ISHARES PARIS-ALIGNED CLIMATE OPTIMIZED MSCI USA ETF
Symbol: PABU
Exchange: NASDAQ
Sector: Technology
Category: Large Growth
Inception date: 08/02/2022
Latest date: 17/07/2026
Current price: $75.32
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
0.01%
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
3.03%
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
7.47%
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
12.20%
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
25.92%
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
54.51%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.05%
Best day
3.26%
Worst day
-3.715%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $75.29 | $75.35 | $75.29 | $75.32 | 800 |
| 16/07/2026 | $76.10 | $76.10 | $76.02 | $76.02 | 600 |
| 15/07/2026 | $76.48 | $76.53 | $76.11 | $76.53 | 11,200 |
| 14/07/2026 | $76.21 | $76.40 | $76.21 | $76.24 | 11,600 |
| 13/07/2026 | $76.80 | $76.80 | $76.61 | $76.61 | 300 |
| 10/07/2026 | $77.18 | $77.36 | $77.18 | $77.36 | 2,600 |
| 09/07/2026 | $76.41 | $77.20 | $76.41 | $77.17 | 5,500 |
| 08/07/2026 | $75.98 | $76.38 | $75.98 | $76.38 | 500 |
| 07/07/2026 | $76.41 | $77.06 | $76.41 | $76.59 | 2,500 |
| 06/07/2026 | $77.08 | $77.14 | $76.83 | $76.99 | 4,100 |