- ISIN
- US19761L2016
- CUSIP
- 19761L201
- Issuer
- Ameriprise Financial
- Inception Date
- Jun 13, 2016
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Beta ADV Sust Intl Equity Income 100
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Value
- Assets Under Management
- $8M
Share Price Chart
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Performance
ESGN Performance Chart
Columbia Sustainable International Equity Income ETF (ESGN) is up 8.1% since the beginning of the year. ESGN is currently trading at $40 per share. Investors who bought $1,000 worth of ESGN shares 5 years ago would now be looking at an investment worth $1,769.
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Returns By Period
Columbia Sustainable International Equity Income ETF (ESGN) has returned 8.09% so far this year and 25.97% over the past 12 months.
Columbia Sustainable International Equity Income ETF
- 1D
- 0.54%
- 1M
- 0.78%
- YTD
- 8.09%
- 6M
- 11.60%
- 1Y
- 25.97%
- 3Y*
- 20.05%
- 5Y*
- 12.09%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
ESGN Monthly Returns History
Based on dividend-adjusted daily data since Jun 13, 2016, ESGN's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ESGN closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.68% | 6.24% | -5.63% | 2.30% | 0.89% | -0.22% | 8.09% | ||||||
| 2025 | 4.19% | 2.45% | 3.62% | 2.09% | 5.02% | 3.35% | -0.52% | 5.59% | 0.56% | 1.62% | 2.85% | 3.35% | 39.85% |
| 2024 | -0.16% | 3.51% | 3.98% | -1.64% | 4.50% | -2.87% | 3.38% | 3.20% | -0.96% | -3.90% | -0.53% | -2.16% | 6.02% |
| 2023 | 7.16% | -2.29% | 3.30% | 2.85% | -2.20% | 4.62% | 2.58% | -2.74% | -1.58% | -2.83% | 7.61% | 3.42% | 20.88% |
| 2022 | 0.87% | -0.85% | 0.86% | -4.96% | 1.28% | -7.73% | 3.25% | -5.20% | -9.89% | 6.46% | 13.80% | -1.76% | -5.95% |
| 2021 | 0.00% | 4.49% | 4.44% | 0.21% | 3.91% | -2.68% | 0.11% | 0.92% | -1.42% | -0.14% | -4.60% | 5.00% | 10.18% |
Benchmark Metrics
Columbia Sustainable International Equity Income ETF has an annualized alpha of 1.28%, beta of 0.65, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 14, 2016.
- This ETF participated in 75.75% of S&P 500 Index downside but only 67.60% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.28%
- Beta
- 0.65
- R²
- 0.52
- Upside Capture
- 67.60%
- Downside Capture
- 75.75%
Expense Ratio
ESGN has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ESGN ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and compare them to S&P 500 Index.
| ESGN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 2.39 | -0.45 |
Sortino ratioReturn per unit of downside risk | 2.69 | 3.25 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.11 | -0.38 |
Martin ratioReturn relative to average drawdown | 10.09 | 14.38 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Columbia Sustainable International Equity Income ETF provided a 9.13% dividend yield over the last twelve months, with an annual payout of $3.67 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.67 | $3.64 | $0.91 | $0.93 | $0.87 | $0.92 | $0.67 | $0.87 | $1.70 | $1.41 | $0.65 |
Dividend yield | 9.13% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Sustainable International Equity Income 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 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $3.03 | $3.64 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.59 | $0.91 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.32 | $0.93 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.21 | $0.87 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.33 | $0.92 |
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 Columbia Sustainable International Equity Income 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 Columbia Sustainable International Equity Income ETF was 41.71%, occurring on Mar 23, 2020. Recovery took 283 trading sessions.
The current Columbia Sustainable International Equity Income ETF drawdown is 2.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.71%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - May 2021 |
Bear market2022 | -24.51%Sep 2022 | 1y 13d | 6mo 26d | 1y 7moSep 2021 - Apr 2023 |
2025 selloff2025 | -14.38%Apr 2025 | 19d | 1mo 4d | 1mo 23dMar 2025 - May 2025 |
2026 pullback2026 | -9.56%Mar 2026 | 18d | — | 3mo 3dMar 2026 - now |
2023 pullback2023 | -8.76%Oct 2023 | 3mo 14d | 1mo 6d | 4mo 20dJul 2023 - Dec 2023 |
Drawdown Indicators
| ESGN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -56.78% | +15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -9.10% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -18.90% | +4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -25.43% | +0.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.81% | 0.00% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -10.72% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.97% | +0.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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