DIVD vs. ESG

Last updated Apr 1, 2026

Compare and contrast key facts about Altrius Global Dividend ETF (DIVD) and FlexShares STOXX US ESG Select Index Fund (ESG).

DIVD and ESG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVD is an actively managed fund by Altrius. It was launched on Sep 29, 2022. ESG is a passively managed fund by Northern Trust that tracks the performance of the STOXX USA ESG Select KPIs Index. It was launched on Jul 13, 2016.

Performance

DIVD vs. ESG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altrius Global Dividend ETF (DIVD) and FlexShares STOXX US ESG Select Index Fund (ESG). The values are adjusted to include any dividend payments, if applicable.

DIVD vs. ESG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIVD Altrius Global Dividend ETF	7.05%	26.18%	2.52%	14.27%	18.38%
ESG FlexShares STOXX US ESG Select Index Fund	-3.94%	16.04%	20.22%	27.86%	7.32%

Returns By Period

In the year-to-date period, DIVD achieves a 7.05% return, which is significantly higher than ESG's -3.94% return.

DIVD

• 1D: 1.87%
• 1M: -3.26%
• YTD: 7.05%
• 6M: 12.76%
• 1Y: 22.41%
• 3Y*: 15.21%
• 5Y*: —
• 10Y*: —

ESG

• 1D: 2.39%
• 1M: -4.95%
• YTD: -3.94%
• 6M: -1.14%
• 1Y: 14.10%
• 3Y*: 16.48%
• 5Y*: 10.34%
• 10Y*: —

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

DIVD vs. ESG - Expense Ratio Comparison

DIVD has a 0.49% expense ratio, which is higher than ESG's 0.32% expense ratio.

DIVD

Altrius Global Dividend ETF

ESG

FlexShares STOXX US ESG Select Index Fund

Return for Risk

DIVD vs. ESG — Risk / Return Rank

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

DIVD

DIVD Risk / Return Rank: 80
DIVD Sharpe Ratio Rank: 79
DIVD Sortino Ratio Rank: 81
DIVD Omega Ratio Rank: 80
DIVD Calmar Ratio Rank: 75
DIVD Martin Ratio Rank: 84

ESG

ESG Risk / Return Rank: 51
ESG Sharpe Ratio Rank: 47
ESG Sortino Ratio Rank: 49
ESG Omega Ratio Rank: 53
ESG Calmar Ratio Rank: 50
ESG Martin Ratio Rank: 59

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.

DIVD vs. ESG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Altrius Global Dividend ETF (DIVD) and FlexShares STOXX US ESG Select Index Fund (ESG). 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.

	DIVD	ESG	Difference
Sharpe ratio Return per unit of total volatility	1.47	0.81	+0.66
Sortino ratio Return per unit of downside risk	2.07	1.27	+0.80
Omega ratio Gain probability vs. loss probability	1.30	1.19	+0.11
Calmar ratio Return relative to maximum drawdown	1.92	1.19	+0.73
Martin ratio Return relative to average drawdown	9.42	5.61	+3.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVD vs. ESG - Sharpe Ratio Comparison

The current DIVD Sharpe Ratio is 1.47, which is higher than the ESG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DIVD and ESG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DIVD	ESG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	0.81	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	0.74	+0.74

Correlation

The correlation between DIVD and ESG is 0.73, 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.

Dividends

DIVD vs. ESG - Dividend Comparison

DIVD's dividend yield for the trailing twelve months is around 2.87%, more than ESG's 1.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DIVD Altrius Global Dividend ETF	2.87%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESG FlexShares STOXX US ESG Select Index Fund	1.01%	0.96%	1.18%	1.10%	1.38%	1.03%	1.33%	1.51%	1.72%	1.52%	0.92%

Drawdowns

DIVD vs. ESG - Drawdown Comparison

The maximum DIVD drawdown since its inception was -13.88%, smaller than the maximum ESG drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for DIVD and ESG.

Drawdown Indicators

	DIVD	ESG	Difference
Max Drawdown Largest peak-to-trough decline	-13.88%	-32.53%	+18.65%
Max Drawdown (1Y) Largest decline over 1 year	-11.88%	-12.29%	+0.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.04%	—
Current Drawdown Current decline from peak	-3.54%	-6.49%	+2.95%
Average Drawdown Average peak-to-trough decline	-2.28%	-5.14%	+2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.61%	-0.18%

Volatility

DIVD vs. ESG - Volatility Comparison

The current volatility for Altrius Global Dividend ETF (DIVD) is 4.36%, while FlexShares STOXX US ESG Select Index Fund (ESG) has a volatility of 4.75%. This indicates that DIVD experiences smaller price fluctuations and is considered to be less risky than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVD	ESG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	4.75%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	8.67%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	17.43%	-2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.37%	16.75%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.37%	18.46%	-5.09%