ISHARES ESG ADVANCED UNIVERSAL USD BOND ETF
Symbol: EUSB
Exchange: NYSE
Sector: N/A
Category: Intermediate Core-Plus Bond
Inception date: 23/06/2020
Latest date: 16/07/2026
Current price: $43.13
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.39%
Ann. -14.68% (Sharpe / Sortino numerator)
Volatility
5.25%
Sharpe ratio
-3.486
VaR 95%
-0.55%
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
-0.16%
Ann. -1.91% (Sharpe / Sortino numerator)
Volatility
3.94%
Sharpe ratio
-1.406
VaR 95%
-0.39%
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
0.11%
Ann. 0.49% (Sharpe / Sortino numerator)
Volatility
3.43%
Sharpe ratio
-0.917
VaR 95%
-0.35%
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
4.23%
Ann. 3.87% (Sharpe / Sortino numerator)
Volatility
4.12%
Sharpe ratio
0.059
VaR 95%
-0.39%
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
8.34%
Ann. 4.97% (Sharpe / Sortino numerator)
Volatility
4.67%
Sharpe ratio
0.287
VaR 95%
-0.45%
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
13.21%
Ann. 3.79% (Sharpe / Sortino numerator)
Volatility
5.30%
Sharpe ratio
0.030
VaR 95%
-0.54%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.017%
Best day
0.797%
Worst day
-0.757%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $43.06 | $43.13 | $43.06 | $43.13 | 12,900 |
| 15/07/2026 | $43.06 | $43.16 | $43.06 | $43.12 | 22,500 |
| 14/07/2026 | $43.05 | $43.09 | $43.01 | $43.04 | 46,200 |
| 13/07/2026 | $43.01 | $43.02 | $42.92 | $42.92 | 15,400 |
| 10/07/2026 | $43.12 | $43.12 | $43.05 | $43.08 | 40,200 |
| 09/07/2026 | $43.11 | $43.20 | $43.09 | $43.12 | 23,600 |
| 08/07/2026 | $43.09 | $43.09 | $43.01 | $43.09 | 34,400 |
| 07/07/2026 | $43.25 | $43.27 | $43.12 | $43.14 | 70,700 |
| 06/07/2026 | $43.28 | $43.33 | $43.24 | $43.32 | 44,800 |
| 02/07/2026 | $43.31 | $43.32 | $43.26 | $43.29 | 44,300 |