- Issuer
- VanEck
- Inception Date
- Mar 6, 2018
- Region
- Global (Developed Markets ex Australia)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon Capped Index
- Domicile
- Australia
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
Share Price Chart
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Performance
ESGI.AX Performance Chart
VanEck MSCI International Sustainable Equity ETF (ESGI.AX) is up 6.4% since the beginning of the year. ESGI.AX is currently trading at A$38 per share. Investors who bought A$1,000 worth of ESGI.AX shares 5 years ago would now be looking at an investment worth A$1,639.
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Returns By Period
VanEck MSCI International Sustainable Equity ETF (ESGI.AX) has returned 6.43% so far this year and 8.19% over the past 12 months.
VanEck MSCI International Sustainable Equity ETF
- 1D
- -0.45%
- 1M
- 4.59%
- 6M
- 4.93%
- YTD
- 6.43%
- 1Y
- 8.19%
- 3Y*
- 14.32%
- 5Y*
- 10.39%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.12%
- 1M
- 1.38%
- 6M
- 4.49%
- YTD
- 5.58%
- 1Y
- 12.98%
- 3Y*
- 18.01%
- 5Y*
- 13.12%
- 10Y*
- 14.27%
ESGI.AX Monthly Returns History
Based on dividend-adjusted daily data since Mar 6, 2018, ESGI.AX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jun 2026 with a return of +12.4%, while the worst month was Oct 2018 at -9.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ESGI.AX closed higher 48% of trading days. The best single day was Mar 16, 2020 with a return of +6.8%, while the worst single day was Mar 13, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.82% | -2.92% | -5.30% | 2.08% | 4.84% | 12.43% | 0.03% | 6.43% | |||||
| 2025 | 2.61% | -1.12% | -2.87% | -0.42% | 6.04% | 1.13% | -0.25% | 0.03% | 0.75% | 1.63% | 0.22% | -1.36% | 6.29% |
| 2024 | 7.55% | 3.70% | 2.63% | -3.84% | 2.64% | 3.16% | 3.01% | -1.10% | -1.00% | 1.61% | 3.05% | 0.03% | 23.14% |
| 2023 | 0.89% | 1.48% | 2.23% | 3.58% | -1.91% | 1.84% | 3.62% | 2.01% | -4.71% | -1.29% | 5.93% | 2.53% | 16.95% |
| 2022 | -3.41% | -7.20% | 0.97% | -1.85% | -0.07% | -4.82% | 3.83% | -2.82% | -4.03% | 9.09% | 4.70% | -0.81% | -7.32% |
| 2021 | 0.16% | -1.26% | 6.24% | 2.15% | 3.02% | 3.01% | 2.65% | 3.71% | -1.76% | -1.21% | 4.06% | 1.90% | 24.77% |
Benchmark Metrics
VanEck MSCI International Sustainable Equity ETF has an annualized alpha of 12.71%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 06, 2018.
- This ETF participated in 77.69% of S&P 500 Index downside but only 74.04% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 12.71%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 74.04%
- Downside Capture
- 77.69%
Expense Ratio
ESGI.AX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ESGI.AX ranks 20 for risk / return — in the bottom 20% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for VanEck MSCI International Sustainable Equity ETF (ESGI.AX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESGI.AX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.11 | -0.52 |
| Martin ratioReturn relative to average drawdown | 1.38 | 3.10 | -1.72 |
Dividends
Dividend History
VanEck MSCI International Sustainable Equity ETF provided a 2.71% dividend yield over the last twelve months, with an annual payout of A$1.02 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | A$1.02 | A$2.34 | A$2.40 | A$1.06 | A$0.67 | A$0.44 | A$0.38 | A$0.38 | A$0.10 |
Dividend yield | 2.71% | 6.43% | 6.58% | 3.35% | 2.39% | 1.42% | 1.50% | 1.55% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for VanEck MSCI International Sustainable Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.02 | A$1.02 | |||||
| 2025 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.34 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.34 |
| 2024 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.40 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.40 |
| 2023 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.06 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.06 |
| 2022 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.67 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.67 |
| 2021 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.44 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VanEck MSCI International 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 VanEck MSCI International Sustainable Equity ETF was 22.88%, occurring on Mar 13, 2020. Recovery took 263 trading sessions.
The current VanEck MSCI International Sustainable Equity ETF drawdown is 1.00%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.88%Mar 2020 | 21d | 1y 13d | 1y 1moFeb 2020 - Mar 2021 | COVID crash2020 |
-19.38%Jun 2022 | 5mo 13d | 1y 11d | 1y 5moJan 2022 - Jun 2023 | Bear market2022 |
-15.75%Dec 2018 | 2mo 16d | 5mo 27d | 8mo 13dOct 2018 - Jun 2019 | Rate-hike selloffLate 2018 |
-14.92%Mar 2026 | 4mo 25d | 3mo 5d | 8moOct 2025 - Jun 2026 | — |
-10.39%Apr 2025 | 4mo | 1mo 11d | 5mo 11dDec 2024 - May 2025 | 2025 selloff2025 |
Drawdown Indicators
| ESGI.AX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.88% | -41.07% | +18.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -11.69% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -17.74% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.38% | -22.01% | +2.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.71% | — |
Current DrawdownCurrent decline from peak | -1.00% | -0.60% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -11.02% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 4.20% | +2.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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