Summary
PABD
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 18.77% Volatility 17.33% Sharpe 1.00
Official loaded data — not a live quote.

ISHARES PARIS-ALIGNED CLIMATE MSCI WORLD EX USA ETF

Symbol: PABD

Exchange: NASDAQ

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 17/01/2024

Latest date: 03/06/2026

Current price: $68.85

Expense ratio: 0.12%

Assets under management
$322.8M
-1.36% 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

3.33%

Ann. -52.63% (Sharpe / Sortino numerator)

Volatility

27.07%

Sharpe ratio

-2.078

VaR 95%

-2.92%

CVaR 95%: -3.04%
Max drawdown: -8.99%
Sortino ratio: -3.898
Calmar ratio: -5.86

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

3.44%

Ann. -6.16% (Sharpe / Sortino numerator)

Volatility

20.20%

Sharpe ratio

-0.485

VaR 95%

-2.13%

CVaR 95%: -2.59%
Max drawdown: -12.55%
Sortino ratio: -0.734
Calmar ratio: -0.49

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

9.26%

Ann. 4.78% (Sharpe / Sortino numerator)

Volatility

16.53%

Sharpe ratio

0.070

VaR 95%

-1.65%

CVaR 95%: -2.32%
Max drawdown: -12.55%
Sortino ratio: 0.103
Calmar ratio: 0.38

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

18.77%

Ann. 20.91% (Sharpe / Sortino numerator)

Volatility

17.33%

Sharpe ratio

0.997

VaR 95%

-1.48%

CVaR 95%: -2.40%
Max drawdown: -12.55%
Sortino ratio: 1.314
Calmar ratio: 1.67

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

35.16%

Ann. 13.73% (Sharpe / Sortino numerator)

Volatility

15.62%

Sharpe ratio

0.647

VaR 95%

-1.47%

CVaR 95%: -2.13%
Max drawdown: -13.37%
Sortino ratio: 0.907
Calmar ratio: 1.03

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

4.035%

08/04/2026
Worst day

-3.016%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $69.80 $69.81 $68.85 $68.85 36,900
02/06/2026 $69.24 $69.46 $69.24 $69.46 300
01/06/2026 $68.80 $69.11 $68.78 $69.11 500
29/05/2026 $69.49 $69.78 $69.20 $69.33 41,800
28/05/2026 $69.04 $69.20 $69.04 $69.19 300
27/05/2026 $69.13 $69.13 $68.95 $69.11 300
26/05/2026 $69.44 $69.44 $69.37 $69.40 2,000
22/05/2026 $68.62 $68.66 $68.60 $68.60 1,700
21/05/2026 $68.01 $68.72 $68.01 $68.72 100
20/05/2026 $67.24 $68.35 $67.24 $68.27 4,400