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Columbia Sustainable International Equity Income E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US19761L2016

CUSIP

19761L201

Inception Date

Jun 13, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Beta ADV Sust Intl Equity Income 100

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

ESGN has an expense ratio of 0.45%, placing it in the medium range.


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.


Popular comparisons:
ESGN vs. HEFA
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Performance

Performance Chart

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


60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
92.77%
163.18%
ESGN (Columbia Sustainable International Equity Income ETF)
Benchmark (^GSPC)

Returns By Period

Columbia Sustainable International Equity Income ETF (ESGN) returned 13.65% year-to-date (YTD) and 7.54% over the past 12 months.


ESGN

YTD

13.65%

1M

8.62%

6M

8.00%

1Y

7.54%

5Y*

14.69%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of ESGN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.19%2.45%3.49%2.09%0.78%13.65%
2024-0.03%3.51%3.98%-1.64%4.50%-3.31%3.38%3.20%-1.26%-3.90%-0.53%-4.07%3.29%
20237.16%-2.29%3.30%2.85%-2.20%4.62%2.58%-2.74%-1.58%-2.83%7.54%3.35%20.72%
20220.84%-0.85%0.86%-4.96%1.28%-7.73%1.55%-3.62%-9.89%6.46%13.81%-1.76%-5.98%
20210.00%4.49%4.44%0.21%3.91%-2.69%0.11%0.92%-1.42%-0.14%-4.60%5.03%10.21%
2020-4.91%-8.19%-16.11%6.74%4.13%1.50%-1.23%7.22%-2.46%-3.04%14.80%4.71%-0.52%
20199.34%1.37%-2.11%2.93%-6.87%5.77%-3.01%-2.76%4.49%3.78%1.10%1.84%15.83%
20183.35%-5.02%-1.73%2.62%-2.09%-1.97%2.28%-1.53%1.49%-8.14%-0.99%-5.20%-16.27%
20173.04%2.27%2.58%2.26%2.38%0.70%2.87%-1.02%2.29%3.00%1.13%1.08%24.98%
20163.44%1.76%1.65%-0.67%-2.00%4.53%8.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ESGN is 55, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ESGN is 5555
Overall Rank
The Sharpe Ratio Rank of ESGN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGN is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ESGN is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ESGN is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ESGN is 5454
Martin 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 Columbia Sustainable International Equity Income ETF (ESGN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Columbia Sustainable International Equity Income ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.48
  • 5-Year: 0.86
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Columbia Sustainable International Equity Income ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.48
0.48
ESGN (Columbia Sustainable International Equity Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Sustainable International Equity Income ETF provided a 1.54% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.51$0.56$0.16$0.87$0.92$0.08$0.13$1.02$0.84$0.32

Dividend yield

1.54%1.90%0.56%3.57%3.43%0.30%0.50%4.37%2.75%1.24%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
2024$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.10$0.00$0.00$0.24$0.56
2023$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.02$0.00$0.00$0.05$0.16
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
2020$0.00$0.00$0.01$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.02$0.08
2019$0.00$0.00$0.01$0.00$0.00$0.07$0.00$0.00$0.02$0.00$0.00$0.03$0.13
2018$0.00$0.00$0.06$0.00$0.00$0.44$0.00$0.00$0.15$0.00$0.00$0.37$1.02
2017$0.00$0.00$0.00$0.07$0.00$0.00$0.40$0.00$0.00$0.08$0.00$0.29$0.84
2016$0.22$0.00$0.10$0.32

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.52%
-7.82%
ESGN (Columbia Sustainable International Equity Income ETF)
Benchmark (^GSPC)

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 40.26%, occurring on Mar 23, 2020. Recovery took 229 trading sessions.

The current Columbia Sustainable International Equity Income ETF drawdown is 0.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.26%Jan 30, 2018439Mar 23, 2020229Mar 15, 2021668
-24.34%Sep 16, 2021221Sep 27, 2022122Apr 18, 2023343
-14.38%Mar 20, 202514Apr 8, 2025
-10.73%Aug 28, 202479Dec 18, 202452Mar 7, 2025131
-8.08%Jul 14, 202349Oct 4, 202332Dec 1, 202381

Volatility

Volatility Chart

The current Columbia Sustainable International Equity Income ETF volatility is 8.31%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.31%
11.21%
ESGN (Columbia Sustainable International Equity Income ETF)
Benchmark (^GSPC)