See what your fund actually adds
iShares ESG Aware MSCI USA Small-Cap ETF ESML
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ESML | Replication |
|---|---|---|
| Annualized growth | 6.9% | 6.4% |
| Annualized volatility | 19.8% | 19.6% |
| Sharpe ratio | 0.43 | 0.42 |
| Maximum drawdown | 27.5% | 27.8% |
| Replication fit (R²) | 1.00 · Tracking error 1.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model ESML’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 31.4% |
| VBK | Small-Cap · Growth | 28.3% |
| IJR | US Small Cap | 21.7% |
| IWC | Micro Cap | 9.9% |
| IJH | US Mid Cap | 8.7% |