EFIV vs. PXWEX
Compare and contrast key facts about State Street SPDR S&P 500 ESG ETF (EFIV) and Pax Ellevate Global Women’s Leadership Fund (PXWEX).
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. PXWEX is managed by Impax Asset Management. It was launched on Sep 30, 1993.
Performance
EFIV vs. PXWEX - Performance Comparison
Loading graphics...
EFIV vs. PXWEX - 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% |
PXWEX Pax Ellevate Global Women’s Leadership Fund | -7.00% | 17.41% | 12.15% | 18.14% | -19.99% | 17.28% | 15.21% |
Returns By Period
In the year-to-date period, EFIV achieves a -4.39% return, which is significantly higher than PXWEX's -7.00% return.
EFIV
- 1D
- 2.85%
- 1M
- -5.17%
- YTD
- -4.39%
- 6M
- -0.28%
- 1Y
- 19.21%
- 3Y*
- 18.43%
- 5Y*
- 12.58%
- 10Y*
- —
PXWEX
- 1D
- 0.12%
- 1M
- -8.32%
- YTD
- -7.00%
- 6M
- -2.68%
- 1Y
- 12.67%
- 3Y*
- 10.70%
- 5Y*
- 5.44%
- 10Y*
- 8.82%
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. PXWEX - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than PXWEX's 0.77% expense ratio.
Return for Risk
EFIV vs. PXWEX — Risk / Return Rank
EFIV
PXWEX
EFIV vs. PXWEX - 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 Pax Ellevate Global Women’s Leadership Fund (PXWEX). 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 | PXWEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.80 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.22 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.00 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.57 | 4.50 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EFIV | PXWEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.80 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.34 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.33 | +0.59 |
Correlation
The correlation between EFIV and PXWEX is 0.93, 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. PXWEX - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.08%, less than PXWEX's 10.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
PXWEX Pax Ellevate Global Women’s Leadership Fund | 10.57% | 9.83% | 9.47% | 1.60% | 3.12% | 1.21% | 1.04% | 3.03% | 4.90% | 2.49% | 1.80% | 2.41% |
Drawdowns
EFIV vs. PXWEX - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum PXWEX drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for EFIV and PXWEX.
Loading graphics...
Drawdown Indicators
| EFIV | PXWEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -53.70% | +29.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -11.19% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -29.67% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.47% | — |
Current DrawdownCurrent decline from peak | -6.86% | -9.48% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -9.84% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.48% | +0.17% |
Volatility
EFIV vs. PXWEX - Volatility Comparison
State Street SPDR S&P 500 ESG ETF (EFIV) has a higher volatility of 5.18% compared to Pax Ellevate Global Women’s Leadership Fund (PXWEX) at 4.55%. This indicates that EFIV's price experiences larger fluctuations and is considered to be riskier than PXWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EFIV | PXWEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.55% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 8.87% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 16.25% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 15.94% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 16.91% | +0.05% |