DMXF vs. ESMV
DMXF (iShares ESG Advanced MSCI EAFE ETF) and ESMV (iShares ESG MSCI USA Min Vol Factor ETF) are both exchange-traded funds - DMXF is a Foreign Large Cap Equities fund tracking the MSCI EAFE Choice ESG Screened Index, while ESMV is a Low Volatility fund tracking the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DMXF returned 14.62%/yr vs 10.25%/yr for ESMV. Their 0.61 correlation means they have sometimes moved together and sometimes differently. DMXF charges 0.12%/yr vs 0.18%/yr for ESMV.
Performance
DMXF vs. ESMV - Performance Comparison
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Returns By Period
In the year-to-date period, DMXF achieves a 13.19% return, which is significantly higher than ESMV's 7.33% return.
DMXF
- 1D
- -0.66%
- 1M
- -0.14%
- 6M
- 9.04%
- YTD
- 13.19%
- 1Y
- 22.77%
- 3Y*
- 14.62%
- 5Y*
- 7.21%
- 10Y*
- —
- ALL TIME*
- 11.10%
ESMV
- 1D
- 0.22%
- 1M
- -0.16%
- 6M
- 6.27%
- YTD
- 7.33%
- 1Y
- 9.71%
- 3Y*
- 10.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.27M | $15.45M | $8.92M | |
| $7.55K | $9.03K | $12.67K |
DMXF vs. ESMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 13.19% | 22.07% | 3.99% | 20.52% | -19.25% | -2.31% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 7.33% | 5.34% | 13.06% | 12.20% | -11.08% | 3.13% |
Correlation
The correlation between DMXF and ESMV is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2021 | 0.61 |
The correlation between DMXF and ESMV has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
DMXF vs. ESMV — Risk / Return Rank
DMXF
ESMV
DMXF vs. ESMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares ESG MSCI USA Min Vol Factor ETF (ESMV). 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.
| DMXF | ESMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.32 | +0.58 |
| Martin ratioReturn relative to average drawdown | 7.17 | 4.05 | +3.12 |
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Drawdowns
DMXF vs. ESMV - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, which is greater than ESMV's maximum drawdown of -19.77%. Use the drawdown chart below to compare losses from any high point for DMXF and ESMV.
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Drawdown Indicators
| DMXF | ESMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -19.77% | -14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -7.01% | -4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -12.16% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -0.51% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -5.18% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.28% | +0.86% |
Volatility
DMXF vs. ESMV - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 5.40% compared to iShares ESG MSCI USA Min Vol Factor ETF (ESMV) at 2.50%. This indicates that DMXF's price experiences larger fluctuations and is considered to be riskier than ESMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMXF | ESMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 2.50% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.99% | 6.60% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 10.04% | +7.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 13.11% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 13.11% | +4.23% |
DMXF vs. ESMV - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is lower than ESMV's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMXF vs. ESMV - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.21%, more than ESMV's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.21% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.50% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% | 0.00% |
Frequently Asked Questions
DMXF and ESMV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMXF has higher volatility (5.40%) compared to ESMV (2.50%). In terms of maximum drawdown, DMXF dropped -34.52% vs ESMV's -19.77%.
On 3-year performance, DMXF leads with 14.62% vs 10.25% for ESMV. On fees, DMXF is cheaper at 0.12% per year. On volatility, ESMV has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DMXF has performed better with a 14.62% return vs 10.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DMXF is cheaper with a 0.12% expense ratio, compared with 0.18% for ESMV.
DMXF has the higher dividend yield at 4.21%, compared with 1.50% for ESMV.
DMXF is categorized as Foreign Large Cap Equities, while ESMV is Low Volatility. DMXF tracks MSCI EAFE Choice ESG Screened Index, while ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. Their fees differ too: 0.12% for DMXF and 0.18% for ESMV.
DMXF currently has the higher Sharpe Ratio (1.31 vs 0.93), 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.
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