Summary
CRBN
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 19.50% Volatility 17.52% Sharpe 0.89
Official loaded data — not a live quote.

ISHARES LOW CARBON OPTIMIZED MSCI ACWI ETF

Symbol: CRBN

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 08/12/2014

Latest date: 17/07/2026

Current price: $249.85

Expense ratio: 0.20%

Assets under management
$1.1B
0.17% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.82%

Ann. -45.35% (Sharpe / Sortino numerator)

Volatility

22.68%

Sharpe ratio

-2.160

VaR 95%

-2.10%

CVaR 95%: -2.14%
Max drawdown: -7.97%
Sortino ratio: -3.872
Calmar ratio: -5.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.00%

Ann. -12.83% (Sharpe / Sortino numerator)

Volatility

16.89%

Sharpe ratio

-0.975

VaR 95%

-1.97%

CVaR 95%: -2.09%
Max drawdown: -10.08%
Sortino ratio: -1.495
Calmar ratio: -1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.76%

Ann. -0.60% (Sharpe / Sortino numerator)

Volatility

14.78%

Sharpe ratio

-0.286

VaR 95%

-1.64%

CVaR 95%: -2.05%
Max drawdown: -10.08%
Sortino ratio: -0.413
Calmar ratio: -0.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.50%

Ann. 19.28% (Sharpe / Sortino numerator)

Volatility

17.52%

Sharpe ratio

0.893

VaR 95%

-1.57%

CVaR 95%: -2.45%
Max drawdown: -10.08%
Sortino ratio: 1.150
Calmar ratio: 1.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

37.96%

Ann. 14.80% (Sharpe / Sortino numerator)

Volatility

15.42%

Sharpe ratio

0.725

VaR 95%

-1.57%

CVaR 95%: -2.23%
Max drawdown: -16.60%
Sortino ratio: 0.946
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.19%

Ann. 17.42% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

0.971

VaR 95%

-1.39%

CVaR 95%: -2.01%
Max drawdown: -16.60%
Sortino ratio: 1.326
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

3.15%

08/04/2026
Worst day

-2.955%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $249.43 $250.61 $249.32 $249.85 7,900
16/07/2026 $253.14 $253.14 $251.91 $251.97 2,900
15/07/2026 $254.20 $254.38 $252.71 $254.14 29,800
14/07/2026 $253.46 $253.63 $252.89 $252.89 4,200
13/07/2026 $253.01 $253.13 $251.39 $251.55 5,200
10/07/2026 $254.16 $254.78 $253.70 $254.56 4,800
09/07/2026 $253.26 $254.26 $252.57 $253.56 6,000
08/07/2026 $251.29 $251.70 $249.92 $251.70 3,300
07/07/2026 $253.69 $254.94 $252.26 $252.30 4,600
06/07/2026 $253.46 $255.11 $253.46 $254.38 7,800