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BGRN vs. ESEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGRN and ESEB is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BGRN vs. ESEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Green Bond ETF (BGRN) and Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


BGRN

YTD

2.09%

1M

0.64%

6M

2.00%

1Y

5.27%

5Y*

-0.08%

10Y*

N/A

ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BGRN vs. ESEB - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is lower than ESEB's 0.35% expense ratio.


Risk-Adjusted Performance

BGRN vs. ESEB — Risk-Adjusted Performance Rank

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

BGRN
The Risk-Adjusted Performance Rank of BGRN is 7777
Overall Rank
The Sharpe Ratio Rank of BGRN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BGRN is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BGRN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BGRN is 7979
Martin Ratio Rank

ESEB
The Risk-Adjusted Performance Rank of ESEB is 5050
Overall Rank
The Sharpe Ratio Rank of ESEB is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ESEB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ESEB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESEB is 5050
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.

BGRN vs. ESEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Green Bond ETF (BGRN) and Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB). 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.



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Dividends

BGRN vs. ESEB - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.20%, while ESEB has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
BGRN
iShares Global Green Bond ETF
4.20%4.07%3.52%2.66%0.78%1.82%3.66%0.21%0.00%0.00%0.00%
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.00%0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%

Drawdowns

BGRN vs. ESEB - Drawdown Comparison


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Volatility

BGRN vs. ESEB - Volatility Comparison


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