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ISIN
US9219107334
CUSIP
921910733
Issuer
Vanguard
Inception Date
Sep 18, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
FTSE US All Cap Choice Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$12B

Share Price Chart


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Performance

ESGV Performance Chart

Vanguard ESG U.S. Stock ETF (ESGV) is up 8.6% since the beginning of the year. ESGV is currently trading at $131 per share. Investors who bought $1,000 worth of ESGV shares 5 years ago would now be looking at an investment worth $1,762.


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S&P 500 Index

Returns By Period

Vanguard ESG U.S. Stock ETF (ESGV) has returned 8.58% so far this year and 23.91% over the past 12 months.


Vanguard ESG U.S. Stock ETF

1D
0.52%
1M
0.28%
YTD
8.58%
6M
8.97%
1Y
23.91%
3Y*
20.65%
5Y*
11.99%
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGV Monthly Returns History

Based on dividend-adjusted daily data since Sep 20, 2018, ESGV's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ESGV closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%-2.11%-5.45%12.02%6.58%-2.28%8.58%
20252.89%-2.46%-6.69%-0.45%6.81%5.53%2.10%2.34%3.63%2.48%-0.21%0.11%16.48%
20241.35%5.39%2.81%-4.89%5.03%4.12%1.10%2.12%2.19%-0.86%6.67%-2.16%24.69%
20237.91%-2.17%3.42%1.05%1.75%6.55%3.51%-2.00%-5.05%-2.61%10.33%5.64%30.79%
2022-7.17%-3.38%3.09%-9.98%-0.99%-7.82%9.59%-4.33%-9.33%6.74%5.35%-6.46%-24.04%
2021-0.54%2.34%3.48%5.52%-0.08%3.09%2.33%3.20%-4.94%7.08%-1.08%3.96%26.55%

Benchmark Metrics

Vanguard ESG U.S. Stock ETF has an annualized alpha of 1.07%, beta of 1.03, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 20, 2018.

  • This ETF captured 108.62% of S&P 500 Index gains and 102.86% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.03 and R2 of 0.98, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.07%
Beta
1.03
0.98
Upside Capture
108.62%
Downside Capture
102.86%

Expense Ratio

ESGV has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

ESGV ranks 54 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.


ESGV Risk / Return Rank: 5454
Overall Rank
ESGV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ESGV Sortino Ratio Rank: 5454
Sortino Ratio Rank
ESGV Omega Ratio Rank: 5656
Omega Ratio Rank
ESGV Calmar Ratio Rank: 4646
Calmar Ratio Rank
ESGV Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.


ESGVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.07

2.53

-0.46

Martin ratioReturn relative to average drawdown

8.71

11.37

-2.66

Dividends

Dividend History

Vanguard ESG U.S. Stock ETF provided a 0.86% dividend yield over the last twelve months, with an annual payout of $1.13 per share. The fund has been increasing its distributions for 7 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.13$1.10$1.10$0.99$0.93$0.83$0.78$0.72$0.12

Dividend yield

0.86%0.91%1.04%1.16%1.42%0.95%1.11%1.27%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard ESG U.S. Stock ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.29$0.00$0.00$0.00$0.29
2025$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.28$0.00$0.00$0.30$1.10
2024$0.00$0.00$0.22$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.29$1.10
2023$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.33$0.99
2022$0.00$0.00$0.18$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.32$0.93
2021$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.24$0.00$0.00$0.26$0.83

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 Vanguard ESG U.S. Stock 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 Vanguard ESG U.S. Stock ETF was 33.66%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Vanguard ESG U.S. Stock ETF drawdown is 2.82%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.66%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-28.81%Oct 2022
9mo 20d1y 3mo
2y 22dDec 2021 - Jan 2024
2025 selloff2025
-20.41%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-19.89%Dec 2018
3mo 4d3mo 15d
6mo 19dSep 2018 - Apr 2019
2026 correction2026
-11.60%Mar 2026
2mo 16d18d
3mo 4dJan 2026 - Apr 2026

Drawdown Indicators


ESGVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.66%

-56.78%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-9.10%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.41%

-18.90%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

-25.43%

-3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.82%

-2.34%

-0.48%

Average Drawdown

Average peak-to-trough decline

-6.42%

-10.72%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.02%

+0.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ESGV

Add Vanguard ESG U.S. Stock ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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