ISHARES CLIMATE CONSCIOUS & TRANSITION MSCI USA ETF
Symbol: USCL
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 06/06/2023
Latest date: 15/10/2026
Current price: $87.46
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
2.58%
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
3.11%
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
10.55%
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
12.91%
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
29.19%
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
74.81%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.052%
Best day
2.772%
Worst day
-2.66%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $87.46 | $87.46 | $87.46 | $87.46 | 100 |
| 14/10/2026 | $87.11 | $87.11 | $87.11 | $87.11 | 100 |
| 13/10/2026 | $88.14 | $88.20 | $88.14 | $88.18 | 634,500 |
| 12/10/2026 | $88.17 | $88.17 | $88.17 | $88.17 | 100 |
| 09/10/2026 | $88.16 | $88.16 | $88.16 | $88.16 | 100 |
| 08/10/2026 | $87.58 | $87.58 | $87.58 | $87.58 | 100 |
| 07/10/2026 | $88.06 | $88.06 | $88.06 | $88.06 | 100 |
| 06/10/2026 | $88.50 | $88.50 | $88.24 | $88.24 | 5,100 |
| 05/10/2026 | $87.62 | $87.62 | $87.62 | $87.62 | 100 |
| 02/10/2026 | $87.00 | $87.00 | $87.00 | $87.00 | 100 |