iShares MSCI USA Small-Cap ESG Optimized ETF (ESML)

Description

The investment seeks to track the performance of the MSCI USA Small Cap Extended ESG Focus Index. The ESML ETF contains 1052 constituents. It is focused on blend holdings in the North America region.

Price $31.97 as of 2022-10-21

Cost/Risk/Yield

Dividend yield1.35%
Expense ratio0.17%
Average spread0.188%
1Y roundtrip cost0.358%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-7.6%1.2%1.2%-8.7%-0.0%-9.0%10.5%-2.6%-9.0%4.2%-20.0%
20214.1%6.3%2.3%3.6%-0.1%1.4%-2.0%1.8%-2.9%4.5%-4.0%3.3%18.3%
2020-2.8%-8.8%-21.9%14.8%6.5%3.0%3.9%5.1%-2.8%2.7%16.4%8.1%24.2%
201912.3%5.0%-1.0%3.6%-7.5%7.0%1.7%-4.3%2.0%1.9%3.7%2.9%27.2%
20181.5%1.3%4.3%-1.7%-10.0%1.6%-11.6%-14.7%
6.0%3.6%-19.5%13.3%-1.0%3.8%15.5%4.2%-14.4%3.3%17.6%2.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.090.100.150.34
20210.090.070.120.090.38
20200.070.060.080.130.34
20190.060.080.070.110.32
20180.060.090.100.24
0.000.000.310.000.000.360.000.000.510.000.000.43

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

ESML IVOO NUSC SMDY SSLY VB
Product nameiShares MSCI USA Small-Cap ESG Optimized ETFVanguard S&P Mid-Cap 400 ETFNuShares ESG Small-Cap ETFSyntax Stratified MidCap ETFSyntax Stratified SmallCap ETFVanguard Small-Cap ETF
IssueriSharesVanguardNuveenSyntaxSyntaxVanguard
Price$31.97$152.954$32.87$32.589$38.743$174.63
Expense Ratio0.17%better0.1%worse0.3%worse0.35%worse0.4%better0.05%
Average Spread0.188%0.092%0.152%0.307%0.336%0.086%
AUM$921,894,000$1,237,840,000$787,513,000$8,156,960$16,088,000$36,848,300,000
Shares28,836,2078,092,91723,958,424250,298415,250211,008,059
Average Daily Volume188,99335,138109,670697433789,640
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2018-04-102010-09-092016-12-132015-01-012020-05-282004-01-26
Index TrackedMSCI USA Small Cap Extended ESG Focus IndexS&P Mid Cap 400TIAA ESG USA Small-Cap IndexSyntax Stratified MidCap IndexSyntax Stratified SmallCap IndexCRSP US Small Cap
CategorySmall Cap Growth EquitiesSmall Cap Growth EquitiesSmall Cap Growth EquitiesMid Cap Blend EquitiesSmall Cap Blend EquitiesSmall Cap Growth Equities
Asset ClassEquityEquityEquityEquityEquityEquity
Asset Class SizeMid/Small CapsLarge/Mid CapsMid CapsMid/Small CapsLarge/Mid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$0.432$2.51$2.966$0.937$3.579$2.902
Annual Dividend Yield0.014%0.016%0.090%0.029%0.092%0.017%
Number of Holdings105240004006011478
YTD Return-19.91%-19.22%-21.76%-20.01%-23.10%-21.98%
Beta1.121.131.111.101.171.17
Upside Beta0.660.040.620.820.670.29
Downside Beta0.49-0.300.210.02-0.370.11
Volatility 1Y26.57%24.86%26.38%24.87%25.32%26.26%
Sharpe Ratio 3Y0.350.340.310.000.000.25
Treynor Ratio 3Y0.010.010.010.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew