AAUB vs. ESN

Last updated Jul 29, 2026

AAUB (Alpha Architect U.S. Equity 4 ETF) and ESN (Essential 40 Stock ETF) are both Large Cap Blend Equities funds. AAUB is actively managed, while ESN is passively managed. Their -0.20 correlation means they have often moved in opposite directions in the past. AAUB charges 0.09%/yr vs 0.70%/yr for ESN.

Performance

AAUB vs. ESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Equity 4 ETF (AAUB) and Essential 40 Stock ETF (ESN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AAUB

• 1D: -0.18%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

ESN

• 1D: 1.02%
• 1M: 2.26%
• 6M: 12.61%
• YTD: 17.26%
• 1Y: 25.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AAUB Alpha Architect U.S. Equity 4 ETF	$149.14K	$149.14K	$149.14K
ESN Essential 40 Stock ETF	$2.20M	$1.63M	$1.63M

AAUB vs. ESN - Yearly Performance Comparison

	2026 (YTD)
AAUB Alpha Architect U.S. Equity 4 ETF	-0.65%
ESN Essential 40 Stock ETF	1.02%

Correlation

The correlation between AAUB and ESN is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2026	-0.20

Return for Risk

AAUB vs. ESN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAUB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ESN

ESN Risk / Return Rank: 92
ESN Sharpe Ratio Rank: 94
ESN Sortino Ratio Rank: 93
ESN Omega Ratio Rank: 92
ESN Calmar Ratio Rank: 90
ESN Martin Ratio Rank: 92

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.

AAUB vs. ESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Equity 4 ETF (AAUB) and Essential 40 Stock ETF (ESN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AAUB	ESN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.57	—
Sortino ratio: Return per unit of downside risk	—	3.57	—
Omega ratio: Gain probability vs. loss probability	—	1.45	—
Calmar ratio: Return relative to maximum drawdown	—	3.97	—
Martin ratio: Return relative to average drawdown	—	15.89	—

Drawdowns

AAUB vs. ESN - Drawdown Comparison

The maximum AAUB drawdown since its inception was -0.67%, smaller than the maximum ESN drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for AAUB and ESN.

Drawdown Indicators

	AAUB	ESN	Difference
Max Drawdown Largest peak-to-trough decline	-0.67%	-13.60%	+12.93%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.42%	—
Current Drawdown Current decline from peak	-0.67%	0.00%	-0.67%
Average Drawdown Average peak-to-trough decline	-0.38%	-1.81%	+1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.62%	—

Volatility

Volatility by Period

	AAUB	ESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.04%	9.94%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.04%	13.04%	-9.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.04%	13.04%	-9.00%

AAUB vs. ESN - Expense Ratio Comparison

AAUB has a 0.09% expense ratio, which is lower than ESN's 0.70% expense ratio.

Dividends

AAUB vs. ESN - Dividend Comparison

AAUB has not paid dividends to shareholders, while ESN's dividend yield for the trailing twelve months is around 0.78%.

Position	TTM	2025	2024
AAUB Alpha Architect U.S. Equity 4 ETF	0.00%	0.00%	0.00%
ESN Essential 40 Stock ETF	0.78%	0.91%	0.76%

Frequently Asked Questions

Can I hold both AAUB and ESN in my portfolio?

AAUB and ESN have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AAUB or ESN?

On fees, AAUB is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AAUB or ESN?

AAUB is cheaper with a 0.09% expense ratio, compared with 0.70% for ESN.

Which ETF pays a higher dividend yield, AAUB or ESN?

ESN has the higher dividend yield at 0.78%, compared with 0.00% for AAUB.

What is the main difference between AAUB and ESN?

They also come from different issuers: Alpha Architect and KKM Financial. Their fees differ too: 0.09% for AAUB and 0.70% for ESN.