BSAC vs. ESGV

Last updated Jun 23, 2026

BSAC (Banco Santander-Chile) is a stock, while ESGV (Vanguard ESG U.S. Stock ETF) is Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Over the past 5 years, BSAC returned 15.63%/yr vs 12.10%/yr for ESGV. At a 0.36 correlation, their price movements are largely independent.

Performance

BSAC vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Santander-Chile (BSAC) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSAC achieves a 10.94% return, which is significantly higher than ESGV's 9.39% return.

BSAC

• 1D: 0.74%
• 1M: 6.13%
• YTD: 10.94%
• 6M: 10.45%
• 1Y: 44.96%
• 3Y*: 27.56%
• 5Y*: 15.63%
• 10Y*: 11.25%

ESGV

• 1D: -0.51%
• 1M: 0.39%
• YTD: 9.39%
• 6M: 8.78%
• 1Y: 26.60%
• 3Y*: 21.19%
• 5Y*: 12.10%
• 10Y*: —

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

BSAC vs. ESGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BSAC Banco Santander-Chile	10.94%	74.42%	1.00%	31.92%	2.99%	-11.02%	-13.01%	-19.87%	-5.47%
ESGV Vanguard ESG U.S. Stock ETF	9.39%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	33.36%	-14.45%

Correlation

The correlation between BSAC and ESGV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018	0.36

The correlation between BSAC and ESGV shifts across timeframes, from 0.35 (5 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BSAC vs. ESGV — Risk / Return Rank

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

BSAC

BSAC Risk / Return Rank: 79
BSAC Sharpe Ratio Rank: 83
BSAC Sortino Ratio Rank: 78
BSAC Omega Ratio Rank: 76
BSAC Calmar Ratio Rank: 80
BSAC Martin Ratio Rank: 79

ESGV

ESGV Risk / Return Rank: 55
ESGV Sharpe Ratio Rank: 59
ESGV Sortino Ratio Rank: 56
ESGV Omega Ratio Rank: 57
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 57

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.

BSAC vs. ESGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander-Chile (BSAC) and Vanguard ESG U.S. Stock ETF (ESGV). 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.

	BSAC	ESGV	Difference
Sharpe ratio: Return per unit of total volatility	1.58	1.90	-0.32
Sortino ratio: Return per unit of downside risk	2.12	2.58	-0.46
Omega ratio: Gain probability vs. loss probability	1.27	1.34	-0.08
Calmar ratio: Return relative to maximum drawdown	2.45	2.30	+0.15
Martin ratio: Return relative to average drawdown	5.90	9.65	-3.74

BSAC vs. ESGV - Sharpe Ratio Comparison

The current BSAC Sharpe Ratio is 1.58, which is comparable to the ESGV Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BSAC and ESGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BSAC vs. ESGV - Drawdown Comparison

The maximum BSAC drawdown since its inception was -63.90%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for BSAC and ESGV.

Drawdown Indicators

	BSAC	ESGV	Difference
Max Drawdown Largest peak-to-trough decline	-63.90%	-33.66%	-30.24%
Max Drawdown (1Y) Largest decline over 1 year	-18.42%	-11.60%	-6.82%
Max Drawdown (3Y) Largest decline over 3 years	-20.67%	-20.41%	-0.26%
Max Drawdown (5Y) Largest decline over 5 years	-37.02%	-28.81%	-8.21%
Max Drawdown (10Y) Largest decline over 10 years	-63.90%	—	—
Current Drawdown Current decline from peak	-7.86%	-2.09%	-5.77%
Average Drawdown Average peak-to-trough decline	-19.31%	-6.40%	-12.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.64%	2.76%	+4.88%

Volatility

BSAC vs. ESGV - Volatility Comparison

Banco Santander-Chile (BSAC) has a higher volatility of 9.27% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 5.40%. This indicates that BSAC's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSAC	ESGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.27%	5.40%	+3.87%
Volatility (6M) Calculated over the trailing 6-month period	24.45%	11.18%	+13.27%
Volatility (1Y) Calculated over the trailing 1-year period	28.69%	14.08%	+14.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.50%	18.47%	+11.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.93%	20.60%	+10.33%

Dividends

BSAC vs. ESGV - Dividend Comparison

BSAC's dividend yield for the trailing twelve months is around 4.62%, more than ESGV's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSAC Banco Santander-Chile	4.62%	4.34%	4.10%	6.54%	7.70%	5.70%	4.64%	4.91%	4.97%	2.73%	3.94%	5.12%
ESGV Vanguard ESG U.S. Stock ETF	0.87%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSAC and ESGV in my portfolio?

BSAC and ESGV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSAC or ESGV?

BSAC has higher volatility (9.27%) compared to ESGV (5.40%). In terms of maximum drawdown, BSAC dropped -63.90% vs ESGV's -33.66%.

Which has better risk-adjusted returns?

ESGV currently has the higher Sharpe Ratio (1.90 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.