Ishares Esg Advanced Etf Market Value
| XDSR Etf | CAD 69.82 0.10 0.14% |
| Symbol | IShares |
IShares ESG 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to IShares ESG's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of IShares ESG.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in IShares ESG on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding iShares ESG Advanced or generate 0.0% return on investment in IShares ESG over 90 days. IShares ESG is related to or competes with Hamilton Enhanced, Fidelity Canadian, IShares Dividend, Desjardins, IShares MSCI, RBC Quant, and IShares SPTSX. ISHARES ESG is traded on Toronto Stock Exchange in Canada. More
IShares ESG Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure IShares ESG's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess iShares ESG Advanced upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8076 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.05 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 0.9544 |
IShares ESG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares ESG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares ESG's standard deviation. In reality, there are many statistical measures that can use IShares ESG historical prices to predict the future IShares ESG's volatility.| Risk Adjusted Performance | 0.0414 | |||
| Jensen Alpha | 0.0112 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0794 |
IShares ESG January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0414 | |||
| Market Risk Adjusted Performance | 0.0894 | |||
| Mean Deviation | 0.5951 | |||
| Semi Deviation | 0.7641 | |||
| Downside Deviation | 0.8076 | |||
| Coefficient Of Variation | 1757.22 | |||
| Standard Deviation | 0.7326 | |||
| Variance | 0.5367 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0112 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0794 | |||
| Maximum Drawdown | 3.05 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 0.9544 | |||
| Downside Variance | 0.6522 | |||
| Semi Variance | 0.5838 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.22) | |||
| Kurtosis | (0.20) |
iShares ESG Advanced Backtested Returns
As of now, IShares Etf is very steady. iShares ESG Advanced holds Efficiency (Sharpe) Ratio of 0.0569, which attests that the entity had a 0.0569 % return per unit of risk over the last 3 months. We have found thirty technical indicators for iShares ESG Advanced, which you can use to evaluate the volatility of the entity. Please check out IShares ESG's Risk Adjusted Performance of 0.0414, market risk adjusted performance of 0.0894, and Downside Deviation of 0.8076 to validate if the risk estimate we provide is consistent with the expected return of 0.0417%. The etf retains a Market Volatility (i.e., Beta) of 0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares ESG is expected to be smaller as well.
Auto-correlation | -0.45 |
Modest reverse predictability
iShares ESG Advanced has modest reverse predictability. Overlapping area represents the amount of predictability between IShares ESG time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of iShares ESG Advanced price movement. The serial correlation of -0.45 indicates that just about 45.0% of current IShares ESG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 |
Pair Trading with IShares ESG
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if IShares ESG position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in IShares ESG will appreciate offsetting losses from the drop in the long position's value.Moving together with IShares Etf
| 0.96 | XEF | iShares Core MSCI | PairCorr |
| 0.96 | ZEA | BMO MSCI EAFE | PairCorr |
| 0.95 | VIU | Vanguard FTSE Developed | PairCorr |
| 0.91 | XIN | iShares MSCI EAFE | PairCorr |
| 0.91 | XFH | iShares Core MSCI | PairCorr |
The ability to find closely correlated positions to IShares ESG could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IShares ESG when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back IShares ESG - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling iShares ESG Advanced to buy it.
The correlation of IShares ESG is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as IShares ESG moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iShares ESG Advanced moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for IShares ESG can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out IShares ESG Correlation, IShares ESG Volatility and IShares ESG Performance module to complement your research on IShares ESG. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
IShares ESG technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.