EFIV vs. ESGV
Compare and contrast key facts about State Street SPDR S&P 500 ESG ETF (EFIV) and Vanguard ESG U.S. Stock ETF (ESGV).
EFIV and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both EFIV and ESGV 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
EFIV vs. ESGV - Performance Comparison
Loading graphics...
EFIV vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | -4.39% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.69% |
ESGV Vanguard ESG U.S. Stock ETF | -6.10% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 20.33% |
Returns By Period
In the year-to-date period, EFIV achieves a -4.39% return, which is significantly higher than ESGV's -6.10% return.
EFIV
- 1D
- 2.85%
- 1M
- -5.42%
- YTD
- -4.39%
- 6M
- -0.63%
- 1Y
- 18.83%
- 3Y*
- 18.43%
- 5Y*
- 12.58%
- 10Y*
- —
ESGV
- 1D
- 0.91%
- 1M
- -4.64%
- YTD
- -6.10%
- 6M
- -4.26%
- 1Y
- 16.36%
- 3Y*
- 17.78%
- 5Y*
- 9.95%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EFIV vs. ESGV - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, 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
EFIV vs. ESGV — Risk / Return Rank
EFIV
ESGV
EFIV vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
| EFIV | ESGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.84 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.33 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.37 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.57 | 5.40 | +2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EFIV | ESGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.84 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.61 | +0.30 |
Correlation
The correlation between EFIV and ESGV is 0.98, 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
EFIV vs. ESGV - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.08%, more than ESGV's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 1.08% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.00% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
EFIV vs. ESGV - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for EFIV and ESGV.
Loading graphics...
Drawdown Indicators
| EFIV | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -33.66% | +9.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -12.28% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -28.81% | +4.29% |
Current DrawdownCurrent decline from peak | -6.86% | -7.77% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -6.55% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.12% | -0.47% |
Volatility
EFIV vs. ESGV - Volatility Comparison
The current volatility for State Street SPDR S&P 500 ESG ETF (EFIV) is 5.18%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.16%. This indicates that EFIV experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EFIV | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 6.16% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 10.62% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 19.48% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 18.32% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 20.72% | -3.76% |