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American Century Sustainable Equity ETF (ESGA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS0250727528
CUSIP025072752
IssuerAmerican Century Investments
Inception DateJul 13, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageipro.americancentury.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ESGA has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for ESGA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Century Sustainable Equity ETF

Popular comparisons: ESGA vs. XCSR.TO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Century Sustainable Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


35.00%40.00%45.00%50.00%55.00%60.00%65.00%70.00%December2024FebruaryMarchAprilMay
66.68%
61.60%
ESGA (American Century Sustainable Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

American Century Sustainable Equity ETF had a return of 9.53% year-to-date (YTD) and 26.79% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.53%9.31%
1 month-0.52%0.08%
6 months20.82%19.94%
1 year26.79%26.02%
5 years (annualized)N/A12.62%
10 years (annualized)N/A10.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.09%5.59%3.17%-4.68%
2023-1.75%8.65%4.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ESGA is 84, placing it in the top 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ESGA is 8484
ESGA (American Century Sustainable Equity ETF)
The Sharpe Ratio Rank of ESGA is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of ESGA is 8686Sortino Ratio Rank
The Omega Ratio Rank of ESGA is 8484Omega Ratio Rank
The Calmar Ratio Rank of ESGA is 8181Calmar Ratio Rank
The Martin Ratio Rank of ESGA is 8080Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for American Century Sustainable Equity ETF (ESGA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ESGA
Sharpe ratio
The chart of Sharpe ratio for ESGA, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for ESGA, currently valued at 3.29, compared to the broader market-2.000.002.004.006.008.0010.003.29
Omega ratio
The chart of Omega ratio for ESGA, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ESGA, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.0012.0014.001.93
Martin ratio
The chart of Martin ratio for ESGA, currently valued at 9.06, compared to the broader market0.0020.0040.0060.0080.009.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.30, compared to the broader market0.002.004.002.30
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.003.26
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.86
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.81, compared to the broader market0.0020.0040.0060.0080.008.81

Sharpe Ratio

The current American Century Sustainable Equity ETF Sharpe ratio is 2.30. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of American Century Sustainable Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.30
2.30
ESGA (American Century Sustainable Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

American Century Sustainable Equity ETF granted a 1.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.65 per share.


PeriodTTM2023202220212020
Dividend$0.65$0.65$0.69$0.43$0.28

Dividend yield

1.00%1.09%1.44%0.72%0.59%

Monthly Dividends

The table displays the monthly dividend distributions for American Century Sustainable Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.15$0.00
2023$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.19
2022$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.33$0.00$0.00$0.11
2021$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11
2020$0.15$0.00$0.00$0.13

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.51%
-0.77%
ESGA (American Century Sustainable Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Century Sustainable Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the American Century Sustainable Equity ETF was 26.44%, occurring on Sep 30, 2022. Recovery took 310 trading sessions.

The current American Century Sustainable Equity ETF drawdown is 1.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.44%Dec 30, 2021190Sep 30, 2022310Dec 26, 2023500
-9.66%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-5.84%Apr 1, 202415Apr 19, 2024
-5.35%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-5.02%Feb 16, 202113Mar 4, 20217Mar 15, 202120

Volatility

Volatility Chart

The current American Century Sustainable Equity ETF volatility is 4.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.15%
3.99%
ESGA (American Century Sustainable Equity ETF)
Benchmark (^GSPC)