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Vanguard ESG U.S. Stock ETF (ESGV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219107334

CUSIP

921910733

Issuer

Vanguard

Inception Date

Sep 18, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

FTSE US All Cap Choice Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ESGV has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for ESGV: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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:
ESGV vs. ESGU ESGV vs. VOO ESGV vs. VTI ESGV vs. VFTAX ESGV vs. SPY ESGV vs. SUSA ESGV vs. OEF ESGV vs. QQQ ESGV vs. IVV ESGV vs. XLK
Popular comparisons:
ESGV vs. ESGU ESGV vs. VOO ESGV vs. VTI ESGV vs. VFTAX ESGV vs. SPY ESGV vs. SUSA ESGV vs. OEF ESGV vs. QQQ ESGV vs. IVV ESGV vs. XLK

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.09%
7.36%
ESGV (Vanguard ESG U.S. Stock ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard ESG U.S. Stock ETF had a return of 24.49% year-to-date (YTD) and 26.60% in the last 12 months.


ESGV

YTD

24.49%

1M

-0.04%

6M

9.01%

1Y

26.60%

5Y*

14.57%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.66%

1M

0.49%

6M

8.64%

1Y

26.56%

5Y*

13.06%

10Y*

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.35%5.39%2.81%-4.89%5.03%4.12%1.10%2.12%2.19%-0.86%6.67%24.49%
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%
20200.39%-7.62%-12.46%13.34%5.88%2.99%6.21%7.66%-3.84%-2.05%11.23%4.56%25.69%
20198.72%3.34%1.84%4.32%-6.25%6.95%2.03%-1.76%1.61%2.37%4.01%2.77%33.36%
2018-0.59%-7.45%2.07%-9.04%-14.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, ESGV is among the top 24% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ESGV is 7676
Overall Rank
The Sharpe Ratio Rank of ESGV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGV is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ESGV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ESGV is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ESGV is 7878
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 Vanguard ESG U.S. Stock ETF (ESGV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ESGV, currently valued at 1.78, compared to the broader market0.002.004.001.782.12
The chart of Sortino ratio for ESGV, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.002.392.83
The chart of Omega ratio for ESGV, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.39
The chart of Calmar ratio for ESGV, currently valued at 2.65, compared to the broader market0.005.0010.0015.002.653.13
The chart of Martin ratio for ESGV, currently valued at 11.00, compared to the broader market0.0020.0040.0060.0080.00100.0011.0013.67
ESGV
^GSPC

The current Vanguard ESG U.S. Stock ETF Sharpe ratio is 1.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard ESG U.S. Stock 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.78
1.83
ESGV (Vanguard ESG U.S. Stock ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard ESG U.S. Stock ETF provided a 0.77% dividend yield over the last twelve months, with an annual payout of $0.81 per share. The fund has been increasing its distributions for 5 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$1.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.81$0.99$0.93$0.83$0.78$0.72$0.12

Dividend yield

0.77%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
2024$0.00$0.00$0.22$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.00$0.81
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
2020$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.24$0.78
2019$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.23$0.72
2018$0.12$0.12

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.75%
-3.66%
ESGV (Vanguard ESG U.S. Stock ETF)
Benchmark (^GSPC)

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 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.66%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-28.81%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-19.89%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-9.63%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-9.31%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The current Vanguard ESG U.S. Stock ETF volatility is 4.09%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.09%
3.62%
ESGV (Vanguard ESG U.S. Stock ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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