DFVX vs. ESGU
Compare and contrast key facts about Dimensional US Large Cap Vector ETF (DFVX) and iShares ESG MSCI USA ETF (ESGU).
DFVX and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFVX is an actively managed fund by Dimensional. It was launched on Nov 1, 2023. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFVX or ESGU.
Correlation
The correlation between DFVX and ESGU is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFVX vs. ESGU - Performance Comparison
Key characteristics
DFVX:
1.67
ESGU:
1.83
DFVX:
2.30
ESGU:
2.46
DFVX:
1.31
ESGU:
1.34
DFVX:
2.85
ESGU:
2.77
DFVX:
9.33
ESGU:
11.47
DFVX:
2.03%
ESGU:
2.07%
DFVX:
11.39%
ESGU:
12.98%
DFVX:
-6.66%
ESGU:
-33.87%
DFVX:
-3.94%
ESGU:
-4.05%
Returns By Period
In the year-to-date period, DFVX achieves a 0.90% return, which is significantly higher than ESGU's -0.46% return.
DFVX
0.90%
-2.45%
3.57%
18.82%
N/A
N/A
ESGU
-0.46%
-3.34%
4.03%
23.60%
13.41%
N/A
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DFVX vs. ESGU - Expense Ratio Comparison
DFVX has a 0.22% expense ratio, which is higher than ESGU's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFVX vs. ESGU — Risk-Adjusted Performance Rank
DFVX
ESGU
DFVX vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and iShares ESG MSCI USA ETF (ESGU). 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.
Dividends
DFVX vs. ESGU - Dividend Comparison
DFVX's dividend yield for the trailing twelve months is around 1.21%, more than ESGU's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DFVX Dimensional US Large Cap Vector ETF | 1.21% | 1.22% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.19% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
DFVX vs. ESGU - Drawdown Comparison
The maximum DFVX drawdown since its inception was -6.66%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for DFVX and ESGU. For additional features, visit the drawdowns tool.
Volatility
DFVX vs. ESGU - Volatility Comparison
The current volatility for Dimensional US Large Cap Vector ETF (DFVX) is 3.96%, while iShares ESG MSCI USA ETF (ESGU) has a volatility of 4.68%. This indicates that DFVX experiences smaller price fluctuations and is considered to be less risky than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.