ISHARES PARIS-ALIGNED CLIMATE OPTIMIZED MSCI WORLD EX USA ETF
Symbol: PABD
Exchange: NASDAQ
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 17/01/2024
Latest date: 15/10/2026
Current price: $68.04
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
-0.99%
Ann. -52.63% (Sharpe / Sortino numerator)
Volatility
27.07%
Sharpe ratio
-2.078
VaR 95%
-2.92%
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
-2.00%
Ann. -6.16% (Sharpe / Sortino numerator)
Volatility
20.20%
Sharpe ratio
-0.485
VaR 95%
-2.13%
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
1.03%
Ann. 4.78% (Sharpe / Sortino numerator)
Volatility
16.53%
Sharpe ratio
0.070
VaR 95%
-1.65%
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
10.08%
Ann. 20.91% (Sharpe / Sortino numerator)
Volatility
17.33%
Sharpe ratio
0.997
VaR 95%
-1.48%
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
29.90%
Ann. 13.73% (Sharpe / Sortino numerator)
Volatility
15.62%
Sharpe ratio
0.647
VaR 95%
-1.47%
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
45.73%
Ann. 17.29% (Sharpe / Sortino numerator)
Volatility
15.92%
Sharpe ratio
0.861
VaR 95%
-1.47%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.044%
Best day
4.035%
Worst day
-3.016%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $68.04 | $68.04 | $68.04 | $68.04 | 100 |
| 14/10/2026 | $67.19 | $67.19 | $67.19 | $67.19 | 100 |
| 13/10/2026 | $67.77 | $67.77 | $67.77 | $67.77 | 100 |
| 12/10/2026 | $67.49 | $67.49 | $67.49 | $67.49 | 100 |
| 09/10/2026 | $67.51 | $67.74 | $67.49 | $67.67 | 5,500 |
| 08/10/2026 | $67.08 | $67.11 | $67.08 | $67.11 | 1,000 |
| 07/10/2026 | $67.33 | $67.33 | $67.33 | $67.33 | 100 |
| 06/10/2026 | $68.22 | $68.22 | $68.22 | $68.22 | 100 |
| 05/10/2026 | $67.92 | $67.92 | $67.92 | $67.92 | 100 |
| 02/10/2026 | $67.90 | $68.03 | $67.90 | $68.03 | 300 |