DIAL vs. ESGN
Compare and contrast key facts about Columbia Diversified Fixed Income Allocation ETF (DIAL) and Columbia Sustainable International Equity Income ETF (ESGN).
DIAL and ESGN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIAL is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Bond Index. It was launched on Oct 12, 2017. ESGN is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV Sust Intl Equity Income 100. It was launched on Jun 13, 2016. Both DIAL and ESGN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DIAL vs. ESGN - Performance Comparison
Loading graphics...
DIAL vs. ESGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIAL Columbia Diversified Fixed Income Allocation ETF | -0.68% | 9.93% | 1.69% | 8.54% | -16.13% | -1.14% | 9.08% | 14.05% | -1.98% | 0.00% |
ESGN Columbia Sustainable International Equity Income ETF | 4.95% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 15.83% | -18.30% | 3.74% |
Returns By Period
In the year-to-date period, DIAL achieves a -0.68% return, which is significantly lower than ESGN's 4.95% return.
DIAL
- 1D
- 0.70%
- 1M
- -2.42%
- YTD
- -0.68%
- 6M
- 0.43%
- 1Y
- 6.22%
- 3Y*
- 5.05%
- 5Y*
- 0.73%
- 10Y*
- —
ESGN
- 1D
- 2.63%
- 1M
- -5.63%
- YTD
- 4.95%
- 6M
- 13.38%
- 1Y
- 32.70%
- 3Y*
- 20.25%
- 5Y*
- 12.22%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIAL vs. ESGN - Expense Ratio Comparison
DIAL has a 0.29% expense ratio, which is lower than ESGN's 0.45% expense ratio.
Return for Risk
DIAL vs. ESGN — Risk / Return Rank
DIAL
ESGN
DIAL vs. ESGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and Columbia Sustainable International Equity Income ETF (ESGN). 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.
| DIAL | ESGN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.94 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.60 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.73 | -0.81 |
Martin ratioReturn relative to average drawdown | 8.30 | 12.02 | -3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DIAL | ESGN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.94 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.81 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.27 |
Correlation
The correlation between DIAL and ESGN is 0.29, 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.
Dividends
DIAL vs. ESGN - Dividend Comparison
DIAL's dividend yield for the trailing twelve months is around 4.97%, less than ESGN's 9.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DIAL Columbia Diversified Fixed Income Allocation ETF | 4.97% | 4.81% | 4.67% | 3.77% | 3.47% | 2.46% | 2.61% | 3.27% | 3.56% | 0.65% | 0.00% |
ESGN Columbia Sustainable International Equity Income ETF | 9.40% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
Drawdowns
DIAL vs. ESGN - Drawdown Comparison
The maximum DIAL drawdown since its inception was -22.19%, smaller than the maximum ESGN drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for DIAL and ESGN.
Loading graphics...
Drawdown Indicators
| DIAL | ESGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -41.71% | +19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.34% | -11.54% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -24.51% | +2.32% |
Current DrawdownCurrent decline from peak | -2.42% | -5.63% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -7.13% | +1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.62% | -1.85% |
Volatility
DIAL vs. ESGN - Volatility Comparison
The current volatility for Columbia Diversified Fixed Income Allocation ETF (DIAL) is 2.07%, while Columbia Sustainable International Equity Income ETF (ESGN) has a volatility of 6.97%. This indicates that DIAL experiences smaller price fluctuations and is considered to be less risky than ESGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DIAL | ESGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.07% | 6.97% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 9.80% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 16.96% | -12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.00% | 15.22% | -8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.07% | 16.33% | -9.26% |