EASG vs. EVUS
EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) and EVUS (Ishares ESG Aware MSCI USA Value ETF) are both exchange-traded funds - EASG is a Foreign Large Cap Equities fund tracking the MSCI EAFE ESG Leaders Index, while EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, EASG returned 14.91%/yr vs 15.77%/yr for EVUS. A 0.69 correlation means they provide meaningful diversification when combined. EASG charges 0.14%/yr vs 0.18%/yr for EVUS.
Performance
EASG vs. EVUS - Performance Comparison
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Returns By Period
In the year-to-date period, EASG achieves a 10.59% return, which is significantly higher than EVUS's 10.02% return.
EASG
- 1D
- -0.10%
- 1M
- 2.70%
- YTD
- 10.59%
- 6M
- 11.16%
- 1Y
- 23.38%
- 3Y*
- 14.91%
- 5Y*
- 7.62%
- 10Y*
- —
EVUS
- 1D
- 0.43%
- 1M
- 0.44%
- YTD
- 10.02%
- 6M
- 9.44%
- 1Y
- 21.71%
- 3Y*
- 15.77%
- 5Y*
- —
- 10Y*
- —
EASG vs. EVUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 10.59% | 25.19% | 2.26% | 7.71% |
EVUS Ishares ESG Aware MSCI USA Value ETF | 10.02% | 13.31% | 14.23% | 3.68% |
Correlation
The correlation between EASG and EVUS is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.69 |
The correlation between EASG and EVUS has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
EASG vs. EVUS — Risk / Return Rank
EASG
EVUS
EASG vs. EVUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Ishares ESG Aware MSCI USA Value ETF (EVUS). 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.
| EASG | EVUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.82 | -0.82 |
| Martin ratioReturn relative to average drawdown | 7.41 | 11.81 | -4.40 |
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Drawdowns
EASG vs. EVUS - Drawdown Comparison
The maximum EASG drawdown since its inception was -32.06%, which is greater than EVUS's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for EASG and EVUS.
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Drawdown Indicators
| EASG | EVUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.06% | -15.65% | -16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -7.72% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.14% | -15.65% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.97% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -2.75% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.84% | +1.32% |
Volatility
EASG vs. EVUS - Volatility Comparison
Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a higher volatility of 4.85% compared to Ishares ESG Aware MSCI USA Value ETF (EVUS) at 3.27%. This indicates that EASG's price experiences larger fluctuations and is considered to be riskier than EVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EASG | EVUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 3.27% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 8.21% | +4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 10.71% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 12.73% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 12.73% | +5.63% |
EASG vs. EVUS - Expense Ratio Comparison
EASG has a 0.14% expense ratio, which is lower than EVUS'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
EASG vs. EVUS - Dividend Comparison
EASG's dividend yield for the trailing twelve months is around 3.84%, more than EVUS's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF | 3.84% | 4.18% | 2.93% | 2.51% | 2.47% | 2.69% | 1.70% | 2.94% | 0.85% |
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EASG and EVUS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EASG has higher volatility (4.85%) compared to EVUS (3.27%). In terms of maximum drawdown, EASG dropped -32.06% vs EVUS's -15.65%.
On 3-year performance, EVUS leads with 15.77% vs 14.91% for EASG. On fees, EASG is cheaper at 0.14% per year. On volatility, EVUS has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EVUS has performed better with a 15.77% return vs 14.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EASG is cheaper with a 0.14% expense ratio, compared with 0.18% for EVUS.
EASG has the higher dividend yield at 3.84%, compared with 1.53% for EVUS.
EASG is categorized as Foreign Large Cap Equities, while EVUS is Large Cap Value Equities. EASG tracks MSCI EAFE ESG Leaders Index, while EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.14% for EASG and 0.18% for EVUS.
EVUS currently has the higher Sharpe Ratio (2.04 vs 1.47), 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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