ISHARES CLIMATE CONSCIOUS & TRANSITION MSCI USA ETF
Symbol: USCL
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 06/06/2023
Latest date: 16/07/2026
Current price: $84.57
Expense ratio: 0.08%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.06%
Ann. -36.74% (Sharpe / Sortino numerator)
Volatility
17.38%
Sharpe ratio
-2.323
VaR 95%
-1.57%
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
6.18%
Ann. -21.85% (Sharpe / Sortino numerator)
Volatility
14.40%
Sharpe ratio
-1.769
VaR 95%
-1.55%
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
6.63%
Ann. -9.10% (Sharpe / Sortino numerator)
Volatility
13.71%
Sharpe ratio
-0.928
VaR 95%
-1.55%
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
15.24%
Ann. 10.93% (Sharpe / Sortino numerator)
Volatility
17.99%
Sharpe ratio
0.406
VaR 95%
-1.55%
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
28.70%
Ann. 11.10% (Sharpe / Sortino numerator)
Volatility
16.11%
Sharpe ratio
0.464
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.
Period total return
65.41%
Ann. 20.20% (Sharpe / Sortino numerator)
Volatility
15.01%
Sharpe ratio
1.106
VaR 95%
-1.46%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.06%
Best day
2.772%
Worst day
-2.66%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $84.67 | $85.00 | $84.38 | $84.57 | 3,500 |
| 15/07/2026 | $85.00 | $85.02 | $85.00 | $85.02 | 200 |
| 14/07/2026 | $84.47 | $84.51 | $84.47 | $84.51 | 800 |
| 13/07/2026 | $84.19 | $84.19 | $84.19 | $84.19 | 100 |
| 10/07/2026 | $84.55 | $84.75 | $84.55 | $84.75 | 700 |
| 09/07/2026 | $83.68 | $84.32 | $83.68 | $84.32 | 2,600 |
| 08/07/2026 | $83.32 | $83.74 | $83.07 | $83.69 | 5,600 |
| 07/07/2026 | $83.81 | $83.81 | $83.81 | $83.81 | 100 |
| 06/07/2026 | $84.15 | $84.15 | $84.09 | $84.09 | 900 |
| 02/07/2026 | $83.62 | $83.62 | $83.20 | $83.38 | 1,100 |