indicates Maximum Drawdown is significantly higher than Standard Deviation for IShares ESG.
Methodology, Assumptions & Data Sources
IShares ESG has a current Standard Deviation reading of 1.19. IShares ESG's Standard Deviation is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other 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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