ISHARES PARIS-ALIGNED CLIMATE OPTIMIZED MSCI USA ETF
Symbol: PABU
Exchange: NASDAQ
Sector: Technology
Category: Large Growth
Inception date: 08/02/2022
Latest date: 15/10/2026
Current price: $79.59
Expense ratio: 0.10%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
3.01%
Ann. -32.68% (Sharpe / Sortino numerator)
Volatility
19.25%
Sharpe ratio
-1.887
VaR 95%
-1.63%
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
4.25%
Ann. -27.68% (Sharpe / Sortino numerator)
Volatility
15.99%
Sharpe ratio
-1.958
VaR 95%
-1.63%
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
11.06%
Ann. -13.61% (Sharpe / Sortino numerator)
Volatility
14.79%
Sharpe ratio
-1.165
VaR 95%
-1.62%
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
12.01%
Ann. 11.31% (Sharpe / Sortino numerator)
Volatility
19.36%
Sharpe ratio
0.397
VaR 95%
-1.60%
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
27.23%
Ann. 10.19% (Sharpe / Sortino numerator)
Volatility
17.44%
Sharpe ratio
0.376
VaR 95%
-1.63%
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
70.82%
Ann. 15.39% (Sharpe / Sortino numerator)
Volatility
16.05%
Sharpe ratio
0.733
VaR 95%
-1.58%
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
0.05%
Best day
3.261%
Worst day
-3.715%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $79.12 | $79.60 | $79.12 | $79.59 | 700 |
| 14/10/2026 | $78.98 | $78.98 | $78.98 | $78.98 | 8,800 |
| 13/10/2026 | $80.59 | $80.59 | $80.59 | $80.59 | 100 |
| 12/10/2026 | $80.56 | $80.59 | $80.33 | $80.38 | 1,200 |
| 09/10/2026 | $80.57 | $80.57 | $80.57 | $80.57 | 100 |
| 08/10/2026 | $79.97 | $80.03 | $79.73 | $79.73 | 600 |
| 07/10/2026 | $80.06 | $80.41 | $80.06 | $80.39 | 27,800 |
| 06/10/2026 | $80.79 | $80.79 | $80.66 | $80.66 | 33,700 |
| 05/10/2026 | $79.66 | $79.78 | $79.66 | $79.77 | 2,000 |
| 02/10/2026 | $79.64 | $79.64 | $79.08 | $79.14 | 29,200 |