DMXF vs. ESMV
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares ESG MSCI USA Min Vol Factor ETF (ESMV).
DMXF and ESMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. ESMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. It was launched on Nov 2, 2021. Both DMXF and ESMV 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
DMXF vs. ESMV - Performance Comparison
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DMXF vs. ESMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 0.39% | 22.07% | 3.99% | 20.52% | -19.25% | -2.49% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | -1.84% | 5.34% | 13.06% | 12.20% | -11.08% | 3.20% |
Returns By Period
In the year-to-date period, DMXF achieves a 0.39% return, which is significantly higher than ESMV's -1.84% return.
DMXF
- 1D
- 3.51%
- 1M
- -8.10%
- YTD
- 0.39%
- 6M
- 2.94%
- 1Y
- 17.59%
- 3Y*
- 11.83%
- 5Y*
- 5.70%
- 10Y*
- —
ESMV
- 1D
- 1.49%
- 1M
- -5.31%
- YTD
- -1.84%
- 6M
- -2.50%
- 1Y
- 0.08%
- 3Y*
- 8.74%
- 5Y*
- —
- 10Y*
- —
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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%.
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.
| DMXF | ESMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.01 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.44 | 0.10 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.10 | +1.35 |
Martin ratioReturn relative to average drawdown | 5.43 | 0.36 | +5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DMXF | ESMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.01 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.32 | +0.23 |
Correlation
The correlation between DMXF and ESMV is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DMXF vs. ESMV - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 4.83%, more than ESMV's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.83% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.70% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% | 0.00% |
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% | -9.46% | -2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | — | — |
Current DrawdownCurrent decline from peak | -8.42% | -5.31% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -5.46% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.54% | +0.61% |
Volatility
DMXF vs. ESMV - Volatility Comparison
iShares ESG Advanced MSCI EAFE ETF (DMXF) has a higher volatility of 8.07% compared to iShares ESG MSCI USA Min Vol Factor ETF (ESMV) at 3.38%. 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 | 8.07% | 3.38% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 8.13% | +3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 13.76% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 13.40% | +4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 13.40% | +3.77% |