Summary
PABU
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 23.78% Volatility 19.36% Sharpe 0.40
Official loaded data — not a live quote.

ISHARES PARIS-ALIGNED CLIMATE MSCI USA ETF

Symbol: PABU

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 08/02/2022

Latest date: 03/06/2026

Current price: $79.52

Expense ratio: 0.10%

Assets under management
$2.3B
-0.84% 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

7.47%

Ann. -32.68% (Sharpe / Sortino numerator)

Volatility

19.25%

Sharpe ratio

-1.887

VaR 95%

-1.63%

CVaR 95%: -1.86%
Max drawdown: -7.84%
Sortino ratio: -3.435
Calmar ratio: -4.17

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

15.10%

Ann. -27.68% (Sharpe / Sortino numerator)

Volatility

15.99%

Sharpe ratio

-1.958

VaR 95%

-1.63%

CVaR 95%: -2.10%
Max drawdown: -12.41%
Sortino ratio: -2.914
Calmar ratio: -2.23

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

9.10%

Ann. -13.61% (Sharpe / Sortino numerator)

Volatility

14.79%

Sharpe ratio

-1.165

VaR 95%

-1.62%

CVaR 95%: -2.10%
Max drawdown: -13.58%
Sortino ratio: -1.666
Calmar ratio: -1.00

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

23.78%

Ann. 11.31% (Sharpe / Sortino numerator)

Volatility

19.36%

Sharpe ratio

0.397

VaR 95%

-1.60%

CVaR 95%: -2.77%
Max drawdown: -13.58%
Sortino ratio: 0.518
Calmar ratio: 0.83

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

41.14%

Ann. 10.19% (Sharpe / Sortino numerator)

Volatility

17.44%

Sharpe ratio

0.376

VaR 95%

-1.63%

CVaR 95%: -2.59%
Max drawdown: -20.84%
Sortino ratio: 0.483
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

73.30%

Ann. 15.39% (Sharpe / Sortino numerator)

Volatility

16.05%

Sharpe ratio

0.733

VaR 95%

-1.58%

CVaR 95%: -2.29%
Max drawdown: -20.84%
Sortino ratio: 0.981
Calmar ratio: 0.74

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

0.089%

Best day

3.26%

31/03/2026
Worst day

-2.739%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $80.19 $80.19 $79.48 $79.52 193,900
02/06/2026 $80.16 $80.55 $80.16 $80.55 151,800
01/06/2026 $79.60 $80.39 $79.60 $80.13 6,300
29/05/2026 $79.10 $79.26 $78.80 $79.15 17,900
28/05/2026 $78.56 $78.73 $78.56 $78.71 30,800
27/05/2026 $77.97 $77.97 $77.77 $77.77 97,800
26/05/2026 $78.15 $78.15 $78.06 $78.06 93,100
22/05/2026 $77.72 $77.73 $77.41 $77.48 79,700
21/05/2026 $76.69 $77.08 $76.57 $77.05 3,900
20/05/2026 $76.14 $76.91 $76.13 $76.91 74,600