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Xtrackers Bloomberg US Investment Grade Corporate ESG ETF (ESCR)
Cboe US - Cboe US Real-time price. Currency in USD
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18.27
-0.10
(-0.54%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ESCR
Category average
5 years
ESCR
Category average
10 years
ESCR
Category average
Alpha
1.82
1.76
-1.78
1.73
0
1.01
BETA
1.29
1.14
1.17
1.2
0
1.19
Mean annual return
-0.23
-0.21
-0.11
0.11
0
0.19
R-squared
97.41
94.22
56.44
77.87
0
76.99
Standard deviation
9.43
8.68
9.64
8.5
0
6.6
Sharpe ratio
-0.6
-0.66
-0.35
-0.1
0
0.12
Treynor ratio
-4.64
-5.3
-3.26
-1.01
0
0.47
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