DUSG vs. ESML
DUSG (Dimensional U.S. Small Cap Growth ETF) and ESML (iShares ESG Aware MSCI USA Small-Cap ETF) are both Small Cap Growth Equities funds. DUSG is actively managed, while ESML is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. DUSG charges 0.32%/yr vs 0.17%/yr for ESML.
Performance
DUSG vs. ESML - Performance Comparison
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Returns By Period
DUSG
- 1D
- 0.69%
- 1M
- 0.55%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESML
- 1D
- -0.15%
- 1M
- 0.18%
- 6M
- 10.58%
- YTD
- 18.61%
- 1Y
- 30.58%
- 3Y*
- 15.41%
- 5Y*
- 8.55%
- 10Y*
- —
DUSG vs. ESML - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUSG Dimensional U.S. Small Cap Growth ETF | 3.37% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 4.37% |
Correlation
The correlation between DUSG and ESML is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 6, 2026 | 0.89 |
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Return for Risk
DUSG vs. ESML — Risk / Return Rank
DUSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESML
DUSG vs. ESML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap Growth ETF (DUSG) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). 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.
| DUSG | ESML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.40 | — |
| Martin ratioReturn relative to average drawdown | — | 12.25 | — |
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Drawdowns
DUSG vs. ESML - Drawdown Comparison
The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum ESML drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for DUSG and ESML.
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Drawdown Indicators
| DUSG | ESML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.19% | -41.97% | +37.78% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.04% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.61% | — |
Current DrawdownCurrent decline from peak | -1.66% | -2.91% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -8.86% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.50% | — |
Volatility
DUSG vs. ESML - Volatility Comparison
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Volatility by Period
| DUSG | ESML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 17.06% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.63% | 21.26% | -6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 23.33% | -8.70% |
DUSG vs. ESML - Expense Ratio Comparison
DUSG has a 0.32% expense ratio, which is higher than ESML's 0.17% expense ratio.
Dividends
DUSG vs. ESML - Dividend Comparison
DUSG's dividend yield for the trailing twelve months is around 0.14%, less than ESML's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUSG Dimensional U.S. Small Cap Growth ETF | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 0.91% | 1.08% | 1.22% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% |
Frequently Asked Questions
DUSG and ESML have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESML is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESML is cheaper with a 0.17% expense ratio, compared with 0.32% for DUSG.
ESML has the higher dividend yield at 0.91%, compared with 0.14% for DUSG.
They also come from different issuers: Dimensional Fund Advisors and iShares. Their fees differ too: 0.32% for DUSG and 0.17% for ESML.
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